I built a data downloader once, but I don't know if I still have it. On Thu, Jun 10, 2010 at 2:30 AM, new_trader <[email protected]> wrote:
> in the sample tick files you provided we have a reosultion of 1 > second. > i did not know that IB provides you with price data on a 1 second > basis > > if so, is there a theoretical possibility to download these 1 seconds > ticks from IB like you can download tick data from JSystemTrader JST? > as writing this I have just seen in JST that the download resolution > goes down to 5 seconds. > > so it should be possible to tweak this downloader to download data for > an instrument pair. other option is to download each instrument and > then do a manual merging into one single file. > should be quite straight forward :-) > > On Jun 10, 4:41 am, nonlinear5 <[email protected]> wrote: > > 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]<jbooktrader%[email protected]> > . > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > > -- 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.
