Working with TS2000i tick data

Discussion in 'Data Sets and Feeds' started by DT-waw, Feb 13, 2002.

  1. Hi everybody

    I wonder how fast TS works with large amount of data.

    1) How much time it takes to load 1 year of ES-mini tick data into TS on your computer? ( please specify your config., CPU, memory)

    2) How much time it takes to test day-trading system with 3-5 parameters with 1-year of tick data?

    Thanks,
    DT-waw
     
  2. Aaron

    Aaron


    You won't want to use ES tick data in TS. The ES just has so many ticks that it'll bring your system to a grinding halt. TS can theoretically handle infinitely large data sets but, practically, the advanced performance report calculations will crash your TS session once you get over a few hundred thousand records.

    I would have suggested you go with 1 minute intervals instead of ticks on the ES, but if you are like me you are going to try analyzing the tick data and will have to learn the hard way, so I won't.

    Aaron
     
  3. Thanx Aaron. So you recommend to test on 1-minute resolution. Does anybody have some experience with DAX tickdata backtesting? dax futures have much less ticks than SP, NQ...

    DT-waw