Support Board
Date/Time: Sun, 24 Nov 2024 03:08:51 +0000
Post From: Offering To The Community: Enhanced Intraday Data File Compression with Large Speedups
| [2016-02-26 09:58:46] |
| bjohnson777 (Brett Johnson) - Posts: 284 |
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The code block is for the developers. They need to fix that page. The program does the same thing in File >> Data/Trade Service Settings >> Data File Management. Long description here: http://www.sierrachart.com/index.php?page=doc/doc_DataSourceSettings.php#DataFileManagement Both methods take multiple ticks and combine them into a single unit. The less tick data there is to compute through, the faster it will be. If you have to have tick by tick data for your replays, this won't work very well and neither method is recommended. Simulated orders during the replay will change their entry/exit points a little. Live orders are unaffected. For what I'm interested in, I just need the results from the tick by tick data for accurate up/down volume counts. Those will be preserved. In my case, I convert individual ticks into 1 minute bars. It converted a 6g intraday data file into 200megs. I ran across another post where the developers mention they are working on increasing the data file speed. I'm not sure what they're doing, but they think it will be out in a couple months. |