Thanks TJ. Super. What about IQ Feed (which I use). Does that have the same issues as eSignal...?
--- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > Hello, > > Multiply number of bars times 40 for single quote and you will get the size > of quotation array for given symbol. > With 100000 bars thing should be still smooth as it is 4MB. > Actually you don't need to keep all data in CPU cache and definitelly you > don't need to keep all AFL arrays in the cache. > Modern CPUs are quite smart when it comes to cache management and that should > not be a problem. > > The problem is rather on eSignal side. This is so because 1-minute data are > 'native' in eSignal. > N-second bars do NOT exist on eSignal intraday servers. To get any N-second > interval data, the plugin > needs to request TICK history from eSignal and compress the received data > on-the-fly to selected interval. > This is as fast as it can be, but the amount of data to be processed is huge, > considering the fact > that some symbols (such as QQQQ) can have 600 ticks per second. This means > that in order to construct > 15 second bar, the plugin needs to process 600*15 ticks = 9000 ticks (of > course in extreme case). > This is compared to just getting 1-minute bars straight, without processing. > Obviously it takes way more time to process 9000 ticks history, than to just > store one 1-minute bar. > Not to mention that transfering tick history is thousands of times slower > because of the same reason > (in one minute there can be tens of thousands ticks, so the amount of data is > multiplied by serveral > orders of magnitude). > So you will obviously observe much longer backfills. Only once backfill is > completed, the speed can > be comparable to 1-minute database, because then it will operate on 15-second > intervals and not on ticks. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "sidhartha70" <sidharth...@...> > To: <[email protected]> > Sent: Saturday, August 22, 2009 2:44 PM > Subject: [amibroker] Re: AmiBroker 5.28.0 BETA released > > > > Brilliant TJ. Thanks. > > > > Question... I want to start looking at some n-sec timeframes. > > > > Mainly 15 sec, and 30 sec. > > I currently use a 25,000 bar 1 min DB which runs super quick because it > > keeps all the data within the CPU cache, and also gives me > > about a weeks work of data on the e-mini's which is all I need for day > > trading. > > > > To get 15 sec & 30 sec intervals, I assume I am best to set my DB base > > interval to 15 sec, and then set a 30 sec interval up via > > preferences>intraday....?? > > > > Any ideas how far I can push the number of bars to in my DB and keep all > > the data in CPU cache still to keep the speed high...?? > > > > I'm running an Intel Xeon X5365 CPU. > > > > TIA > > > > --- In [email protected], "Tomasz Janeczko" <groups@> wrote: > >> > >> Hello, > >> AmiBroker 5.28.0 BETA released: > >> > >> http://www.amibroker.com/devlog/2009/08/22/amibroker-5-28-0-beta-released/ > >> > >> > >> Best regards, > >> Tomasz Janeczko > >> amibroker.com > >> > > > > > > > > > > ------------------------------------ > > > > **** 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 > > > > > > >
