I tried to track it down in the data file. (I hope, I got timezones and such right)
here is what I found. 072611,095959,22.15,1327.125,317 072611,100000,28.22,1326.875,221 072611,100002,-12.17,1328.375,1998 072611,100003,-17.57,1328.875,924 072611,100004,-12.21,1329.375,1733 072611,100005,-6.62,1329.125,241 072611,100006,-5.54,1328.875,675 072611,100007,-10.14,1328.875,180 072611,100008,-12.51,1329.125,82 072611,100009,-11.37,1329.125,147 So, the prices were fluctuating heavily. However, I wonder why the system says it expects at 10.00.04 a fill of 1327? It could have expected so a 10:00:00, but not four seconds later.. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To view this discussion on the web visit https://groups.google.com/d/msg/jbooktrader/-/aaBMN3o1HjUJ. 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.
