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kaffeebrauer / jbooktrader

Automatically exported from code.google.com/p/jbooktrader
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Support for a deeper market depth #10

Closed GoogleCodeExporter closed 9 years ago

GoogleCodeExporter commented 9 years ago 
Support for a deeper market depth, the CME provides a 5+5 DOM but for
example EUREX has 20+20 

If support for a deeper DOM is added then it could be interesting to test a
kind of exponential market depth balance.

Original issue reported on code.google.com by Robertde...@gmail.com on 23 May 2008 at 4:56

GoogleCodeExporter commented 9 years ago

Original comment by eugene.k...@gmail.com on 23 May 2008 at 5:10

GoogleCodeExporter commented 9 years ago

Original comment by eugene.k...@gmail.com on 25 Aug 2009 at 1:29