Ok, it is in our bug db. In the mean time, the workaround as you suggested is very very simple for people, just restart when you are near the volume crossover days. I was more worried if anyone traded something like CL which expires each month, because not everyone has a oil pipeline to Crushing to take actual delivery.
Speaking of running this for days. Is it me, or does TWS force everyone to physically restart it each day. Is there a way to work around this? On Wed, Jan 9, 2013 at 2:08 PM, Eugene Kononov <[email protected]>wrote: > > While writing this, I noticed something about contract switchover (in >> general) in jbooktrader. It only appears to happen when the strategy is >> created in the constructor. So, if my theory is correct, we may have a bug >> if someone kept their jbooktrader open for a long long time, across the >> futures crossover date. I have not confirmed this, but to be safe I'd >> recommend restarting jbook every day on securities that have expiration >> close in. >> > > > That's correct, Marcus. The contract will not rollover until JBT is > restarted. It's not an issue for me, as I restart every day, but some > people run JBT continuously weeks and months at a time. So this would be > good to fix. > > -- > 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.
