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Yes, more or less the same. Data vendors usually supply 3 different historical data sets:
daily, 1-minute and tick, so in order to obtain N-second bars you need to download
all ticks and perform compression on your computer.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "sidhartha70" <sidhartha70@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, August 22, 2009 6:57 PM
Subject: [amibroker] Re: AmiBroker 5.28.0 BETA released
> 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
>> >>
>> >
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > **** 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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