If you go through IB book data is something like $30 a month, only charged if you don't pay that much in fees.
On Wed, Mar 7, 2012 at 7:31 PM, Judson Wilson <[email protected]>wrote: > What? > > > On Wed, Mar 7, 2012 at 2:17 PM, Shane <[email protected]> wrote: > >> Keep in mind that the book data that this platform relies on is very >> expensive (unlike price data), so if you plan on doing any backtesting, >> that may be a factor. >> On Mar 7, 2012 2:40 PM, "Tim Lawless" <[email protected]> wrote: >> >>> Judson, >>> >>> Thanks for your reply. I am only interested in the data for the current >>> day so that won't be a problem. The midpoint price is probably good enough. >>> Is there a sample strategy along these lines or a document that explains >>> the inner workings. I presume I would call addParams to modify Entry and/or >>> Exit within onBookSnapshot. But I'm not really "seeing" the whole thing >>> yet. >>> >>> Thanks. >>> >>> On 3/5/2012 9:03 PM, Judson Wilson wrote: >>> >>> 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. >>> >>> >>> -- >>> 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. >> > > -- > 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.
