I have a converter, but I haven't messed with it in a while. The data is what I consider to be very expensive, but I do not remember the number off hand. $200 for a months worth?? that might be completely wrong.
If you decide to buy the data, I would be willing to trade you my code for some of the data you purchase (and I will verify it works using that data). On Fri, Jan 7, 2011 at 8:29 AM, nonlinear5 <[email protected]> wrote: > > >> 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]<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.
