The JBT source is very clean. I don't see why you couldn't do this. You are only going to get a lot of actual help doing the heavy lifting if someone else has the same exact interest as you. I do not presently know of others who are active wanting to do this.
Also, unless things have changed a lot over the past year, I don't think any of the non-source libraries matter for this. On Tue, Oct 22, 2013 at 7:37 PM, Daniel Perez <[email protected]>wrote: > 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. > -- 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.
