> > It's looking good. The differences are probably due to the fact that > IB samples the incoming market depth stream at approximately 4 times > per second frequency, while CME sampling rate is much higher. Despite > of this, it looks like both IB and CME data sources are in sync, more > Now that you have both CME data and JBT-recorded data for the > same day, you can run some sample strategies using both datasets and > compare the results. > > True, that is a good idea.
I got the multi-zip file input working, now I have to kill some bugs related to that, and some new ones that naturally crop up when having more data. Expect some code from me within a week or two. -- 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.
