Hi,
for those who are still interested. I had a JBT instance running in trade
mode in parallel now for four weeks on the AWS instance.
(It traded a non-trading system, so I did not yet make experience with
running it in full swing.)
The setup was rather stable. (I.e., it only had problems relating to IB
(i.e., connection loss that was the case also in my
regular solution)
With OpenNX it is also very nice to use, when one locks in for maintenance.
(Much better than the previous one. Highly responsive.)
I now cross-checked the data on my previous setup with the current one.
The obvious experience is: the second stamps are not in parallel, thus also
exact price and volume may vary. (But I guess
this is the case for any two IB-setups.)
I also wrote a small script to further analyze the data (manually scanning
10 MB is no fun). - you find it below, so you can compare on your
own data.
What I found with this is that it seems that at around 1:30 (am) several
glitches happen, usually (perhaps due to AWS maintenance).
Further I have quite regular each our one second of (do not know why,
perhaps time correction). Apart from this, the other glitches are rather
minor. (Especially, if compared to my previous setup, which also included a
hosted virtual server.)
I will now switch the main (trading account) to AWS. Let's see.
Overall I am quite happy as the AWS instance is quite cheap. However, this
is only possible as the setup does not consume
a lot of power. (It hardly creates load, micro instances are not for heavy
load.)
Below the script (works on Mac, should work on Linux as well, Windows -
uhm..
#!/bin/bash
# Support for checking time integrity of data files.
# Usage for example: ./checktime file1
# Provides the lines where an unexpected time laps is found.
# Note that every minute 059->100 a pseudo-lapse occurs. This is taken care
of.
awk -F ',' '{if (!(($2 == A+1) || (($2 % 100 == 0) && ($2 = A+41)))) {print
$2, A;}; A=$2; }' $1
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