I do not have depth book information for forex. Presumably that would be the book balance? Can you explain the book balance field please.
Do you recommend I use JSystemTrader for the forex trading? On Nov 6, 4:15 am, ShaggsTheStud <[email protected]> wrote: > 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 -~----------~----~----~----~------~----~------~--~---
