Now it works, thank you! (Where did I miss the last update?) I have checked the the event report and seen that the most liquid contract is determined correctly for all three grains, even 3 hours before the markets open.
Suggestion: In order to be sure that JBookTrader choses the correct contract, why not display it as CLV3, ESU3 or CL102013, ES092013 in the list, instead of just CL, ES? I have seen that the files written do not contain the contract expiration anymore. I suppose you've done this intentionally. Thank you for this valuable addition to JBookTrader! -- 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.
