It was on the new-ish format. I ran it on a few months data given to me by a (former?) JBT mailinglist member.
You and I tried to correlate it to some of your recordings. It looked good to me but you saw a couple of areas of small differences. Let me know if you want the code. It's written in java, and I think it has a few things out of the JBT codebase for calculating the book. On Mon, Apr 15, 2013 at 9:24 AM, Eugene Kononov <[email protected]>wrote: > > > I still have that one that I wrote. >> >> > Does it handle the FIX/FAST format, or the older RLC format? Did you test > it on CME sample data set, such as this one: > ftp://ftp.cmegroup.com/datamine_sample_data/md/XNYM_CL_CL_FUT_20110123.zip > > > > > > -- > 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.
