You can get "almost" this from the price info, although the "price" is a one-second calculation that is the midpoint between bid and ask. This is available once a second, and you can make bars from it if you wish. However, this info is only really intended to use through 1 day. Each day everything more or less resets.
It IS open source, so you can use it as a base and mod the heck out of it. That's sort of what I am working on. On Mon, Mar 5, 2012 at 2:08 PM, CluelessTrader <[email protected]>wrote: > I'm interested in implementing a trading strategy that is not using > the book. I would like to collect price info (open, close, high, and > low) during a trading period and compare the current price to > determine entry and exit. Is this doable with your platform? I have > searched this forum for similar examples but didn't find one. > > Thanks > > -- > 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. > > -- 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.
