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Hello,
Out of frustration caused by these long backfill times I have included
a couple of high-resolution timers to get timing profile of various parts
of the plugin. The plugin timings were great, but... to my surprise
- speed limiting factor is the TWS API implementation that uses
one-character-at-time unbuffered socket reading.
I expect getting some serious speed increase using custom code.
A very sad thing in that is that one can not rely on other's people code
(TWS API) and everything needs to be rewritten to get optimum speed.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "ronbo" <ronbo@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, October 18, 2005 9:59 PM
Subject: RE: [amibroker] Re: New Interactive Brokers plugin (1.4.3)
> Thanks--TJ. my times are longer than twice.... i'm using 10 symbols. you
> are also backfilling from a European server, i'm in the US, so a different
> server and time of day may make a difference.
>
> Another funny thing i noticed with 1.43 just a few minutes ago. qmx5 is
> about to expire so i added a new symbol, qmz5. i did a backfill using 1.42
> and got 2 days of data. i closed AB and copied 1.43 to the plug-in folder,
> did a backfill current and it just updated from the time i had closed AB
> while copying over IB.dll 1.43. i deleted qmz5, and then created it over
> with new symbol, did a backfill current and now i get 5 previous days plus
> today.
>
> Does the backfill only fill 5 days if it is a new (empty) symbol? or is the
> problem that it won't backfill a symbol which was created with a previous
> version of IB.dll? or is it something else?
>
> ron
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
> Behalf Of Tomasz Janeczko
> Sent: Tuesday, October 18, 2005 11:54 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: New Interactive Brokers plugin (1.4.3)
>
>
> Hello,
>
> I have re-tested both. My findings are as follows:
>
> When both plugins are set to backfill just one day,
> 1.4.3 (new one) is FASTER than 1.4.2.
>
> When 1.4.3 is set to backill 5 days it is about 2 times slower
> than 1.4.2 that backfills only one day.
>
> So you see "faster" old plugin because it simply does not get
> as much history as new plugin. This is logical consequence
> of getting more data that you were crying for all the time.
>
> Next version will provide user definable field on how much days
> to backfill, so you can adjust back to 1 day only.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "me_rayme" <rayme@xxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, October 18, 2005 7:09 PM
> Subject: [amibroker] Re: New Interactive Brokers plugin (1.4.3)
>
>
>> Thanks for 1.42, that fixed it and no hangups
>>
>> Ray
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "ronbo" <ronbo@xxxx> wrote:
>>>
>>> if u want 1.42 emailed to you, email me directly. ronbo at
>> highstream dot
>>> net
>>>
>>> i too have slow problems. i never had that with 1.42. i don't
>> have hang
>>> problems or crashes though.
>>>
>>> TJ, if you read this--is there a way for you to add a selection in
>> the IB
>>> plug-in (not database settings) to any backfill say 2 days, or 5
>> days, or in
>>> most cases for me---1 day for all RTQ symbols.
>>>
>>> hopefully others will add to this request... since we're on the
>> subject.
>>>
>>> ron
>>>
>>>
>>> -----Original Message-----
>>> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
>> On
>>> Behalf Of me_rayme
>>> Sent: Monday, October 17, 2005 9:38 PM
>>> To: amibroker@xxxxxxxxxxxxxxx
>>> Subject: [amibroker] Re: New Interactive Brokers plugin (1.4.3)
>>>
>>>
>>> I have similar problems takes maybe several minutes and is very
>>> slow. I have only 10 RT futures, if I do one at a time, takes
>>> several minutes. After that it is Ok.
>>>
>>> When I do all six it hangs up and have to do ctl/alt/del .
>>>
>>> Can we go back to the old one, I did NOT save it.
>>>
>>> Ray
>>>
>>>
>>> --- In amibroker@xxxxxxxxxxxxxxx, "spacetalk123"
>> <spacetalk123@xxxx>
>>> wrote:
>>> >
>>> > Hello,
>>> > have tried the update today, backfilling all RT symbols. It works
>>> for
>>> > the first 3 symbols, after this computer hangs for about 3
>>> minutes.
>>> > Pressing CTRL-ALT-DEL shows:
>>> > Amibroker (program not responding).
>>> >
>>> > Sometimes resources drop from 70% below 20% (WinME, 800MHz). Have
>>> > tried to set lowest priority for Broker, no result. Backfill must
>>> not
>>> > be done very fast, but the other tasks should not be stopped in a
>>> > multitasking system.
>>> >
>>> > After the 3 min., all is running normally again.
>>> >
>>> > Any suggestions?
>>> >
>>> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
>>> <amibroker@xxxx>
>>> > wrote:
>>> > >
>>> > > Hello,
>>> > >
>>> > > A new version (1.4.3) of Interactive Brokers plugin has been
>>> > released:
>>> > >
>>> > > More information and download link here:
>>> > > http://www.amibroker.com/ib.html
>>> > >
>>> > > CHANGES (since 1.4.2)
>>> > >
>>> > > + full 5-day backfill for all symbols
>>> > > + IDEALPRO now uses MIDPRICE instead of BID to get cleaner
>>> > backfill, but user can switch back to BID in config screen.
>>> > >
>>> > > Best regards,
>>> > > Tomasz Janeczko
>>> > > amibroker.com
>>> > >
>>> >
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>> Please note that this group is for discussion between users only.
>>>
>>> To get support from AmiBroker please send an e-mail directly to
>>> SUPPORT {at} amibroker.com
>>>
>>> For other support material please check also:
>>> http://www.amibroker.com/support.html
>>>
>>>
>>> Yahoo! Groups Links
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
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>>
>>
>>
>>
>>
>>
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>>
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>>
>>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
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>
>
> --
> No virus found in this incoming message.
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> --
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>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
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>
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