Hi Tomasz, Agreed on load imposed by the rapid update of 500 symbols. No question about it.
What I would like to understand is what elements (hardware, or system optimisation) would help reduce the duration of a scan. Unfortunately running the 64bit version is out of the question because of the realtime plugin issue. This rules out the possibility of adding a large amount of RAM although I don't know whether that alone would help. Are there any other ways I might be able to increase the speed? Would copying the entire db on several GB of a RAM disk before a market session be worth trying? Best regards, eToke --- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > Hello, > > You need to understand that there can be even 800 ticks PER SECOND on one > symbol > If you are for example following 500 symbols, it presents the stream of > 400000 updates per second. > Even when processing took as little as 2 microseconds per update (1 millionth > part of the second) > this would mean 80% CPU utilisation. So yes, if there are lots of quotes > streaming > on lots of symbols you will see higher CPU usage and possible also slower > exploration. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "etoketrader" <et...@...> > To: <[email protected]> > Sent: Tuesday, August 04, 2009 6:09 PM > Subject: [amibroker] Re: Speeding exporation intraday > > > > hi Tomasz, > > > > that makes sense. > > > > However in my case all my symbols are already active both on and off market > > hours. > > > > When quotes are being updated constantly during market hours, a test > > exploration code which displays the closing price takes > > approx. 6 - 10 times the duration of when the quotes are also streaming but > > outside of market hours (i.e. hardly any updates). > > > > My question is if there is anything I can do to speed this up. > > > > BR > > > > eToke > > > > > > > > --- In [email protected], "Tomasz Janeczko" <groups@> wrote: > >> > >> Hello, > >> > >> That depends if given symbol is in the "active" (i.e. streaming) list or > >> not. > >> If it is - then turning on/off "wait for backfill" does not make > >> difference. > >> > >> If it is not, then with "wait for backfill" turned on it will of course > >> wait for "missing" bars > >> before proceeding to next symbol. > >> > >> Charts on the other hand, always refresh immediatelly with data that are > >> present right now. > >> If symbol is not present in the active list it is automatically added and > >> backfill request > >> may be sent but this does not block chart from refreshing - it will > >> refresh immediatelly, > >> and once backfill data eventually arrives it will refresh once more. > >> In other words - charts are asynchronous with regards to backfill. AA can > >> be synchronous > >> ("wait for backfill" turned ON) or asynchronous ("wait for backfill" > >> turned OFF). > >> > >> That's the only difference. AFL execution IS IDENTICAL regardless where it > >> occurs. > >> Of course with different zoom levels / different AA range you may be using > >> different number of bars, > >> but that should be obvious. > >> > >> Best regards, > >> Tomasz Janeczko > >> amibroker.com > >> ----- Original Message ----- > >> From: "sidhartha70" <sidhartha70@> > >> To: <[email protected]> > >> Sent: Tuesday, August 04, 2009 5:14 PM > >> Subject: [amibroker] Re: Speeding exporation intraday > >> > >> > >> > I'd be interested to hear TJ's answer on this eToke... > >> > > >> > Because I was asking from very similar questions of support & TJ > >> > recently... namely that equivalent AFL on charts seems to > >> > execute > >> > much quicker than a scan or exploration. Which obviously leads one to > >> > think that other operations that occur in a scan or > >> > exploration, outside of the AFL execution, are what take the time... > >> > > >> > Why this time is greater with a streaming feed I don't know... > >> > > >> > --- In [email protected], "etoketrader" <etoke@> wrote: > >> >> > >> >> Hi, for testing I am currently running: > >> >> > >> >> n Last quotations = 1 > >> >> A very basic AFL code which lists closing price. > >> >> QuickAFL turned on > >> >> > >> >> I am concerned about the comparison between how it runs outside of > >> >> market hours vs how it runs during. > >> >> > >> >> BR, > >> >> eToke > >> >> > >> >> > >> >> > >> >> --- In [email protected], "sidhartha70" <sidhartha70@> wrote: > >> >> > > >> >> > How many quotations are you running the explorations over...? > >> >> > > >> >> > --- In [email protected], "etoketrader" <etoke@> wrote: > >> >> > > > >> >> > > Tried that. I always run the first backfill before market hours. > >> >> > > After that, backfill setting does not seem to make any > >> >> > > difference as long as everything has already been backfilled and > >> >> > > all symbols are streaming. > >> >> > > > >> >> > > BR > >> >> > > eToke > >> >> > > > >> >> > > > >> >> > > --- In [email protected], "murthysuresh" <murthysuresh@> > >> >> > > wrote: > >> >> > > > > >> >> > > > backfill before the start of the market hours. turn off backfill > >> >> > > > as you only need to do it at the beginning of the > >> >> > > > session. > >> >> > > > > >> >> > > > --- In [email protected], "etoketrader" <etoke@> wrote: > >> >> > > > > > >> >> > > > > Hi, > >> >> > > > > > >> >> > > > > I currently run IQFeed on 500 symbols. Exploration outside of > >> >> > > > > market hours run under 1 minute but slow down to 6 > >> >> > > > > minutes > >> >> > > > > during market hours. > >> >> > > > > > >> >> > > > > Can anybody recommend some ideal settings to speed up intraday > >> >> > > > > explorations while streaming? > >> >> > > > > > >> >> > > > > thanks, > >> >> > > > > eToke > >> >> > > > > > >> >> > > > > >> >> > > > >> >> > > >> >> > >> > > >> > > >> > > >> > > >> > ------------------------------------ > >> > > >> > **** IMPORTANT PLEASE READ **** > >> > This group is for the discussion between users only. > >> > This is *NOT* technical support channel. > >> > > >> > TO GET TECHNICAL SUPPORT send an e-mail directly to > >> > SUPPORT {at} amibroker.com > >> > > >> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > >> > http://www.amibroker.com/feedback/ > >> > (submissions sent via other channels won't be considered) > >> > > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > >> > http://www.amibroker.com/devlog/ > >> > > >> > Yahoo! Groups Links > >> > > >> > > >> > > >> > > > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > >
