> 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. >
Correction: the June contract has already expired, so the comparison would need to be between the September and the December ES 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.
