Data loading speed - minutes data  [SOLVED]

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khan
Posts: 2
Joined: 08 Jan 2015

Data loading speed - minutes data

Postby khan » 08 May 2019

Hello,

I have been using MC and PT for quite some time, so far so good with Daily data for back-testing and simulated Auto Trading mode.

But when it comes down to minutes time-frame such as 360, 270, 240, 180, 90, 60, 30, 5 minutes, they become very nightmarish. Currently, I have 3 data sources feeding into MC and PT, which are TS, Interactive Broker, and OANDA. Once in a long while, the delay may be reasonable, provided that you just retrieve 1 or 2 symbols in a Portfolio in PT. The situation gets worse from less symbols to more symbols, from longer time frame bars to shorter time frames, from shorter testing period to longer testing period. In the case of Daily bars back-testing in MC, same delays happen when I use the Bar Magnifier, not much difference between 1 minute to 360 minutes intra-Day precisions.

Overall, the success rate of loading minutes data is so low that, it feels it can only work by random lucks. I had to abandon the minutes bar in backtesting or simulated autotrading, and I am now having everything set to Daily bars in MC and PT.

I have checked with IB, which deliberately declaring that they have set a data request limit cap there to ensure fairness usage between clients. There isn’t such declaration from TS nor Oanda, but I guess it may be similar cases.

Just wonder if other fellows on this Forum may be better experiences with these data sources or with some other data sources please ?

Any advice will be highly appreciated. Thank you !!!

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TJ
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Re: Data loading speed - minutes data  [SOLVED]

Postby TJ » 08 May 2019

You see, TS, IB and OANDA are brokers; they are not real data providers. The quotes they provided are for order purposes.

If you need to load a lot of data in a hurry,
there is only one way to do it -- subscribe to a real data provider.

khan
Posts: 2
Joined: 08 Jan 2015

Re: Data loading speed - minutes data

Postby khan » 09 May 2019

Noted with thanks TJ !


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