Plus, it seems strategies work more reliably when tested on 5 years of tick data. (which should only take less than a minute with current CPU power.)
Interesting. Thanks for the quick reply. What is your "main" concern? When I run a 3 month test on TickZOOM it finishes in 10 seconds. So I...
I put the speed test video up on the wiki with your SWF file. That was kind of you. Wayne
Have you looked at TickZOOM yet? Just curious. Your dead on with NT as far as tick and auto trading. How fast was OQ? People have asked me...
Tums, thank you. That's an important point. A few PM's verify that IB is important. I have looked at the API and will study it more closely...
Folks, Please keep the ideas and suggestions coming. However, also realize that most of us programmers have worked on database systems and...
I agree with everything including that I'm not inventing anything new by using binary. But there's one thing I hope you will elaborate on and...
This is the most interesting suggestion yet. Are you the author? Would you like to make it compatible with tick zoom? It has a few issues...
Can you elaborate on the relevance of this? I missed something here. Thanks! Jprad, those are excellent questions. While the ticks currently...
Final decision on database. Anyone who wishes can build and find a better data storage solution and contribute it to the project. As you saw...
By the way, the method of queuing up happens because the quote collection and writing to file happens in one thread. While feeding the real time...
That is obvious, at first, until you try it. Remember, ticks must load to memory in less that 1 microsecond each. How can a database speed...
This part is necessary and already happens. The .tck file must already be in TickZOOM binary format to load that fast each time for streaming...
Actually, that's not an issue. When the execution server/quote server gets a connection to trade live, it first loads history and sends that to...
Excellent reference on BLOBS!!! Okay, here's some facts. The article recommends that objects less than 256K be stored in the database....
Sorry. Youtube doesn't work. It compresses the video until you can't read anything. The sound is good. Anyway, one visitor was nice enough to...
Okay, it's uploaded to youtube but it says it's "processing" the video. When it's done, I guess tomorrow, I can put a link on tickzoom.org.
By the way, you're right, when we do what I described, we want to have the software interface just allow a drop down for symbols. Then the...
Thanks! I'll add that link to the wiki. ALSO, I'll make the wiki editable by the public so you could make that kind of change in the future....
Graham, thanks for asking. I know how you feel. I assumed the same thing originally and, as a database speed guru, I thought something would work....
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