If it is indeed only "historical" futures data you are talking about, JBT does not integrate any historical data feeds. Backtesting and optimization are done with historical data files on the local disk. Trading is only done with real-time data, no historical data.
You would need to write a script to pull data from your source and convert it to the (fairly simple) format JBT uses. On Tue, Oct 22, 2013 at 12:30 PM, Daniel Perez <[email protected]>wrote: > I have better data sources than IB for historical futures data. I wish to > integrate the Rithmic RAPI with JBT. I wanted to check with the community > on any advice or pointers for where to start? The RAPI is C/C++ based so I > have some challenges on that front, but all I need on the Java side is to > see where to introduce a new hook for a different data source. My hope is > that the IB data and order interaction is not too integrated into the code > base so it is hard to introduce a second one. > > -- > 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.
