Hi Eugene, this sounds great. You have done a tremendous job! By the way I have learned a lot about java programming while inspecting your code. Thank you! It's a pity that I had no time last year to follow up your idea with book trading but I will have more time this year. I have started to collect data for CL, GC and ZC this year. Unfortunately, IB does not allow more than 3 markets at the time. Some time ago you have offered your strategies for sale. I would be interested in it and sent you an e-mail in this regard.
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