I can certainly create historical market futures data files, but what I want is to trade based on my data feed, not IB (a poor data source). When I saw JBT was open source, I thought I would download and build it and then make any necessary changes I needed. However, now that I have downloaded and built JBT I see that there are many libraries where the source is actually not included. Therefore, my intentions may not work out, as far as I can tell. Did I get that right?
Here is what my goal is: modify the source code to add a new market data adapter for real-time market data source other than IB, and modify the source code to submit orders to another brokerage via my new adapter. I look at the market data as distinct from orders, as you can subscribe to many market data sources for a single brokerage account. So it is possible, as I do have an IB account, to use data from another feed while trading my IB account. Any thoughts on this would be helpful. As a final note, I have downloaded and started working with marketcetera source, as they actually give the entire source, but it is a rather complex codebase and has a forum that is not very active at all. I would hope that the project participants of JBT would encourage new broker and data feed adapters to expand the influence of the project. On Tuesday, October 22, 2013 3:55:34 PM UTC-4, Judson Wilson wrote: > > 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. > > > > -- 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.
