Thanks for the reply. From etrade's api, we get only "one Best-Bid- Offer" at one point of time. The only data available is the ones listed below. Is there any way we can plug-in etrade data feed without using "N Bid and Ask size and price"
<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> <lowBid>572.21</lowBid> <numTrades>18037</numTrades> <open>587.7</open> On Feb 1, 5:30 pm, Eugene Kononov <[email protected]> wrote: > > 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? > > I think ShaggsTheStud meant to say JBT uses L2 data, not L1. Specifically, > it is top N bid sizes and prices and N ask sizes and prices. -- 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.
