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[amibroker] Re: AmiBroker 5.27.0 ALPHA released



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Tomasz,

do you have an eta on when this bid/ask data will be implemented? It's not mentioned in the release notes.

Regards,
Julian.

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
> 
> Sorry, but others have demanded storing Bid/Ask along with trade data so, contrary to your belief
> tick data is NOT smaller than bar data. Plus it does NOT need 44 bytes to store bar data.
> I don't know were you get this figure from. Single bar is 40 (fourty) bytes.
> 
> As for tick data you get
> 64 bit date time (8 bytes), 4 bytes trade price, 4 byte trade volume, 4 byte bid, 4 byte bid size, 4 byte ask, 4 byte ask size.
> That's 32 bytes MINIMUM. There are other things that are comming as exchange code, tick number etc.
> 
> So contrary to your belief tick data is not smaller than bar data.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "cpescho" <cpescho@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, August 05, 2009 10:29 AM
> Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released
> 
> 
> > Hello,
> >
> > are there any plans to account for large tick database backtesting? 44 Bytes is great for storing a OHLC bar, but for a single 
> > tick its still a lot since you dont have OHL with tick data.
> >
> > Right now my biggest problem backtesting tick data is memory limitation. Wasting disk space is not my concern although i think one 
> > can eliminate the disk i/o bottleneck if a more compact format is stored on disk.
> >
> > Regards,
> >
> > Chris
> >
> >
> >
> >
> > ------------------------------------
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> >
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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 
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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http://www.amibroker.com/devlog/

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