As noted above IB does not provide historical limit book data. Your options are:
1. Buy book data directly from the exchange and convert it to JBT format. 2. Record your own data sets using JBT. 3. Buy/trade a previously recorded data set with someone else. On Sep 19, 3:51 pm, skunktrader <[email protected]> wrote: > IB dont provide historic book data > > On Sep 18, 9:19 pm, hdeng <[email protected]> wrote: > > > to backtest any strategies, JBT requires a historical data file. can > > we download historical order book data from IB using JBT specifying > > security, frequency (1min, 15min etc) and date ranges (as in JST)? > > such a downloaded file can be used to backtest a strategy directly. > > looks like we can only record live data while forward testing which > > later can be used as backtest data. -- 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.
