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Hi Tomasz,
We have two threads going on the same subject now, one in support and
one here, so I'll cut and paste to here, and maybe someone else can
benefit . . .
Monday, July 25, 2005, 6:38:37 PM, you wrote:
TJ> Hello,
>> It *appears* to me that eSignal's data manager needs some kind of
>> "wake-up call" after the connection is established (something to
>> force a backfill on all issues, which can be done via any "all
>> symbols" exploration),
TJ> Not really connection but initial backfill. If you start AB it
will query for
TJ> missing data (from last run upto "now") on first access to given
security
TJ> (no matter if through display chart or
scan/exploration/backtest).
TJ> After initial update data stream automatically and unless you
exceed
TJ> symbol count AmiBroker does not need to backfill again
TJ> (until of course you shut down computer and re-start or your
internet connection breaks).
Maybe you could put something in there to test against last time
stamp, and if last time stamp = last closing time of market (as
defined in database settings), then it would not query? I don't
really know if that is feasible or not, but I do shut down AB
overnight, as my drive imaging software (TrueImage) does not want to
seem to run if the local network is *that* busy (it would run if I
had an EOD database loaded in AB, but apparently not with an eSignal
EOD database). In any case, I do a lot of explorations and testing
when the market is closed. It's not *that* big a deal, because one
backfill query (all symbols exploration) is all it takes. Or perhaps
you could allow users an option to have backfill done across the
board immediately upon connection?
>> My current understanding however, is that it needs to at least be
>> open for RT streaming to work. If it could be hidden, that would be
>> nice.
TJ> You don't need to have real time quote to be open at all.
TJ> Data will stream automatically even if there is no RTQ window
displayed.
Good! I will close it and see how that goes. One suggestion for
that window . . . it would really be nice if a particular sort order
(or orders) could be saved. One can load in the desired sort order,
and that will be preserved of course, until one wants to sort by some
other preference, in which case the initial load order will never be
seen again unless the whole RTQ is re-done. I could tolerate the
window being open much more easily then. As it stands however, I'd
rather use Bridge/Reuters via E*Trade Japan, which has a much more
flexible RTQ window. (Virtually no limit, either, but I can't pipe
it into AB.) One of the best things about the Bridge/Reuters system
is that *any* symbol can be changed to another symbol in a second. So
you can keep things you want to focus on near the top of the list
very easily. I would love to see that kind of functionality in the
RTQ window. Nobody in their right mind in my opinion tries to watch
200 issues anyway, but the problem is that a few new symbols that
need attention crop up almost every day. It would be nice to be able
to adjust symbol positions, or change them.
The ability to double click a symbol in the RTQ window and bring up
the chart immediately is a huge asset, one that doesn't exist in
Bridge/Reuters of course. But, the necessity to scroll to get to a
numerical symbol that I then cannot quickly relocate near the top of
the RTQ window is a real drawback for me.
Also curious about: The RTQ window has a 'Hide' capability. This is
nice, but it's odd to have to right click on a symbol to get this
context menu option, rather than on the RTQ's title bar. The 'H' is
apparently an Alt-H hotkey, too, but it does not work for me.
However, I designated my own hotkey combo to open the window, and
that works.
TJ> Streaming starts on first access (it may be
scan/exploration/chart display or anything)
TJ> to particular security and continues until you exceed symbol
count.
TJ> Then oldest symbols will be removed from streaming list on FIFO
basis
TJ> (least recently (oldest) accessed symbols will be removed first)
Yes. My experience so far is that it simply isn't worth it on an
intraday basis to exceed the symbol count. Maybe others can put up
with the delay to exceed the count, but I want 4 or 5 second
explorations just before the close. An exploration looking for a
certain circumstance near the close is no good if it has to be
performed too far in advance of the close. Even then, that still
isn't perfect of course, but I can get off several in a minute or so,
and I know what I'm looking for. But if I have to wait for the data
manager to swap, things really slow down. At two minutes per
exploration (when it's swapping), it's basically no good for what I
want it for. So, I don't exceed the count.
TJ> The overhead should be just 1 symbol, so 199 symbols in RTQ window should work just fine
TJ> for you.
TJ> 1 symbol is used up by Data Manager to deliver control messages.
TJ> Also as explained in the mailing list you don't need to keep RTQ window open at all.
For some reason, until I get down to 197, it complains and swaps.
TJ
TJ> The situation may be different when you are displaying MANY charts simultaneously for
TJ> symbols
TJ> that are NOT included in the RTQ window then requirements add.
TJ> Overall RTQ plus any other accesses (Charts, AA) should not exceed the limit.
Just one chart (one symbol) per sheet. I don't complicate things too
much. Simple is much better.
TJ>
TJ> Also note that AmiBroker will swap active streaming list when you access more than the
TJ> limit,
TJ> and subsequent (not initial) backfills do not take minutes but rather seconds.
My experience is somewhat different. When the data manager gets
involved in swapping, exploration time goes from about 3 or 4 seconds
up to around 2 minutes. Then of course there is the pop up
symbol/subscription warning that must be disposed of. I'm not at
state of the art processor level, but 2.53 GHz is not really a snail
either.
TJ>
TJ> Also, if you want to add symbols that are not in eSignal database, mark them
TJ> with 'this symbol uses only local database' and they will NOT interfere at all
TJ> (they are not counted as streaming symbols and AmiBroker does not poll eSignal for them at
TJ> all).
Understood. I have to do that, because eSignal, while now operating
in Japan, is really not *ready* for Japan, yet. They offer no Nikkei
225 index (if one can possibly imagine that) and only a rough proxy
for the TOPIX. They also have no idea about Japanese customs, for
example in Japan, broker dealers *always* -- without exception --
display rising stocks in the color red, and declining stocks in the
color green. Yes, it is the opposite of most of the world, but then,
our money isn't green, either. ^_^ They also don't offer any market
depth (at all!), and they told me when they eventually get to it,
they will charge extra for it. Well, they won't get extra from anyone
here, as they will quickly find out should they try. All online
brokers provide substantial market depth here, for free. In fact, two
years ago free market depth was increased by 67 percent by the
exchange. eSignal has a steep learning curve ahead of itself in
Japan, perhaps. They would not be the first foreign firm to
experience this phenomenon.
Yuki
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