|
PureBytes Links
Trading Reference Links
|
Ian MacAuslan wrote:
> I've been retaining tick data for a large number of stocks--for several
> months' worth of data--so I could do backtesting.
>
> However, its getting large (1.6 GB) and I want to chop it down. I've
> reset the "number of days to keep" setting in Server for each symbol,
> but the file itself is no smaller.
>
> Is the ONLY way to get this smaller to copy out the data --then delete
> the .DAT file, then re-paste in the data?? Is there another way? If
> not, this: 1) seems dumb, 2) takes forever, 3) will probably fail given
> the amount of free space on my drive.
In TS4 if you are running morning update, it won't help, as long
as you have deleted symbols which have been merged out of existence
or became unlisted as in a bankruptcy.
The reason the futures traders, which dominate this list, do the
procedure which you outlined is that their symbols regularly
terminate (no new data). In TS4 if you have the server set to
retain data for say 60 days, and are running morning update,
then TS4 will retain 60 days of data. The morning update apparently
never considers the calendar; it's happy as long as there are only
60 days of data, never mind if the data is all one year old or more,
for example.
Bob Scott has investigated this extensively. He is the better one
to answer your question, but he is on vacation.
Rod
|