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>Bob Fulks wrote:
>Interesting. That is exactly the same date from which Quote.com QFeed
>data is available. Interesting coincidence. Please check to see if
>the data for 11/06/00 actually begins in mid morning. That will
>confirm that it is the same data source.
The date/time stamp for the first 30min bar of ndx is 11/06/01, 10:00.
>That is about 2700 bars of OHLC data. I assume , like QCharts, it
>sends the data in X-minute bars where X is one of several multiples.
>Try loading 500 days of 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 minute bars and
>time each of them. This data would allow us to calculate what bar
>sizes they are actually sending in each case.
I've just cleaned the cache folder and opened NDX 30min bars 500 days back. For some
reason the time to open the chart is better now: 7 sec. Now I opened NDX 1min/500
days back, the loading time is 5sec. For other datacompression the loading time as
follows:
2min/500 days back: ~5sec.
3min/500 days back: ~5sec.
4min/500 days back: ~5sec.
5min/500 days back: ~5sec.
6min/500 days back: ~5sec.
7min/500 days back: ~5sec.
8min/500 days back: ~5sec.
9min/500 days back: ~5sec.
10min/500 days back: ~5sec.
So it seems that when I opened 30min/500 days back, ts pro downloaded all 1min bars
to the cache files so when i opened ndx with other datacompression pro builds new
bars from the 1min bars stored in cache on local hard drive.
>Great! So at least the data is stored in a cache locally. For how many
>symbols can you keep data in the cache? Specifically, can you open 20
>different 10-minute charts and have them all retained after you shut
>off the power?
I did not see any limitation for the number of symbols you can store data in cache.
I've done this for at least 16 symbols many times in the past and there was no
problem creating at least 16 symbols from the cache in off-line mode.
> Another question: If you originally asked for 10 minute bars and they
> are stored in the cache, can you then ask for other chart
> compressions, such as 1 minute, 2 minute, 20 minute, 30 minute, etc.,
> bars without again connecting back to TRAD. This would tell us if it
> can construct different size bars from the data in the cache.
I deleted all cache files and opened NDX 30min/500 days back. After this I log out
from pro and opened pro in off-line mode.
Now I created 1min, 3min and 7min bars/500days back for NDX in off-line mode - no
problem. It seems ts pro stores locally database of 1min price data for any intraday
datacompression request by user from the server.
>After editing the data in ASCII, can you import it back into TSPro?
No, at least it is not documented anywhere in the docs.
> If you used the HistoryCentre utility to convert the ASCII file to
> OMZ or XPO format, can you then read it back in?
No.
>OK. I would assume it reloads all as does QCharts.
>OK. But if it reloads all bars and the hole has been fixed, it
>should be fixed also.
Yes, as long as they fixed the hole in the data on their server (I havn't seen any
holes in ts pro data for symbols I am working with)
>Can you also load a 1-tick charts of the NDX going back to 11/06/00?
I've just tried to do this and it loaded 1-tick data with starting date of 08/24/01.
I am unable to load any tick data before 08/24/01.
>There are about 4 ticks per minute on NDX so a 1-tick chart would
>need to load about 4 * 30 = 120 times as many bars. That would be
>about 48,000 bars. If it took 120 times as long, that would be 18
>hours. Try timing some 1-tick NDX charts.
>Thanks. Useful information. Perhaps there is hope...
Thanks for the interesting questions. I don't use tick data but I've just learned
that they keep tick data for ~1 week only. One more limitation for some people... One
more reason for them to include third-party data support asap.
Thanks,
gary
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