Hello,
There is NO point in keeping "all" history for real-time trading as
don't watch quotes from 4 years back when you trade real time.
Real-time trading database should be short and cover only data
that you actually need for TRADING.
For reasearch you should have SEPARATE database where
real time performance is non-issue.
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-09-05 12:38, Reinsley wrote:
> Hi,
>
> I grab the quotations from IB.
>
> Regularly datas disappear from my Index symbol.
>
> I made mistakes before to understand how database settings are important. My
> setting was 100000 and every year I have lost datas when the database has
> reached the maximum .
>
> My index receives a quotation every 30 seconds. My minimum time unit is 1
> minute. I get about 510 " 1' bar " per day,
> per month : 510 x 20 = 10200
> per year : 10200 x 12 = 122400
>
> I want to keep my Index's whole history. I read that the default max is 500
> 000.
>
> Does it mean that my index can't be more than 4 years ?
>
> This point is confirmed by TJ's post specifiing the following... ( An answer
> to Joseph Biran, Sidartha, about database size ).
>
>>> This key is a "hidden extra feature" for advanced users having
>>> computers powerful enough to handle extra load.
>>> By default the key does not exist and then the default max is
>>> 500000.
>>> Tomasz Janeczko
> My Pentium IV is not powerful. I'd like to fully understand the involvements
> before to shift to i7 family and S7.
>
> TJ's comment is in tune with AB warning "increasing this value can degrade
> the performance".
>
> The load factor is higher.
> I set 200000 an the load factor is 97%.
> I set 100000 an the load factor is 57%.
>
> The load factor is higher with the same number of bars, I supposed that more
> RAM is reserved. So the ratio is worst.
>
> The point that drives me crazy, I use mainly the Index in daily or weekly,
> sometimes in hourly, so I do not need to keep it in 1'. EOD is not enough,
> hourly at least.
>
> I don't understand the best way to keep the datas concerning the Index.
> Should I build, at the end of every day, an hourly and daily and weekly
> handmade symbol into four separated time unit ? It'a a bit heavy to
> manipulate.
>
> Actually I kept backups but the AB format changing with EUR at the end after
> v:5.27 does not allow to merge and recover my backups. No way to open them
> into Excel and to re-inject into AB.
>
>
> The second major point is that this general max bars database setting is
> common to future contracts and Index (and stocks, I don't use).
> Future needs about 50000 for a quarterly contract. My future contracts are
> montly, it's roughly 35000 bars in 1' for two months of quotations.
> I can't imagine the constraints for people that store a thousand of stocks
> datas and Indexes, grabbed in 1' and used in hourly and daily for analyse.
>
> Any help appreciated to keep Index history as long as possible without
> destroying the load factor, and if somebody knows how to extract backup datas
> and recover them from old version ?
>
> Best regards
>
>
>
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