Book trading, in this context, is trading based on 1) midpoint price, and 2) a measure that is related to the ratio of the total shares on the bid side and on the ask side of the visible book. That's it.
As you can see, the code is pretty clean and clear, so you can change this as you see fit. On Sat, Apr 13, 2013 at 2:21 PM, Eugene Kononov <[email protected]>wrote: > >> My question is : Where can I read about Book Trading. I am familiar a bit >> with forex , options , futures and stocks. >> From previous posts I understand that JBookTrader is not working with >> these finansials instruments. >> > > JBookTrader will work with anything which has level 2 data available in > TWS (which is the exchange limit order book). This includes all forex, most > futures, some stocks, and some options. To verify if a particular > instrument has level 2 market data in TWS, select it, and pop up the > "market depth" data dialog in TWS. If you see 5 or more price levels, it > means that exchange order book is available. > > > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to [email protected]. > To post to this group, send email to [email protected]. > Visit this group at http://groups.google.com/group/jbooktrader?hl=en. > For more options, visit https://groups.google.com/groups/opt_out. > > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
