There is a problem with the "switch contract' logic. I put that in place somewhat prematurely. For now, the best way to run JBookTrader is to restart it every day.
On Saturday, May 18, 2013 5:21:51 PM UTC-4, Borg Alexander wrote: > > "Switching Contract fromCL-201306to CL-201305" >> >> > I noted this entry from the 'EventReport' and it puzzled me too. It should > read: > > >> "Switching Contract from CL-201305 to CL-201306" >> >> > I looked at the code and found no error at first sight. > > Let's see what it says when the contract changes again next Monday May 20 > to the July 2013 contract. Yesterday Friday May 17 TWS popped up a window > saying that it will close open June contracts on Monday May 20 as they will > expire soon. > > All I can say is: JBookTrader is not checking liquidity as a means to > swich contracts but follows a fixed schedule to do so. This schedule is > implemented for ES and CL but not yet for other futures contracts. > > > > > > > > > -- 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.
