I think I should note here that data recording is minimized for backtesting and optimizing purposes, where extra data, parsing, and processing can really chew into your ability to get anything done.
On Thu, Nov 5, 2009 at 8:05 PM, Eugene Kononov <[email protected]>wrote: > > > JBookTrader. The former has min,max,open and close. Whereas the latter > > has just one price - is this the median of bid/ask?, if so how would > > you specify the spread? > > JBookTrader is meant to be used with highly liquid securities, such as > S&P 500 futures. For these securities, the bid/ask is virtually always > the same, i.e. 0.25 for the ES. So, it would be a waste of space to > record both bid and ask. That's why you only see one price, which is > the midpoint, from which you can determine both bid and ask by > subtracting/adding half the known spread from the midpoint price. > > > > --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
