Thanks, Shaggs. Yes, this would definitely be useful. I have the equivalent program in JSystemTrader, and I was going to use that, but if you have it in good shape already, I'd take your code. I assume that your program only downloads one symbol at a time. For the purposes of JArbitrager, we would need to download the 1-second prices for two symbols and make sure that they are synchronized in time. Additionally, JArbitrager uses the bid/ask prices, are they available for download as well?
On Jun 28, 1:03 pm, ShaggsTheStud <[email protected]> wrote: > I have a program I wrote to download 1 second bars from the historical > data. It might be useful for JArbitrager usage. > > On Fri, Jun 25, 2010 at 5:44 PM, Eugene Kononov > <[email protected]>wrote: > > > I've fixed quite a few things in JArbitrager and uploaded a new version > > here: > >http://jarbitrager.googlecode.com/files/JArbitrager-0.02.zip > > > -- > > 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.
