Yes, more or less the same. Data vendors usually supply 3 different historical data sets: daily, 1-minute and tick, so in order to obtain N-second bars you need to download all ticks and perform compression on your computer.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "sidhartha70" <[email protected]> To: <[email protected]> Sent: Saturday, August 22, 2009 6:57 PM Subject: [amibroker] Re: AmiBroker 5.28.0 BETA released > 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 >> > >> > >> > >> > > > > > ------------------------------------ > > **** 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 > > >
