Hello nonlinear. ok, I think, I got it: the first fill was awfully off (more than 2 points). The EventReport does not say anything about this. (to me)
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| Date | Time | Reporter | Message |
|---|---|---|---|
| 07/24/11 | 18:36:47.375 | JBookTrader | New Report Started. JBookTrader version 8.06 |
| 07/24/11 | 18:36:47.375 | JBookTrader | All times will be reported in the local time zone: Europe/Berlin, Central European Time |
| 07/24/11 | 18:48:21.250 | JBookTrader | Time host: 2.de.pool.ntp.org, name: DCF, stratum: 1, type: NTP, precision: 0.9537 microseconds |
| 07/24/11 | 18:48:21.250 | JBookTrader | NTP clock initialized. Offset: -1759939 ms |
| 07/24/11 | 18:48:21.297 | JBookTrader | Running mode changed to: Trading |
| 07/24/11 | 18:19:01.358 | JBookTrader | Connecting to TWS |
| 07/24/11 | 18:19:01.702 | JBookTrader | Connected to TWS |
| 07/24/11 | 18:19:04.249 | NoTradeNQ | Strategy started. Trading schedule: 10:00 to 15:30 (America/New_York) |
| 07/24/11 | 18:19:04.264 | JBookTrader | Requested contract details for instrument NQ-GLOBEX-FUT-201109 |
| 07/24/11 | 18:19:04.264 | JBookTrader | Requested book data for instrument NQ-GLOBEX-FUT-201109 |
| 07/24/11 | 18:19:04.295 | JBookTrader | Requested market data for instrument NQ-GLOBEX-FUT-201109 |
| 07/24/11 | 18:19:05.545 | IB API | Contract details: Trading class: NQ Exchanges: GLOBEX,MIBSX Long name: E-mini NASDAQ 100 Futures Market name: NQ Minimum tick: 0.25 Contract month: 201109 Time zone id: CTT Trading hours: 20110725:CLOSED;20110726:1700-1515 Liquid hours: 20110725:CLOSED;20110726:0830-1515 |
| 07/24/11 | 18:19:06.577 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/24/11 | 18:19:14.733 | NoTradeEUR | Strategy started. Trading schedule: 0:15 to 23:45 (America/New_York) |
| 07/24/11 | 18:19:14.749 | JBookTrader | Requested contract details for instrument EUR-GLOBEX-FUT-201109 |
| 07/24/11 | 18:19:14.749 | JBookTrader | Requested book data for instrument EUR-GLOBEX-FUT-201109 |
| 07/24/11 | 18:19:14.749 | JBookTrader | Requested market data for instrument EUR-GLOBEX-FUT-201109 |
| 07/24/11 | 18:19:15.420 | IB API | Contract details: Trading class: 6E Exchanges: CME,GLOBEX,MIBSX Long name: European Monetary Union euro Market name: 6E Minimum tick: 1.0E-4 Contract month: 201109 Time zone id: CTT Trading hours: 20110725:CLOSED;20110726:1700-1600 Liquid hours: 20110725:CLOSED;20110726:0830-1600 |
| 07/24/11 | 18:19:19.858 | SecondNature2 | Strategy started. Trading schedule: 10:00 to 15:30 (America/New_York) |
| 07/24/11 | 18:19:19.874 | JBookTrader | Requested contract details for instrument ES-GLOBEX-FUT-201109 |
| 07/24/11 | 18:19:19.874 | JBookTrader | Requested book data for instrument ES-GLOBEX-FUT-201109 |
| 07/24/11 | 18:19:19.874 | JBookTrader | Requested market data for instrument ES-GLOBEX-FUT-201109 |
| 07/24/11 | 18:19:20.592 | IB API | Contract details: Trading class: ES Exchanges: GLOBEX,MIBSX Long name: E-mini S&P 500 Market name: ES Minimum tick: 0.25 Contract month: 201109 Time zone id: CTT Trading hours: 20110725:CLOSED;20110726:1700-1515 Liquid hours: 20110725:CLOSED;20110726:0830-1515 |
| 07/24/11 | 23:45:33.995 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/24/11 | 23:45:33.995 | JBookTrader | Market data for book 3 has been reset. |
| 07/25/11 | 05:59:05.413 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/25/11 | 05:59:05.413 | JBookTrader | Market data for book 1 has been reset. |
| 07/25/11 | 05:59:05.429 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/25/11 | 05:59:05.429 | JBookTrader | Market data for book 2 has been reset. |
| 07/25/11 | 05:59:05.444 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/25/11 | 05:59:05.444 | JBookTrader | Market data for book 3 has been reset. |
| 07/25/11 | 05:59:05.444 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/25/11 | 05:59:11.663 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/25/11 | 06:01:13.054 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/25/11 | 06:01:13.054 | JBookTrader | Market data for book 1 has been reset. |
| 07/25/11 | 06:01:13.069 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/25/11 | 06:01:13.069 | JBookTrader | Market data for book 2 has been reset. |
| 07/25/11 | 06:01:13.069 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/25/11 | 06:01:13.069 | JBookTrader | Market data for book 3 has been reset. |
| 07/25/11 | 06:01:13.085 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/25/11 | 06:15:51.488 | IB API | 1100: Connectivity between IB and TWS has been lost. |
| 07/25/11 | 06:16:17.504 | IB API | 1102: Connectivity between IB and TWS has been restored - data maintained. |
| 07/25/11 | 06:27:07.178 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/25/11 | 06:27:07.178 | JBookTrader | Market data for book 1 has been reset. |
| 07/25/11 | 06:27:07.225 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/25/11 | 06:27:07.225 | JBookTrader | Market data for book 2 has been reset. |
| 07/25/11 | 06:27:07.241 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/25/11 | 06:27:07.241 | JBookTrader | Market data for book 3 has been reset. |
| 07/25/11 | 06:27:07.241 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/25/11 | 06:27:12.616 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/25/11 | 10:54:10.942 | JBookTrader | Problem while requesting time from server 2.de.pool.ntp.org: Receive timed out |
| 07/26/11 | 05:59:05.893 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/26/11 | 05:59:05.893 | JBookTrader | Market data for book 1 has been reset. |
| 07/26/11 | 05:59:05.924 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/26/11 | 05:59:05.924 | JBookTrader | Market data for book 2 has been reset. |
| 07/26/11 | 05:59:05.940 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/26/11 | 05:59:05.940 | JBookTrader | Market data for book 3 has been reset. |
| 07/26/11 | 05:59:05.940 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/26/11 | 05:59:13.987 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/26/11 | 06:14:06.934 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/26/11 | 06:14:06.934 | JBookTrader | Market data for book 1 has been reset. |
| 07/26/11 | 06:14:06.965 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/26/11 | 06:14:06.965 | JBookTrader | Market data for book 2 has been reset. |
| 07/26/11 | 06:14:06.996 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/26/11 | 06:14:06.996 | JBookTrader | Market data for book 3 has been reset. |
| 07/26/11 | 06:14:07.012 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/26/11 | 06:14:12.559 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/26/11 | 06:16:20.688 | IB API | 1100: Connectivity between IB and TWS has been lost. |
| 07/26/11 | 06:17:11.672 | IB API | 1102: Connectivity between IB and TWS has been restored - data maintained. |
| 07/26/11 | 06:20:12.667 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/26/11 | 06:20:12.667 | JBookTrader | Market data for book 1 has been reset. |
| 07/26/11 | 06:20:12.667 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/26/11 | 06:20:12.667 | JBookTrader | Market data for book 2 has been reset. |
| 07/26/11 | 06:20:12.682 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/26/11 | 06:20:12.682 | JBookTrader | Market data for book 3 has been reset. |
| 07/26/11 | 06:20:12.698 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/26/11 | 06:20:12.807 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/26/11 | 16:00:00.407 | SecondNature2 | Placing order 75 |
| 07/26/11 | 16:00:04.923 | SecondNature2 | Order 75 is filled. Average fill price: 1329.5. Position: 1 |
| 07/26/11 | 16:00:20.001 | SecondNature2 | Placing order 76 |
| 07/26/11 | 16:00:20.845 | SecondNature2 | Order 76 is filled. Average fill price: 1328.5. Position: 0 |
| 07/26/11 | 16:06:06.005 | SecondNature2 | Placing order 77 |
| 07/26/11 | 16:06:06.849 | SecondNature2 | Order 77 is filled. Average fill price: 1327.0. Position: 1 |
| 07/26/11 | 17:02:10.012 | SecondNature2 | Placing order 78 |
| 07/26/11 | 17:02:10.465 | SecondNature2 | Order 78 is filled. Average fill price: 1330.5. Position: 0 |
| 07/27/11 | 05:59:07.793 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/27/11 | 05:59:07.793 | JBookTrader | Market data for book 1 has been reset. |
| 07/27/11 | 05:59:07.824 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/27/11 | 05:59:07.824 | JBookTrader | Market data for book 2 has been reset. |
| 07/27/11 | 05:59:07.839 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/27/11 | 05:59:07.839 | JBookTrader | Market data for book 3 has been reset. |
| 07/27/11 | 05:59:07.855 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/27/11 | 05:59:16.308 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/27/11 | 06:01:15.859 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/27/11 | 06:01:15.859 | JBookTrader | Market data for book 1 has been reset. |
| 07/27/11 | 06:01:15.874 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/27/11 | 06:01:15.874 | JBookTrader | Market data for book 2 has been reset. |
| 07/27/11 | 06:01:15.874 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/27/11 | 06:01:15.874 | JBookTrader | Market data for book 3 has been reset. |
| 07/27/11 | 06:01:15.890 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/27/11 | 06:16:20.995 | IB API | 1100: Connectivity between IB and TWS has been lost. |
| 07/27/11 | 06:17:21.042 | IB API | 1102: Connectivity between IB and TWS has been restored - data maintained. |
| 07/27/11 | 06:27:07.071 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/27/11 | 06:27:07.071 | JBookTrader | Market data for book 1 has been reset. |
| 07/27/11 | 06:27:07.118 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/27/11 | 06:27:07.118 | JBookTrader | Market data for book 2 has been reset. |
| 07/27/11 | 06:27:07.133 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/27/11 | 06:27:07.133 | JBookTrader | Market data for book 3 has been reset. |
| 07/27/11 | 06:27:07.133 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/27/11 | 06:27:12.899 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/27/11 | 16:44:32.190 | JBookTrader | Problem while requesting time from server 2.de.pool.ntp.org: Receive timed out |
| 07/27/11 | 20:43:41.001 | SecondNature2 | Placing order 79 |
| 07/27/11 | 20:43:41.891 | SecondNature2 | Order 79 is filled. Average fill price: 1303.25. Position: 1 |
| 07/27/11 | 20:59:39.012 | SecondNature2 | Placing order 80 |
| 07/27/11 | 20:59:39.480 | SecondNature2 | Order 80 is filled. Average fill price: 1304.5. Position: 0 |
| 07/28/11 | 05:59:05.864 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/28/11 | 05:59:05.879 | JBookTrader | Market data for book 1 has been reset. |
| 07/28/11 | 05:59:05.879 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/28/11 | 05:59:05.879 | JBookTrader | Market data for book 2 has been reset. |
| 07/28/11 | 05:59:05.895 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/28/11 | 05:59:05.895 | JBookTrader | Market data for book 3 has been reset. |
| 07/28/11 | 05:59:05.911 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/28/11 | 05:59:09.192 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/28/11 | 06:14:06.794 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/28/11 | 06:14:06.794 | JBookTrader | Market data for book 1 has been reset. |
| 07/28/11 | 06:14:06.794 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/28/11 | 06:14:06.794 | JBookTrader | Market data for book 2 has been reset. |
| 07/28/11 | 06:14:06.809 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/28/11 | 06:14:06.809 | JBookTrader | Market data for book 3 has been reset. |
| 07/28/11 | 06:14:06.825 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/28/11 | 06:14:41.442 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/28/11 | 06:16:18.411 | IB API | 1100: Connectivity between IB and TWS has been lost. |
| 07/28/11 | 06:17:27.176 | IB API | 1102: Connectivity between IB and TWS has been restored - data maintained. |
| 07/28/11 | 06:20:39.914 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/28/11 | 06:20:39.930 | JBookTrader | Market data for book 1 has been reset. |
| 07/28/11 | 06:20:39.961 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/28/11 | 06:20:39.961 | JBookTrader | Market data for book 2 has been reset. |
| 07/28/11 | 06:20:39.992 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/28/11 | 06:20:39.992 | JBookTrader | Market data for book 3 has been reset. |
| 07/28/11 | 06:20:39.992 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/28/11 | 06:27:34.599 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/28/11 | 06:27:34.599 | JBookTrader | Market data for book 1 has been reset. |
| 07/28/11 | 06:27:34.630 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/28/11 | 06:27:34.630 | JBookTrader | Market data for book 2 has been reset. |
| 07/28/11 | 06:27:34.646 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/28/11 | 06:27:34.646 | JBookTrader | Market data for book 3 has been reset. |
| 07/28/11 | 06:27:34.646 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/28/11 | 06:28:20.536 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/28/11 | 06:30:18.717 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/28/11 | 06:30:18.717 | JBookTrader | Market data for book 1 has been reset. |
| 07/28/11 | 06:30:18.717 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/28/11 | 06:30:18.717 | JBookTrader | Market data for book 2 has been reset. |
| 07/28/11 | 06:30:18.717 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/28/11 | 06:30:18.717 | JBookTrader | Market data for book 3 has been reset. |
| 07/28/11 | 06:30:18.733 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/28/11 | 06:30:35.186 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/28/11 | 06:30:35.186 | JBookTrader | Market data for book 1 has been reset. |
| 07/28/11 | 06:30:35.233 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/28/11 | 06:30:35.233 | JBookTrader | Market data for book 2 has been reset. |
| 07/28/11 | 06:30:35.264 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/28/11 | 06:30:35.264 | JBookTrader | Market data for book 3 has been reset. |
| 07/28/11 | 06:30:35.264 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/28/11 | 06:31:29.952 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/28/11 | 06:33:31.639 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/28/11 | 06:33:31.639 | JBookTrader | Market data for book 1 has been reset. |
| 07/28/11 | 06:33:31.655 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/28/11 | 06:33:31.655 | JBookTrader | Market data for book 2 has been reset. |
| 07/28/11 | 06:33:31.686 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/28/11 | 06:33:31.686 | JBookTrader | Market data for book 3 has been reset. |
| 07/28/11 | 06:33:31.686 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/28/11 | 23:51:01.821 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/28/11 | 23:51:01.821 | JBookTrader | Market data for book 3 has been reset. |
| 07/29/11 | 05:59:07.405 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/29/11 | 05:59:07.405 | JBookTrader | Market data for book 1 has been reset. |
| 07/29/11 | 05:59:07.436 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/29/11 | 05:59:07.436 | JBookTrader | Market data for book 2 has been reset. |
| 07/29/11 | 05:59:07.451 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/29/11 | 05:59:07.451 | JBookTrader | Market data for book 3 has been reset. |
| 07/29/11 | 05:59:07.467 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/29/11 | 05:59:14.311 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/29/11 | 06:16:26.045 | IB API | 1100: Connectivity between IB and TWS has been lost. |
| 07/29/11 | 06:20:31.489 | IB API | 1102: Connectivity between IB and TWS has been restored - data maintained. |
| 07/29/11 | 06:27:06.169 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/29/11 | 06:27:06.169 | JBookTrader | Market data for book 1 has been reset. |
| 07/29/11 | 06:27:06.201 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/29/11 | 06:27:06.201 | JBookTrader | Market data for book 2 has been reset. |
| 07/29/11 | 06:27:06.201 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/29/11 | 06:27:06.201 | JBookTrader | Market data for book 3 has been reset. |
| 07/29/11 | 06:27:06.216 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/29/11 | 06:27:12.451 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/29/11 | 17:01:29.999 | SecondNature2 | Placing order 81 |
| 07/29/11 | 17:01:30.811 | SecondNature2 | Order 81 is filled. Average fill price: 1294.25. Position: 1 |
| 07/29/11 | 17:09:33.006 | SecondNature2 | Placing order 82 |
| 07/29/11 | 17:09:33.334 | SecondNature2 | Order 82 is filled. Average fill price: 1298.5. Position: 0 |
| 07/30/11 | 05:46:33.689 | IB API | 1100: Connectivity between IB and TWS has been lost. |
| 07/30/11 | 05:59:07.678 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/30/11 | 05:59:07.678 | JBookTrader | Market data for book 1 has been reset. |
| 07/30/11 | 05:59:07.818 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/30/11 | 05:59:07.834 | JBookTrader | Market data for book 2 has been reset. |
| 07/30/11 | 05:59:07.865 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/30/11 | 05:59:07.865 | JBookTrader | Market data for book 3 has been reset. |
| 07/30/11 | 05:59:07.865 | IB API | 2103: Market data farm connection is broken:usfuture |
| 07/30/11 | 05:59:11.287 | IB API | 1100: Connectivity between IB and TWS has been lost. |
| 07/30/11 | 08:31:18.248 | IB API | 1102: Connectivity between IB and TWS has been restored - data maintained. |
| 07/30/11 | 08:31:23.466 | IB API | 2104: Market data farm connection is OK:usfuture |
| 07/30/11 | 17:16:56.699 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 1) |
| 07/30/11 | 17:16:56.699 | JBookTrader | Market data for book 1 has been reset. |
| 07/30/11 | 17:16:56.715 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 2) |
| 07/30/11 | 17:16:56.715 | JBookTrader | Market data for book 2 has been reset. |
| 07/30/11 | 17:16:56.715 | IB API | 317: Market depth data has been RESET. Please empty deep book contents before applying any new entries. (for id 3) |
| 07/30/11 | 17:16:56.715 | JBookTrader | Market data for book 3 has been reset. |
| 07/30/11 | 17:16:56.731 | IB API | 2103: Market data farm connection is broken:usfuture |
| Date | Time | Reporter | Message |
|---|---|---|---|
| 07/30/11 | 19:15:04.750 | JBookTrader | New Report Started. JBookTrader version 8.06 |
| 07/30/11 | 19:15:04.750 | JBookTrader | All times will be reported in the local time zone: Europe/Berlin, Central European Time |
| 07/30/11 | 19:15:57.156 | JBookTrader | Running mode changed to: Back Testing |
| Date | Time | Trade # | Position | Average Fill | Expected Fill | Commission | Trade Profit | Total Profit |
|---|---|---|---|---|---|---|---|---|
| 07/26/11 | 10:00:04.923 EDT | 1 | 1329.5 | 1327 | 2.01 | |||
| 07/26/11 | 10:00:20.845 EDT | 1 | 0 | 1328.5 | 1328.5 | 2.01 | -54.02 | -54.02 |
| 07/26/11 | 10:06:06.849 EDT | 1 | 1327 | 1327 | 2.01 | |||
| 07/26/11 | 11:02:10.465 EDT | 2 | 0 | 1330.5 | 1330.5 | 2.01 | 170.98 | 116.96 |
| 07/27/11 | 14:43:41.891 EDT | 1 | 1303.25 | 1303.5 | 2.01 | |||
| 07/27/11 | 14:59:39.480 EDT | 3 | 0 | 1304.5 | 1304.5 | 2.01 | 58.48 | 175.44 |
| 07/29/11 | 11:01:30.796 EDT | 1 | 1294.25 | 1294.25 | 2.01 | |||
| 07/29/11 | 11:09:33.334 EDT | 4 | 0 | 1298.5 | 1298.5 | 2.01 | 208.48 | 383.92 |
| Date | Time | Trade # | Position | Average Fill | Expected Fill | Commission | Trade Profit | Total Profit |
|---|---|---|---|---|---|---|---|---|
| 07/26/11 | 10:00:00.000 EDT | 1 | 1327 | 1327 | 2.01 | |||
| 07/26/11 | 10:00:20.000 EDT | 1 | 0 | 1328.5 | 1328.5 | 2.01 | 70.98 | 70.98 |
| 07/26/11 | 10:06:06.000 EDT | 1 | 1327 | 1327 | 2.01 | |||
| 07/26/11 | 11:02:10.000 EDT | 2 | 0 | 1330.5 | 1330.5 | 2.01 | 170.98 | 241.96 |
| 07/27/11 | 14:43:41.000 EDT | 1 | 1303.5 | 1303.5 | 2.01 | |||
| 07/27/11 | 14:59:39.000 EDT | 3 | 0 | 1304.5 | 1304.5 | 2.01 | 45.98 | 287.94 |
| 07/29/11 | 11:01:30.000 EDT | 1 | 1294.25 | 1294.25 | 2.01 | |||
| 07/29/11 | 11:09:33.000 EDT | 4 | 0 | 1298.5 | 1298.5 | 2.01 | 208.48 | 496.42 |
