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Hello,
Multiply number of bars times 40 for single quote and you will get the size of quotation array for given symbol.
With 100000 bars thing should be still smooth as it is 4MB.
Actually you don't need to keep all data in CPU cache and definitelly you don't need to keep all AFL arrays in the cache.
Modern CPUs are quite smart when it comes to cache management and that should not be a problem.
The problem is rather on eSignal side. This is so because 1-minute data are 'native' in eSignal.
N-second bars do NOT exist on eSignal intraday servers. To get any N-second interval data, the plugin
needs to request TICK history from eSignal and compress the received data on-the-fly to selected interval.
This is as fast as it can be, but the amount of data to be processed is huge, considering the fact
that some symbols (such as QQQQ) can have 600 ticks per second. This means that in order to construct
15 second bar, the plugin needs to process 600*15 ticks = 9000 ticks (of course in extreme case).
This is compared to just getting 1-minute bars straight, without processing.
Obviously it takes way more time to process 9000 ticks history, than to just store one 1-minute bar.
Not to mention that transfering tick history is thousands of times slower because of the same reason
(in one minute there can be tens of thousands ticks, so the amount of data is multiplied by serveral
orders of magnitude).
So you will obviously observe much longer backfills. Only once backfill is completed, the speed can
be comparable to 1-minute database, because then it will operate on 15-second intervals and not on ticks.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "sidhartha70" <sidhartha70@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, August 22, 2009 2:44 PM
Subject: [amibroker] Re: AmiBroker 5.28.0 BETA released
> Brilliant TJ. Thanks.
>
> Question... I want to start looking at some n-sec timeframes.
>
> Mainly 15 sec, and 30 sec.
> I currently use a 25,000 bar 1 min DB which runs super quick because it keeps all the data within the CPU cache, and also gives me
> about a weeks work of data on the e-mini's which is all I need for day trading.
>
> To get 15 sec & 30 sec intervals, I assume I am best to set my DB base interval to 15 sec, and then set a 30 sec interval up via
> preferences>intraday....??
>
> Any ideas how far I can push the number of bars to in my DB and keep all the data in CPU cache still to keep the speed high...??
>
> I'm running an Intel Xeon X5365 CPU.
>
> TIA
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> Hello,
>> AmiBroker 5.28.0 BETA released:
>>
>> http://www.amibroker.com/devlog/2009/08/22/amibroker-5-28-0-beta-released/
>>
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>>
>
>
>
>
> ------------------------------------
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