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Hi Tomasz,
Agreed on load imposed by the rapid update of 500 symbols. No question about it.
What I would like to understand is what elements (hardware, or system optimisation) would help reduce the duration of a scan.
Unfortunately running the 64bit version is out of the question because of the realtime plugin issue. This rules out the possibility of adding a large amount of RAM although I don't know whether that alone would help.
Are there any other ways I might be able to increase the speed? Would copying the entire db on several GB of a RAM disk before a market session be worth trying?
Best regards,
eToke
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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@> 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@>
> >> 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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> >>
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** 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:
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> >
> > 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:
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