There is nothing preventing you from saving the data however you want. I have made my own versions that do different things, such as record the 1 second data bars as well (so I can steal the volume data).
For personal recording I recommend recording in RAW, and then converting the RAW into whatever format you want. You will need to make your own utility to do this. If anything is to happen on this front, I think we should flesh out the RAW format, build some conversion utilities, etc. On Thu, Jul 8, 2010 at 9:59 AM, wigginx <[email protected]> wrote: > I know this topic was given a lot of consideration during development > of the early versions of JBT, but I'd like to revisit it because I've > been developing some indicators that require more data from the book > than is currently saved in the market data files. > > As I understand it, the major reason for not saving the entire book > was that the data files would get way too big way too quickly. Large > data files would be difficult to share over the net, and would add a > lot of disk overhead during optimization and backtesting. > > Over the last couple of years, it seems to me that the amount of data > file sharing has dropped off dramatically. Other aspects of the > optimizer performance have been improved, which might now be able to > be traded for disk usage. In my backtesting and optimization system, > I've got a 7-disk 3TB ZFS Raid, a dual-processor multi-core CPU > configuration, and loads more RAM than I had years ago. I'm also on > fiber now, instead of cable. Data file size is really not the same > obstacle it used to be for me. > > I'm actually not proposing saving the entire book. The indicators > I've been testing use an average price computed based on the size of > each line in the book, as opposed to the midpoint price. This is easy > to do in real-time, but impossible to compute using the current data > format for backtesting and optimization. I'm simply interested in > reopening the data format discussion to see if anyone else has found > that the current format does not provide enough information, and if > file size is less of an obstacle for other people now that a couple > years have passed. > > -- > 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.
