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Hello,
You need to understand that there can be even 800 ticks PER SECOND on one symbol
If you are for example following 500 symbols, it presents the stream of 400000 updates per second.
Even when processing took as little as 2 microseconds per update (1 millionth part of the second)
this would mean 80% CPU utilisation. So yes, if there are lots of quotes streaming
on lots of symbols you will see higher CPU usage and possible also slower exploration.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "etoketrader" <etoke@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, August 04, 2009 6:09 PM
Subject: [amibroker] Re: Speeding exporation intraday
> 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
>> >> > > > >
>> >> > > >
>> >> > >
>> >> >
>> >>
>> >
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > **** IMPORTANT PLEASE READ ****
>> > This group is for the discussion between users only.
>> > This is *NOT* technical support channel.
>> >
>> > TO GET TECHNICAL SUPPORT send an e-mail directly to
>> > SUPPORT {at} amibroker.com
>> >
>> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>> > http://www.amibroker.com/feedback/
>> > (submissions sent via other channels won't be considered)
>> >
>> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> >
>> > Yahoo! Groups Links
>> >
>> >
>> >
>>
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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