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Re: [amibroker] Re: erratic eSignal backfill- Did anyone get this working?



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     From: Padhu
Sent: Monday, April 06, 2009 8:42 PM
Subject: Re: [amibroker] Re: erratic eSignal backfill- Did anyone get this working?

I see same issues with AB 5.2 with esignal plugin just freezing during AA RT scan...Number of symbols in watchlist is 230 and esignal max symbols is 200...BUT AB i think internally handles
how many symbols are fetched at one time during backfill....still it hangs...only way is to close and restart AB untill next time...
 
 
If anyone has found a fix , pls let me know. I am also looking to prune the symbols down to 175 to see if the problem goes away.
----- Original Message -----
From: Herman
Sent: Friday, December 12, 2008 8:16 AM
Subject: Re: [amibroker] Re: erratic eSignal backfill

Thanks Brian, for testing.


I am confused by it but not too worried. I backfill my eSignal DB of 2000+ symbols (at 90000 bars each about a 2.5 GByte DB) about once a week. I never timed it but it may take from 30-60 minutes. I can live with this once-a-week problem :-) This is my development DB. I don't need the eSignal DB for trading, IB is OK for that. 


I never had a warning from eSignal regarding exceeding my limit. This only happens during RT scanning.


herman


Friday, December 12, 2008, 8:01:16 AM, you wrote:


> Herman,


> I'm still thinking about this one ... it would be nice to know the 

> cause before trying to work around it.


> I did two tests today:


> - 600 symbols (S&P500 plus a few) ... 3000 * 1 min bars == 6 days == 

> 93kb per bar ... downloaded all OK .... eS DataManager popped up a 

> warning at approx 30/60/90% of download == every 200 symbols ... I 

> clicked OK and the download sailed on .... it would have kept going 

> even if I hadn't acknowledged the popup.


> - 500 symbols (S&P) ... 100,000 * 1 min bars == 208 days == 3125KB 

> per bar == way over the max possible bakfill (approx 6 months for 1 

> min bars) ... download locked up after only 4% == approx 20 

> symbols ... this is way below the cumulative byte for 200 symbols * 

> backfill limit .... no warning about exceeding symbol limit.


> I am not sure about what the cause is ... eS fault, AB plugin fault 

> OR throttling by eS OR something else.



> brian_z


> --- In amibroker@xxxxxxxxxps.com, "brian_z111" <brian_z111@x..> wrote:


>> I use eS - I am not a heavy user or particularly knowledgeable.


>> I have also had this occur.


>> I concluded it was because I was exceeding my symbol limit.... I 

> was a 

>> bit surprised about this.


>> eS allow unlimited symbols, theoretically, but only x number at a 

> time 

>> (I have the base 200).


>> I expected to be able to backfill (exploration) with an unlimited 

> no. 

>> of symbopls because it is not using them simultaneously (streaming) 

> as 

>> per the quote window ..... the AB manual says that the AB plugin 

>> rotates a symbol out of the list as it is filled and enters the 

> next 

>> one .... logically I assume the plugin can present the request to 

> eS 

>> servers one symbol at a time so why should it lock up on excess 

> symbols?


>> Anyway, it does.


>> I didn't reach a conclusion whether the AB plugin wasn't doing what 

> the 

>> manual said it would or if I was misunderstanding something.


>> I think eS is cutting off the download.


>> The only solution I found was to batch the download via watchlists 

> (as 

>> per D's suggestion) ... I do manually turn off the plugin after 

> each 

>> batch ... not sure if I need to .... instinct told me to do that 

> and I 

>> didn't push it because of the effort required.


>> Perhaps you could check with AB support if the symbol rotation 

> feature 

>> was/is/should be working OR has that been discontinued for some 

> reason.


>> I believe it would work if you find a way to auto start AB and 

> batch 

>> explore etc


>> brian_z





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