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RT speed (trading in charts) seems to be limited,at the core, by data speed.
There are some things I don't understand about data and the way we collect it, via our plugins.
I am referencing info from a previous discussion:
http://finance.groups.yahoo.com/group/amibroker/message/136651
I understand that these are hard questions to answer so if I get no answer I will send the question to support.
Assuming that for speed work, true tick data is the best (not 1 -5 sec snapshot like some data providers).
Assuming that the plugins are not all the same ... they are matched to the data type.
Is it possible for software to be a passive receiver of RT data i.e. the provider 'sends' out the ticks, like a pulse, and we just hook up our pipe (via the plugin) and the data streams into our software (is that what is called streamed data?)
If so, would they 'pulse' every tick but not supply historical ticks live?
Opposed to 'streaming' data I imagine that the provider could just give us access to the historical ticks (with RT update) and we have to proactively get the data i.e. our plugin would initiate a download of the last few ticks or secs of tick data.
I am a bit confused about this.
Using IQFeed as the example:
- it appears that our IQ plugin 'polls' the IQ server OR holds the streaming data for a while and then sends it to us in packets.
Tomasz said that
"real-time data refresh (can be as often as every tick, but not more often
than 10 times per second)"
but in a test, Conrad Joach (using IQ RT data) with refresh in the preferences set to zero, found that the plugin was updating to AB every second (this is plugin initiated activity ... completely independent of refresh settings and not requested refresh in the AFL formula).
Is the IQ plugin streaming every tick OR polling every 10 secs OR polling every 1 sec Or something else?
To make things even more confusing Tomasz also said that
"On MSFT you can easily have more than 200 new ticks per second.
Use Time&Sales window to display actual ticks."
If MSFT has > 200 ticks per second does that mean we can never see true RT tick by tick charts because our plugin only updates, at best 1 per sec or 1 per 10 sec (not sure which is correct).
Also, how can we see ticks for say, MSFT, in the Time&sales window (I don't use it so I am not sure if we can or not)..... are we really only seeing historical bites in the T&S window OR is the plugin somehow streaming ticks to the T&S window while not streaming ticks to our charts?
(I am using Pro 5.20 on an XP machine)
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