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This repository has been archived by the owner on Jan 12, 2024. It is now read-only.
From the documentation or select schema definitive I cannot see that the limit book at different events epochs is saved.
Im assuming data for limit order book comes from IB live as discussed, however it doesn't seem that it's logged to the database.
Can someone provide some more information on this.
I need to log limit order book to file or DB for backtesting later.
Would be good to know if this system handles strategies using LOB data in back testing mode also.
Thanks
The text was updated successfully, but these errors were encountered:
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From the documentation or select schema definitive I cannot see that the limit book at different events epochs is saved.
Im assuming data for limit order book comes from IB live as discussed, however it doesn't seem that it's logged to the database.
Can someone provide some more information on this.
I need to log limit order book to file or DB for backtesting later.
Would be good to know if this system handles strategies using LOB data in back testing mode also.
Thanks
The text was updated successfully, but these errors were encountered: