The order data appears faulty - different people looking at the same security won't see the same thing.
I personally am looking into using the realtime bars (5 second candlesticks) to get some volume data. On Fri, Oct 30, 2009 at 12:10 AM, monty <[email protected]> wrote: > > Hi, > > I'm a user of JST who only recently discovered existance of JBT. > Nice work again!! > > I probably shouldn't be asking these questions until I've read all the > code thoroughly.. > > Does JBT have a way of efficiently pulling in Volume data?, obviously > at lesser periodicity, so divergences between the 'supposed' balance > of interest and actual commited trades can be measured. > A connection to a table with Time of Sales / Trade data would be > clunky and I don't want to have to use JNI and shared memory. > > Having worked with MM's before i know how tricky deciphering their > order activity can be and would be great to see some levelling of the > field. > > Thanks, > M > > > > > > > --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
