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Thanks for doing the tests. It is now a lot clearer so I can revise
my concerns somewhat more favorably than I had expected. A few
comments on your replies are below.
I have also received several private messages on the topic so will
write a summary a bit later.
Bob Fulks
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>The date/time stamp for the first 30min bar of ndx is 11/06/01, 10:00.
You might look at a 1-minute bar and see when the first one is for
that date. 30 minutes is not enough resolution.
>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.
So they load the 1-minute bars and use them to construct other bars
as Pierre said. Sounds good.
> >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.
Sounds good.
> > 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.
Sounds good.
> >After editing the data in ASCII, can you import it back into TSPro?
>
>No, at least it is not documented anywhere in the docs.
Pierre said that feature was coming.
> >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.
That is obviously far too short a period for meaningful backtesting,
obviously, but I can see why they do it. Downloading lots of
historical tick data for such a chart would seem to make charting
seem very slow and cause a big load on the server.
> >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.
(Someone pointed out that my arithmetic was still wrong and that
instead of 18 hours it would take 18 minutes - so much for late night
calculations...)
>>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.
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