Historical Data Management

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MicroTrader
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Historical Data Management

Postby MicroTrader » 31 Jan 2011

Perhaps someone could explain the following.

I set up a chart and download the last 2 years YM data no problem.
I now change the instrument settings to cover the two years prior and download that data. No problems. Now I should have four years data in the database (in this case I am using a 5min chart).

I now change the instrument settings to cover the first two years again. According to Quote Manager this data is downloaded again even though data should be in the database.

Can anyone explain this? I have esignal for history set in the Instrument properties, and in the preferences use locally stored data, down missing historical set.

MicroTrader
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Re: Historical Data Management

Postby MicroTrader » 31 Jan 2011

Forget the above. Played around with this a bit more. Seems to be ok now.

vking
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Re: Historical Data Management

Postby vking » 31 Jan 2011

Microtrader - I am running into similar issue and wondering what was the solution you found for this issue.

Thanks.

MicroTrader
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Re: Historical Data Management

Postby MicroTrader » 31 Jan 2011

Vking

I have tried reloading different two year periods for my charts and watched the quote manger window. The charts are being loaded without any data being requested from my Data supplier except for the current realtime data. It seems that once the data is loaded into the database, it seems to work ok. For one five minute chart loading 2 years worth of data by selecting a two year time period in Format instrument takes about one minute. On the chart however are two moving averages so this will slow it down. MC is running on a two year old dual core laptop with other applications running as well. Also I have about ten workspaces with various indicators running as well.

My settings are as discribed above. I will try to select a new instrument and see if I can replicate the problem I had earlier.

MicroAl

vking
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Re: Historical Data Management

Postby vking » 31 Jan 2011

Thanks Microtrader. Appreciate it.

The issue that I am running into:
- For tick by tick replay ( when the market is not active ) - everytime I tried to jump to a bar - it keeps saying "Waiting for detailed data" and takes really long time - Everytime - I tried to go back to a bar - this takes up time - if this is stored in memory - I would expect this to be slow for the first time - but this happens everytime - I tried to jump to a bar. Trying to see how to overcome that problem.

Thanks
Last edited by vking on 31 Jan 2011, edited 1 time in total.

MicroTrader
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Re: Historical Data Management

Postby MicroTrader » 31 Jan 2011

Vking

I have just loaded for the first time a GS 5min chart. I downloaded the last year's data, then changed Instrument settings to the prior year and downloaded that years data. Changing the instrument settings back to last year again resulted in the chart being drawn again in about seven seconds with no downloading from the data provider.

MicroAl

MicroTrader
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Re: Historical Data Management

Postby MicroTrader » 31 Jan 2011

Vking

Look at your quote manager, is it downloading data each time? you can see the actual data being downloaded by looking at the event log.

I am not too familar with the replay function. However I have tried loading a five day 50Tick GS chart. Once the data is first downloaded, the jump to bar is fairly instantaneous, on five days worth of data. Definitely no more data is being downloaded. The limit seems to be in bringing the data from disk into the program.

MicroAl

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TJ
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Re: Historical Data Management

Postby TJ » 31 Jan 2011

MultiCharts saves the quotes to database when you exit the program.

vking
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Re: Historical Data Management

Postby vking » 31 Jan 2011

thanks TJ & Microtrader.

I am going to check out further on this and reply.

Thanks


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