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The
reason I asked about the underlying cause was to make sure I was/we were asking
CSI for the right thing. The msg I saw first seemed to be saying that
performance was a problem due the double requests needed to get both adjusted
and nonadjusted data. If that's right, asking CSI to make it possible to get
both in a single request is a good approach. If overall performance is really
the problem, which I think Paul's response here indicates is the case, we need
to ask CSI to look into optimizing it more generally. Even if general speed is
the major issue, cutting the number of requests in half should double the
effective throughput, so it's clearly an appropriate step to take, but further
improvements will probably be needed to get speed up to QuotesPlus
level.
<SPAN
class=040083804-31122003>
I
initially asked Rudi at CSI for the adjust/nonadjust feature, then when I got a
better picture of what the real issue was, I sent a short followup asking about
general speed improvements as well.
<SPAN
class=040083804-31122003>
My
clear impression is that AB has just about the best tools out there for trading
system design and testing. That means its user base would be *very* interested
in a high quality, easy to use data source that included adjusted and
nonadjusted prices and delisted issues. CSI is unique, as far as I know, in the
quality and completeness of its data in those respects. If between Paul's plugin
and some optimizations at CSI we could get this, CSI might well get significant
additional business from the AB community. I'd suggest mentioning this to CSI in
some form. It's accurate, and means it'll make them money to do this, which is
why companies do most of what they do.
<SPAN
class=040083804-31122003>
<SPAN
class=040083804-31122003>Dave
<BLOCKQUOTE
>
Dave,
Currently, the CSI API makes the plugin impractical due to slow
speed. An exploration of C > 5 and MA(V,21) > 100000 takes well
over half an hour via the CSI plugin vs <5 min for the same watchlist of QP
data.
In terms of the technical aspects, I'd say post to the amibroker-dll
group or Paul directly. Your added brainpower to the effort will be
appreciated.
Regards,
Gary
Dave Merrill <dmerrill@xxxxxxx> wrote:
<BLOCKQUOTE class=replbq
>
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.Cheers
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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