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All of this is possible - it's just not high up on our list right now, I'm trying to add more developers as 3 is not enough for what we are trying to do.
It is ON the list though!
If you have any questions about the products or services provided, please send me a Private Message or use the futures.io " Ask Me Anything" thread
thanks Pete @DionysusToast would love to see a alert settable when orders sweeped.
hoping thats in a upcoming release. for me its the sweeps and the blocks...and the icing if can measure how fast the quotes coming in per action in current conditions "sweeps/blocks vs big orders pulled"
anyways thnx for yr support Jigsaw is freakin great....but a trader wants more
Hello... During Market Replay on NT7 my the bid and offer is not shown at all.. I even downloaded the level2 data, I can't seem to figure out what I'm doing wrong ?
Thank you
Hello @lexxmd,
I am quite sure it does not work on market replay.
In my opinion, the feature does not record information about bids and offers (i.e. fluctuating limit orders), it records only market orders - i.e. realized trades.
You can "overcome" this by recording the live session.
Not correct. Market Replay (MR) works perfectly 'most' of the time. Sometimes the data gets messed up, and the figures get split apart and useless.
I was not sure what day the above screenshot came from, but I went to 20 August and found the dreaded data problem. But 21 August is normal, as for most of the time. MR is great with Jigsaw for reviewing the market.
So just bad luck trying to use data on a day when it has been messed up. Following images show August 20 (first 2) with messed up data, and 21 August 2015.
There's 2 ways to get replay data - to record it yourself or to download it from Ninja.
When downloading it from Ninja, make sure to check the "L2 Data" option to get the replay market depth.
Just be aware that the downloaded replay data isn't always perfect - there can be chunks of data missing, sometimes there's L1 data there but no L2 data.
As Richard pointed out - he was unlucky enough to download a period where it was a bit 'iffy'.
On the whole though - the replay data is good - and it's a free service too, so we shouldn't complain too loudly if there's some dead spots.
Pete
If you have any questions about the products or services provided, please send me a Private Message or use the futures.io " Ask Me Anything" thread
Hello.. can some one please direct me to a live trading room that used the jigsaw .
I;m thinking to learn the jigsaw it would be a good think to join a room that uses it and explains the process of trading with it .