|
PureBytes Links
Trading Reference Links
|
This
is the times that AB reports in the lower left corner of the status bar for the
QP plug-in that I wrote from the AB ADK that calls the database twice so that
split ration information can be stored in the OI field.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>AXR-3023 BARS 0.079 SEC
<FONT
face=Arial color=#0000ff size=2>AXYX-939 BARS 0.076 SEC
<FONT face=Arial color=#0000ff
size=2>AYE-3024 BARS 0.087 SEC
<FONT face=Arial color=#0000ff
size=2>AYN-484 BARS 0.051 SECPAL-803 BARS 0.075 SEC
<FONT face=Arial color=#0000ff
size=2>PANL-1943 BARS 0.060 SEC
<FONT face=Arial color=#0000ff
size=2>
This
is the times for the CSI plug-in on the same machine. I have the demo
version so I only have 3 tickers. <SPAN
class=407074723-30122003>This is also
making two calls and placing the split ration into the OI
field.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>CRE-2744 BARS 0.960 SEC
<FONT face=Arial color=#0000ff
size=2>DDR-2749 BARS 0.968 SEC
<FONT face=Arial color=#0000ff
size=2>WLP-2752 BARS 0.970 SEC
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2> In both cases the "Number of bars to load" was set at
10000 which it more then I have in the database. If that value was set at
484, the lowest number of bars returned by any of the tickers in the sample, the
second run would have be faster then the first. QP drops down to 0.002 sec
and CSI drops down to 0.030 sec. This is because of AB's built in
caching ability. Both apps can return split adjusted and non-split
adjusted data, but it seems that QP can do this much
faster.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Paul
<FONT face=Arial color=#0000ff
size=2>
-----Original Message-----From: Dave
Merrill [mailto:dmerrill@xxxxxxx] Sent: 31 December 2003
00:29To: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Calling all AB'ers interested in using CSI data
As I
said, my email has gone out already, and anything CSI can do would obviously
be good. However, I'm slightly confused about the nature and degree of the
performance problem.
<SPAN
class=642192323-30122003>
Is
the CSI API is too slow in general, or is it more that the penalty of calling
it twice for adjusted and nonadjusted data makes it too slow? Isn't there a
greater than 2:1 difference in performance between existing plugins that
people do consider practical? Is it more than twice as slow to get both
prices? Is a single call already unfortunately slow?
<SPAN
class=642192323-30122003>
<SPAN
class=642192323-30122003>Dave
<BLOCKQUOTE
>This
is a call to all you folks interested in using CSI data. I post
this here so that those not on the AB-dll list will be able to
participate in this "grass-roots" AB effort to help
ourselves.Paul Binnell, Paul@xxxxxxxxxxx, has created a great plugin
to access CSI data, but the CSI API is too slow for practical
usage. If enough current and potential customers send an e-mail to
rudi@xxxxxxxxxxx we can get some traction on this, and hopefully be
able to get our hands on what Chuck describes to be some of the
cleanest data to include delisted tickers (which is also cheaper
than QP for stocks only).Here is Chuck's post to the AB-dll
group indicating the exact verbage to send to
rudi@xxxxxxxxxxxxThanks for chipping in and helping us as well as
yourself.Warmest,GaryHERE'S CHUCK'S
POST:-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx] Sent: 30 December 2003 20:31To:
amibroker-dll@xxxxxxxxxxxxxxxSubject: RE: [amibroker-dll] Re: CSI tech
support follow-upIf everyone (potentially) interested in using
CSI data and/or Paul's plug-in would write to rudi@xxxxxxxxxxx, we
may be able to put some pressure on CSI to help us out.What we
want Rudi to do is modify the API so that one call to it will return
actual and backadjusted prices or, alternatively, the ratio of same in
the open interest column.I have written to Rudi myself, but some
support from interested parties may support my suggestion that others
are interested.CheersSend BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|