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Thanks TJ. Super.
What about IQ Feed (which I use). Does that have the same issues as eSignal...?
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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@> 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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