software for 30 sec data

Discussion in 'Data Sets and Feeds' started by turbodog, Oct 28, 2010.

  1. turbodog

    turbodog

    What software could backtest 1000 stocks of 30 sec data and do it fast? Can Amnibroker do it?
     
  2. amibroker can.
     
  3. januson

    januson

    1000 stocks? What time period are we talking about here? 1day? 5 years?
     
  4. dtcreate

    dtcreate

    I have built systems to backtest using 1 second data on stocks that can test across 2 years of data for a single stock in 5 seconds on regular desktop hardware. 30 second data would be much faster and across 1000 stocks should be in the neighborhood of 2.5 minutes for 2 years of data.

    Not sure of software on the market that can do this, but it is possible.