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I just had my mind blown. In reading the notes for the most recent
beta, I saw the new GetRTData() function. How awesome!
I'm ran my first scan, and that lead to a couple of questions RT
database questions. First, btw, AB did an exploration of 1346 stocks
in about 20 seconds (e-Signal plugin). Wild! Absolutely wild!
After I ran the exploration, I sorted on date/time. There were a
large number of quotes showing last bid/ask from 4:30 pm, 5:50 PM
yesterday, etc., as one would expect a little before 8am EST.
Meanwhile, many others had quotes of 8/11/2003 at 1:30 pm, etc.
For instance, here's YHOO:
Ticker Date/Time Ask Bid
YHOO 8/19/2003 6:00:00 PM 44.84 44.90
What you see is that the ask and bid are correct for today. The date
and time are misleading -- the last time I loaded YHOO in AB was
apparently 8/19. I don't update my RT database daily (probably
should) by doing a scan with backfill selected. In fact, if I open
the RT chart for YHOO, it does not even backfill at this point.
So, I see I need to do some cleanup on my RT database. It seems if
you get too far behind in your RT database, AB doesn't backfill a
chart anymore when you open it. So, I had a couple of questions --
what's the best way anyone has found to clean it a RT database? Just
delete all the really old symbols and then re-create them? My
greatest concern is the inevitable gaps I'll have even if and when I
do backfill old data via a scan. Also, I assume AB drops off old
quotations as new ones are added in order to keep the DB size
manageable. Does anyone have a clever solution for siphoning off old
quotations in order to build up an historical database of RT quotes?
I know I can use automation and cycle through the tickers and update
ascii files, MS files, etc. I just thought someone may have already
invented that wheel.
Again, I am wild about the new GetRTData() function. It is
TREMENDOUS! If you have tried any of the RT scanning products out
there (many of which I used on a trial basis and did not keep), then
you know that AB has beaten the pants off of them -- again.
Fyi on exploration settings for the new function, btw, I noticed you
want to (of course) have backfill off for a quick scan of the most
immediate bids/asks, and you want to have n=1 and have selected
the "n last quotation(s)" radio button.
Thanks, Tomasz, for an incredible addition to the product! And there
it was, modestly mentioned in the release notes.
Gordon
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