> from the documentation, it is clear that JBT trades on limit order > information (depth/ balance etc.). does it also trade on market order > information or is it strictly based on order book? what kind of > changes need to be done to the code base in order to use JBT with > market orders?
The market data that JBT gets is limit order book. For example, in the case of ES, it would be 10 best bid prices and 10 best offer prices, along with the corresponding bid/offer sizes. When your strategy indicates that it wants to take a long/short position, JBT always places a market order to buy/sell the specified number of contracts/ shares. So, no JBT code changes are needed to meet your requirements. -- 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.
