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Jigsaw Trading's Peter Davies - Ask Me Anything (AMA)


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Jigsaw Trading's Peter Davies - Ask Me Anything (AMA)

  #331 (permalink)
 
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 paps 
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DionysusToast View Post
That's on the feature request list - unfortunately alongside about 300 other things!

Hi @DionysusToast Pete np. I think at some point in time you had mentioned there might be an API in the works for Jigsaw. Wondering when we may be able to have a glimpse into what is being exposed by the APIs.

thnx


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  #332 (permalink)
 
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bmmartin View Post
Hi Peter,

Unfortunately I could not attend to the webinar : "Market Mechanics - Using Jigsaw Tools in all the right places" on the 11th.

Could you please provide for a link to watch it?

Thanks.


P.S: BTW I would also like to know if there are plans to implement CTS with RTP

There is a recording but unfortunately the audio went part way through - courtesy of a failing pre-amp. So we'll be doing the webinar again soon!

As for CTS - we are doing CTS and TT after go-live. We'd have done TT earlier and were working with them but at the time they were developing new APIs and we thought we'd let that all play out before we decided which to go with.

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  #333 (permalink)
 
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paps View Post
Hi @DionysusToast Pete np. I think at some point in time you had mentioned there might be an API in the works for Jigsaw. Wondering when we may be able to have a glimpse into what is being exposed by the APIs.

thnx

There will be - mostly for the alerts and the reconstructed trades. In terms of the L1, L2 data - APIs already exist for that, although a lot of people don't know how to use it.

Which specific APIs are you looking for?

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  #334 (permalink)
 
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 paps 
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DionysusToast View Post
There will be - mostly for the alerts and the reconstructed trades. In terms of the L1, L2 data - APIs already exist for that, although a lot of people don't know how to use it.

Which specific APIs are you looking for?

Wow... @DionysusToast Pete did not know. How can I get to view the L1, L2 data - API. Thanks.

Am looking for all the info shown on Jigsaw DOM. Wanting to see how this could be used.
This is the nearest I can get as a retail trader with no development team. A fully reconstructed Order Book being used to display DOM and hence wanting to see how can get relevant data out of the L2 info and how timestamps are associated with various events.

-Levels of Depth, Inside Bid/Inside Ask.
- Bid/Ask Snapshot data
- Trade Columns data
- Current Trades

thnx again.

  #335 (permalink)
 
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 paps 
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Pete all i am trying to do is utilize a well reconstructed LOB via APIs

  #336 (permalink)
 
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 paps 
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Chatted with Pete. Will wait for Jigsaw APIs as and when available

There exists ninja apis...but that's useless to me..since I want an api of reconstructed LOB.

  #337 (permalink)
 
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paps View Post
Chatted with Pete. Will wait for Jigsaw APIs as and when available

There exists ninja apis...but that's useless to me..since I want an api of reconstructed LOB.

Thanks Paps - yes it was the Ninja APIs I was talking about - where you can get depth/trade info.

Sorry about that - I got a ton of emails about this yesterday.

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  #338 (permalink)
 lexxmd 
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Hey, all. I just that I might ask this question basic question, thank you in advance.


  #339 (permalink)
 One Eyed Shark 
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On the offer 1155 is the current book, 393 contracts have been pulled before filling and 233 filled on last tick up, so the 1155 is the live figure after the orders have been pulled.

Same on bid, there is a large order that is refreshing and 485 is live book after orders added.

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  #340 (permalink)
 SpeculatorSeth   is a Vendor
 
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One Eyed Shark View Post
On the offer 1155 is the current book, 393 contracts have been pulled before filling and 233 filled on last tick up, so the 1155 is the live figure after the orders have been pulled.

Same on bid, there is a large order that is refreshing and 485 is live book after orders added.

To elaborate further, the snapshot column is the delta in level 2 since we last ticked up or down. If someone adds an order, that number goes up. If someone pulls an order, that number goes down. If there is an execution, it does not affect this number. So when you have an iceberg order you'll see this number start to get higher and higher.

Since it is a delta the direct answer to your question is it has already happened. We ticked up, and since that happened 393 contracts have pulled off the inside ask.

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