> Right, this is a point I overlooked. As we give a trading interval, > positions will be closed once a day. > Given the fact that no roll-over handling is required, a reselection of the > dominant contract would actually be much simpler. It would be sufficient to > do it when new data arrives after an outage of the data stream of at least 5 > minutes, outside of the trading hours. > Having such a reselection handling would be very useful as the problems > identified above show. And a system which requires restart only every week > is much more useful than if it requires restart every day. (This holds for > data gathering at least and probably also for trading.) > > >
We have several options: 1. Leave everything as it is. JBT can run non-stop, over multiple days, weeks, and months, unless the period includes a rollover date (which occurs 4 times a year). 2. Add in some code which would stop trading when it detects that the currently selected contract has rolled over to the next contract. That would be very simple to do. The worst thing that could happen is that JBT will become inactive after the rollover. 3. Add code which would unsubscribe the market data from the current contract and set the new contract when the rollover occurs. This may be non-trivial. -- 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.
