Support Board
Date/Time: Mon, 25 Nov 2024 15:29:50 +0000
Post From: Downloading historical data with intraday only chart
| [2024-03-02 00:50:09] |
| AndyB - Posts: 101 |
|
on new years day "Various performance improvements related to chart updating and market depth data" release 2577 and yes, it takes so long because im using single tick bars on bidasktrade sync, so for a spreadsheet formula to cover a single day for ES and that recording mode, it needs around 5 million number of bars to caluclate. since theres no way to isolate each level of market depth X # of ticks away from BBO without using multiple source charts with different "maximum number of depth levels to caluclate", the number of spreadsheet formula bars adds up pretty quickly (i find spreadsheet study to be way clunkier when handling alot of studies and overlays). not to mention fixing the actual BBO price since its not accurate at all. And this isn't saying you guys aren't accurate, since i know you're just giving us the price/bidask prices data that CME gives you. so yea its either a fast loading chart when updates happen and virtually no bars, or a slow loading chart with more data for me to work with. which is my problem since i can't code this stuff yet |