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hi Tomasz,
that makes sense.
However in my case all my symbols are already active both on and off market hours.
When quotes are being updated constantly during market hours, a test exploration code which displays the closing price takes approx. 6 - 10 times the duration of when the quotes are also streaming but outside of market hours (i.e. hardly any updates).
My question is if there is anything I can do to speed this up.
BR
eToke
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> That depends if given symbol is in the "active" (i.e. streaming) list or not.
> If it is - then turning on/off "wait for backfill" does not make difference.
>
> If it is not, then with "wait for backfill" turned on it will of course wait for "missing" bars
> before proceeding to next symbol.
>
> Charts on the other hand, always refresh immediatelly with data that are present right now.
> If symbol is not present in the active list it is automatically added and backfill request
> may be sent but this does not block chart from refreshing - it will refresh immediatelly,
> and once backfill data eventually arrives it will refresh once more.
> In other words - charts are asynchronous with regards to backfill. AA can be synchronous
> ("wait for backfill" turned ON) or asynchronous ("wait for backfill" turned OFF).
>
> That's the only difference. AFL execution IS IDENTICAL regardless where it occurs.
> Of course with different zoom levels / different AA range you may be using different number of bars,
> but that should be obvious.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "sidhartha70" <sidhartha70@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, August 04, 2009 5:14 PM
> Subject: [amibroker] Re: Speeding exporation intraday
>
>
> > I'd be interested to hear TJ's answer on this eToke...
> >
> > Because I was asking from very similar questions of support & TJ recently... namely that equivalent AFL on charts seems to execute
> > much quicker than a scan or exploration. Which obviously leads one to think that other operations that occur in a scan or
> > exploration, outside of the AFL execution, are what take the time...
> >
> > Why this time is greater with a streaming feed I don't know...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "etoketrader" <etoke@> wrote:
> >>
> >> Hi, for testing I am currently running:
> >>
> >> n Last quotations = 1
> >> A very basic AFL code which lists closing price.
> >> QuickAFL turned on
> >>
> >> I am concerned about the comparison between how it runs outside of market hours vs how it runs during.
> >>
> >> BR,
> >> eToke
> >>
> >>
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@> wrote:
> >> >
> >> > How many quotations are you running the explorations over...?
> >> >
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "etoketrader" <etoke@> wrote:
> >> > >
> >> > > Tried that. I always run the first backfill before market hours. After that, backfill setting does not seem to make any
> >> > > difference as long as everything has already been backfilled and all symbols are streaming.
> >> > >
> >> > > BR
> >> > > eToke
> >> > >
> >> > >
> >> > > --- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <murthysuresh@> wrote:
> >> > > >
> >> > > > backfill before the start of the market hours. turn off backfill as you only need to do it at the beginning of the session.
> >> > > >
> >> > > > --- In amibroker@xxxxxxxxxxxxxxx, "etoketrader" <etoke@> wrote:
> >> > > > >
> >> > > > > Hi,
> >> > > > >
> >> > > > > I currently run IQFeed on 500 symbols. Exploration outside of market hours run under 1 minute but slow down to 6 minutes
> >> > > > > during market hours.
> >> > > > >
> >> > > > > Can anybody recommend some ideal settings to speed up intraday explorations while streaming?
> >> > > > >
> >> > > > > thanks,
> >> > > > > eToke
> >> > > > >
> >> > > >
> >> > >
> >> >
> >>
> >
> >
> >
> >
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