Thanks for your reply.
Does it means that main information needed is Best-Bid-Offer ("BBO"
or "Inside Quote"), i.e. the lowest ask and highest bid available at
the time?
--
Sudarson.P.R
On Feb 1, 12:45 pm, ShaggsTheStud <[email protected]> wrote:
> 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>
>
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