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> What you are asking is TICK playback but this requires
> recording all ticks in real time for all symbols
If you are a futures trader, you only care about 6-12 symbols.
Personally, I trade the ER2 full-time and I would use the tick data
for that (on my volume charts) and some NYSE market internals for
playback. The majority of stock traders don't need (or care about)
this level of detail for a playback. But futures traders do.
>- this is LENGHTY process you need to wait for entire day recording
>in real time data for just one day plus it would take huge amounts
>of hard disk space (approx 1GB for 1 day of ticks for 100 symbols).
Each week through eSignals tick download facility, I pull down the e-
mini futures, NYSE market internals and the currency, gold, silver
and oil futures. I import this data into an Amibroker tick database
into made-up symbols that cover 1 full month of trading so that
there's not a big memory concern with Amibroker.
If I'm in Amibroker and have a tick database loaded, then it
completely makes sense that the playback should support the
resolution that the database offers. The data is there. The
timestamps are there. Just playback the data at its normal speed.
I don't understand where the problem is. It doesn't matter if you
have to copy the data somewhere else temporarily before you play it
back for each symbol chosen (for me, 5 symbols in 3 charts). Like I
said, I split up the futures data for one symbol among many
different sub-symbol to keep the memory space under control. We
live in a world now where a PC user has 250-500 gig hard drives.
I think anyone on this forum list who trades the e-minis for their
livelihood understand what I'm saying here. We don't deal in 100's
of stock symbols. We deal with only 3-6 symbols in a real-time
environment and would like to have that same real-time experience
during practice.
Tomasz, do you know how many new futures trader customers you could
get if you allowed what I'm talking about for playback? So many of
them are eSignal customers already. They'd jump all over your
product if you advertised full tick playback with eSignal tick data
on multiple symbols. Let US worry about collecting the tick data for
you to manage in playback (in eSignal, it's EASY). A 250-500 gig
drive is CHEAP in comparison to practicing trading techniques to
make a living from.
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