On Thu, Aug 22, 2013 at 9:13 AM, Mick O'Donnell <[email protected]>wrote:
> We'd still have to code in the expiration dates right? > > Yes, JBT would have to know what the two nearby contracts are. For example, if I wanted to know what the most liquid ES contract right now, I'd need to request the June and December contracts through the IB API, and compare the volumes. Similarly, for the CL, it would be the September and the October 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. For more options, visit https://groups.google.com/groups/opt_out.
