Tomasz, do you have an eta on when this bid/ask data will be implemented? It's not mentioned in the release notes.
Regards, Julian. --- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > Hello, > > Sorry, but others have demanded storing Bid/Ask along with trade data so, > contrary to your belief > tick data is NOT smaller than bar data. Plus it does NOT need 44 bytes to > store bar data. > I don't know were you get this figure from. Single bar is 40 (fourty) bytes. > > As for tick data you get > 64 bit date time (8 bytes), 4 bytes trade price, 4 byte trade volume, 4 byte > bid, 4 byte bid size, 4 byte ask, 4 byte ask size. > That's 32 bytes MINIMUM. There are other things that are comming as exchange > code, tick number etc. > > So contrary to your belief tick data is not smaller than bar data. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "cpescho" <cpes...@...> > To: <[email protected]> > Sent: Wednesday, August 05, 2009 10:29 AM > Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released > > > > Hello, > > > > are there any plans to account for large tick database backtesting? 44 > > Bytes is great for storing a OHLC bar, but for a single > > tick its still a lot since you dont have OHL with tick data. > > > > Right now my biggest problem backtesting tick data is memory limitation. > > Wasting disk space is not my concern although i think one > > can eliminate the disk i/o bottleneck if a more compact format is stored on > > disk. > > > > Regards, > > > > Chris > > > > > > > > > > ------------------------------------ > > > > **** 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 > > > > > > >
