It's been a while since I worked on JArbitrager, so I actually forgot how it works. I am revisiting my code again, and it turned out that JArbitrager does not use market depth at all. So, you can use any number of pairs and any number of instruments.
On Jun 9, 11:21 am, nonlinear5 <[email protected]> wrote: > >JArbitragerrecords 2 instruments into one single file, so with one > > TWS account one person can only record data for one arbitrage > > combination. > > More precisely, the total number of instruments should not exceed 3. > For example,JArbitragerwill happily record these, running at the > same time: ES-SPY, ES-YM, ES-NQ, SPY-YM, SPY-NQ, YM-NQ. -- 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.
