> > Eugene, which vendor do you use for historical pricing data, compatible > with JBT? Is there a utility that converts vendor's historical data into JBT > compatible format? > > > I am only aware of one source for historical market data which contains market depth, and that is the Chicago Mercantile Exchange: http://www.cmegroup.com/market-data/datamine-historical-data/marketdepth.html
I made a couple of purchases from them in the past. The data files are gigantic (one day worth of data is about 1 million lines). They ship the data on the DVDs. Up until the middle of last year or, so, they had their data in a specific format, and I had a converter program in the standard JBT distribution. Since then, they've changed their data format to FIX, and I do not have the corresponding converter. However, I know that at least 2 people in this group have written such converters (fellows, please step forward), and validated them. -- 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.
