Prashanth, Ed, TJ,
Thank you for your help.
I missed this step.
Best regards
Le 05/09/2010 15:08, Tomasz Janeczko a écrit :
Hello,
There is NO point in keeping "all" history for real-time trading as
don't watch quotes from 4 years back when you trade real time.
Real-time trading database should be short and cover only data
that you actually need for TRADING.
For reasearch you should have SEPARATE database where
real time performance is non-issue.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-09-05 12:38, Reinsley wrote:
> Hi,
>
> I grab the quotations from IB.
>
> Regularly datas disappear from my Index symbol.
>
> I made mistakes before to understand how database settings are
important. My setting was 100000 and every year I have lost datas when
the database has reached the maximum .
>
> My index receives a quotation every 30 seconds. My minimum time unit
is 1 minute. I get about 510 " 1' bar " per day,
> per month : 510 x 20 = 10200
> per year : 10200 x 12 = 122400
>
> I want to keep my Index's whole history. I read that the default max
is 500 000.
>
> Does it mean that my index can't be more than 4 years ?
>
> This point is confirmed by TJ's post specifiing the following... (
An answer to Joseph Biran, Sidartha, about database size ).
>
>>> This key is a "hidden extra feature" for advanced users having
>>> computers powerful enough to handle extra load.
>>> By default the key does not exist and then the default max is
>>> 500000.
>>> Tomasz Janeczko
> My Pentium IV is not powerful. I'd like to fully understand the
involvements before to shift to i7 family and S7.
>
> TJ's comment is in tune with AB warning "increasing this value can
degrade the performance".
>
> The load factor is higher.
> I set 200000 an the load factor is 97%.
> I set 100000 an the load factor is 57%.
>
> The load factor is higher with the same number of bars, I supposed
that more RAM is reserved. So the ratio is worst.
>
> The point that drives me crazy, I use mainly the Index in daily or
weekly, sometimes in hourly, so I do not need to keep it in 1'. EOD is
not enough, hourly at least.
>
> I don't understand the best way to keep the datas concerning the
Index. Should I build, at the end of every day, an hourly and daily
and weekly handmade symbol into four separated time unit ? It'a a bit
heavy to manipulate.
>
> Actually I kept backups but the AB format changing with EUR at the
end after v:5.27 does not allow to merge and recover my backups. No
way to open them into Excel and to re-inject into AB.
>
>
> The second major point is that this general max bars database
setting is common to future contracts and Index (and stocks, I don't use).
> Future needs about 50000 for a quarterly contract. My future
contracts are montly, it's roughly 35000 bars in 1' for two months of
quotations.
> I can't imagine the constraints for people that store a thousand of
stocks datas and Indexes, grabbed in 1' and used in hourly and daily
for analyse.
>
> Any help appreciated to keep Index history as long as possible
without destroying the load factor, and if somebody knows how to
extract backup datas and recover them from old version ?
>
> Best regards
>
>
>
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