Am I right in thinking that extending JBT to include OHLC data might be easier? All that's needed is to cram those trade-feeds into bars, in the way that JST does it :-)
I'll probably be looking to add the same functionality to it too, new_trader - perhaps we can share some ideas gvanto On Feb 6, 1:39 am, nonlinear5 <[email protected]> wrote: > > which option would you recommend? > > a) extend JST to get level 2 data > > b) extend JBT to get OHLC data > > Both options would require quite a bit of development work. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
