Thanks Michael (and Vincent). The code looks good, and it's remarkably close to mine. I've already integrated this with JBT, so I'll commit the changes to the source base later today. Next, we should test a wide variety of futures contracts:
Equity: ES, YM, NQ Energy: CL, NG Interest Rates: ZN, ZF, ZB, GE Forex: 6E, 6J, 6A, 6B Agriculture: ZC, ZS, ZL, ZW Metals: GC, SI, HG It would actually be nice to test them in automated fashion, using your GenericMostLiquidTest class. Perhaps Vincent and you can implement these tests (after I check in my code). On Fri, Aug 30, 2013 at 7:52 AM, Mick O'Donnell <[email protected]>wrote: > Thanks Eugene, > > Here's our go at the code (Attached - Vincent wrote it, I can't take > credit). You can run it as a JUnit test from com.jbooktrader.platform.test. > This was the response when I ran the test for CL just now (just after 7AM > Eastern): > > Results : > 201308 => No security definition has been found for the request > 201309 => No security definition has been found for the request > 201310 => 36816 > 201311 => 7256 > 201312 => 7303 > 201401 => 1983 > 201402 => 885 > Highest volume for CL-NYMEX: 201310 (36816) > > ....which seems to be correct. We're not 100% sure to handle bad > connection issues in JBT on the volume check, but we didn't want to go any > further in case you wish to use your own version of this code. Let us know > what you'd like to do. > > > Many thanks, > > > Michael. > > -- > 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.
