JBookTrader, Bid+Ask prices

Discussion in 'Automated Trading' started by eyal8698, Nov 1, 2010.

  1. eyal8698



    I see that in JBookTrader the bid and ask prices (Forex) are unified in one member called price.

    Is that how IB send it? cause in their desktop GUI I see both quotes.

    How can I differ in real-time between the two quotes?

  2. The IB API sends both bids and asks, but JBookTrader records only the midprice, which is (bidPrice + askPrice) / 2.

    JBookTrader is meant to auto-trade very liquid instruments for which the bid/ask spread is nearly always constant.

    In the future, you may want to post to the JBookTrader discussion group: http://groups.google.com/group/jbooktrader/topics