JBookTrader does not use the bid, ask, or price information. It uses the Level 1 style book info. That is the main thing (only thing?) as far as data goes. Other than that, you need to route market orders.
On Tue, Feb 1, 2011 at 10:13 AM, Sudarson <[email protected]> wrote: > Any suggestions? > > On Jan 31, 8:38 am, Sudarson <[email protected]> wrote: > > Hi All, > > I am trying to integrate etrade api with jbt. I will need your help > > and advice for that. I noticed that we don't get cumulative bid and > > ask size. > > 1. Are these values important /Mandatory? > > 2. If yes, Can we get this value from some other market feed? > > 3. Do we need any other data to get started with integration? > > > > Sample Request > > /market/rest/quote/GOOG,EFTC?detailFlag=ALL > > > > Sample Response > > <QuoteResponse> > > <QuoteData> > > <all> > > <adjNonAdjFlag>false</adjNonAdjFlag> > > <annualDividend>0.0</annualDividend> > > <ask>579.4</ask> > > <askExchange>I</askExchange> > > <askSize>100</askSize> > > <askTime>18:49:23 EST 03-12-2010</askTime> > > <beta>0.92</beta> > > <bid>578.79</bid> > > <bidExchange>Q</bidExchange> > > <bidSize>100</bidSize> > > <bidTime>18:49:23 EST 03-12-2010</bidTime> > > <companyName>GOOGLE INC</companyName> > > <daysToExpiration>0</daysToExpiration> > > <dirLast>D</dirLast> > > <dividend>0.0</dividend> > > <eps>20.41</eps> > > <estEarnings>22.754</estEarnings> > > <exDivDate/> > > <exchgLastTrade>NASDAQ</exchgLastTrade> > > <fsi>N</fsi> > > <high>588.275</high> > > <high52>629.51</high52> > > <highAsk>590.0</highAsk> > > <highBid>588.65</highBid> > > <lastTrade>578.78</lastTrade> > > <low>578.78</low> > > <low52>294.25</low52> > > <lowAsk>578.79</lowAsk> > > 5-32 E*TRADE Financial API Reference Guide > > Chapter 5: API Resources- REST > > quote > > <lowBid>572.21</lowBid> > > <numTrades>18037</numTrades> > > <open>587.7</open> > > <openInterest>0</openInterest> > > <optionStyle/> > > <optionUnderlier/> > > <prevClose>581.14</prevClose> > > <prevDayVolume>1550127</prevDayVolume> > > <primaryExchange>Q</primaryExchange> > > <symbolDesc>GOOGLE INC</symbolDesc> > > <todayClose>579.54</todayClose> > > <totalVolume>2755015</totalVolume> > > <upc>0</upc> > > <volume10Day>2010351</volume10Day> > > </all> > > <dateTime>18:47:21 EST 03-12-2010</dateTime> > > <product> > > <symbol>GOOG</symbol> > > <type>EQ</type> > > </product> > > </QuoteData> > > <QuoteData> > > <all> > > <adjNonAdjFlag>false</adjNonAdjFlag> > > <annualDividend>0.0</annualDividend> > > <ask>1.65</ask> > > <askExchange>Q</askExchange> > > <askSize>2000</askSize> > > <askTime>18:50:42 EST 03-12-2010</askTime> > > <beta>1.9</beta> > > <bid>1.64</bid> > > <bidExchange>Q</bidExchange> > > <bidSize>30300</bidSize> > > <bidTime>18:50:42 EST 03-12-2010</bidTime> > > <companyName>E*TRADE FINANCIAL CORP</companyName> > > <daysToExpiration>0</daysToExpiration> > > <dirLast>D</dirLast> > > <dividend>0.0</dividend> > > <eps>-1.18</eps> > > <estEarnings>-0.841</estEarnings> > > <exDivDate/> > > <exchgLastTrade>Pacific</exchgLastTrade> > > <fsi>N</fsi> > > <high>1.67</high> > > <high52>2.9</high52> > > <highAsk>1.79</highAsk> > > <highBid>1.67</highBid> > > <lastTrade>1.64</lastTrade> > > <low>1.64</low> > > <low52>0.59</low52> > > <lowAsk>1.65</lowAsk> > > <lowBid>1.58</lowBid> > > <numTrades>14559</numTrades> > > <open>1.67</open> > > <openInterest>0</openInterest> > > <optionStyle/> > > <optionUnderlier/> > > <prevClose>1.67</prevClose> > > <prevDayVolume>134914923</prevDayVolume> > > <primaryExchange>Q</primaryExchange> > > <symbolDesc>E*TRADE FINANCIAL CORP</symbolDesc> > > <todayClose>1.65</todayClose> > > <totalVolume>23968286</totalVolume> > > <upc>0</upc> > > <volume10Day>50286144</volume10Day> > > </all> > > <dateTime>19:03:27 EST 03-12-2010</dateTime> > > <product> > > <symbol>ETFC</symbol> > > <type>EQ</type> > > </product> > > </QuoteData> > > </QuoteResponse> > > -- > 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.
