The entire basis for JBookTrader and its trading strategies is, well, the exchange limit order book. In theory, it's possible to plug in just a best bid/ask feed (which will require a lot of code changes), but then it would not be JBookTrader anymore.
On Tue, Feb 1, 2011 at 11:06 PM, Sudarson <[email protected]> wrote: > 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]<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.
