Hi, I don't understand the meaning of Book Balance and Volume in ES-Sample. I searched but couldn't find the answer.
Here are the details of my questions. 1) "Book Balance" in JBT data format. Is it SUM(ASK SIZE)-SUM(BID SIZE)? 2) "Volume" in JBT data format. In the data set, the volume is not an increasing function in the same same day and many zeros from time to time. Is it just a trade size at that time period? Xuefeng -- 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. For more options, visit https://groups.google.com/groups/opt_out.
