Hello Luan, and welcome to the group. I think the "US Bundle" includes market depth feed for up to 3 symbols. To verify, pop up the "market depth" window in TWS for your ticker. If you see more than 1 price level, it would mean that you are getting the L2 (market depth) feed.
On Tue, Jul 30, 2013 at 11:15 AM, Luan Junyi <[email protected]> wrote: > Hi, > > I'm new to JBT and IB. It seems that the strategy execution are driving > from the arrival of market depth data(via the *updateMktDepth *method). > Currently I only subscribed 'US Bundle' and didn't any market depth data. > > From this discussion( > http://elitetrader.com/vb/showthread.php?threadid=220276), it seems not > very practical to get market depth data subscription. > > Of course I can change the code so that it will be driven by market data > via the 'tick*' callbacks, but I think JBT must be designed for easier use. > I would like to know how everybody is dealing with this issue. Also, please > correct me if my understanding of this problem is wrong. > > -- > 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. > > > -- 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.
