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» speed of backfill
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| Author | Topic: speed of backfill (13 messages, Page 1 of 1) |
 mlsignups -Interested User- Posts: 15 Joined: Feb 9, 2006 |
Posted: Mar 15, 2006 07:10 PM
Msg. 1 of 13
I use AmiBroker as my front end and when I backfill 60 or 90 days (1 minute data) on a stock from Esignal (which I still have but would like to get rid of) it takes 1 or 2 seconds to fill in, while my IQ Feed can take at least 10 seconds or longer. When you are trying to backfill a bunch of stocks this is quite painful.
Do you have any suggestions that might increase the download speed and/or is this something you are aware of and/or working on? Thanks |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Mar 15, 2006 07:16 PM
Msg. 2 of 13
This is something that has been reported and we have confirmed. We are looking into the issue and trying to determine if it is server, protocol, or client related. We do have some work that is being completed and tested on the client that will make the history process better, but I'm not sure currently if it will speeed things up. I can assure you this is on our "top 5" list and is something that will be addressed.
Jay Froscheiser DTN - Trading Markets |
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mlsignups -Interested User- Posts: 15 Joined: Feb 9, 2006 |
Posted: Mar 15, 2006 07:46 PM
Msg. 3 of 13
Thanks. It seems that if other backfilles (Esignal, Tradestation) happen much faster there should be something you guys can do.
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dentist007 -Interested User- Posts: 40 Joined: Dec 14, 2004 |
Posted: Mar 17, 2006 04:18 AM
Msg. 4 of 13
yep.it can be really slow sometimes.jay,please look into this urgently.thanks
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mlsignups -Interested User- Posts: 15 Joined: Feb 9, 2006 |
Posted: Mar 23, 2006 08:42 AM
Msg. 5 of 13
The last 2 days I've tried downloading 1 minute backfill at about 8:30am or 9am for about 20 days of backfill & the speed was pretty good (previously I had tried a longer backfill).
I don't know if you changed anything, if it is time of day, or quantity of info. Mike |
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mlsignups -Interested User- Posts: 15 Joined: Feb 9, 2006 |
Posted: Mar 29, 2006 08:14 PM
Msg. 6 of 13
For what it's worth, I noticed something tonight.
At least in AmiBroker... When Esignal backfills it seems to give you the most current data first, so it appears on the screen almost instantly and then it seems to backfill backwards from there. Your system just sits w/ a blank screen until all the data is there (I think) then it all fills in. The speed issue may be somewhat perception but I'd still like to know if you believe you are making any progress on this. |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Mar 29, 2006 09:58 PM
Msg. 7 of 13
This is something that the IQFeed client and server developers are looking at and working on optimizing. Esignal does pull historical data differently so as to start returning data immediately while loading the rest. I believe IQFeed has 2 interfaces for pulling historical data, and the newer interface will allow developers to process the data as it is received as opposed to waiting for it all to arrive before displaying it. I am not sure which interface AmiBroker is using, but we will get in touch with Tomasz or take a look at it internally to see if we can determine if there is something he can do in the mean time that will help the historical data load times.
Jay Froscheiser DTN - Trading Markets |
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bboyle1234 -Interested User- Posts: 5 Joined: Nov 28, 2006 |
Posted: Nov 28, 2006 03:08 PM
Msg. 8 of 13
Hi Jay,
Did you manage to improve the speed of the intra-day backfill? cheers / ben |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Nov 28, 2006 03:11 PM
Msg. 9 of 13
Depending upon how and what data you are pulling, the historical retrieval speed has been increased over the past couple releases. There is still some room for improvement, but it has sped up with the latest couple versions of IQFeed.
Jay Froscheiser DTN - Trading Markets |
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bboyle1234 -Interested User- Posts: 5 Joined: Nov 28, 2006 |
Posted: Nov 28, 2006 03:14 PM
Msg. 10 of 13
Let's imagine you pull up an option chain for AAPL, and then download the intra-day back fill data for each option in the chain. How long would that take?
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Nov 28, 2006 03:15 PM
Msg. 11 of 13
There have been some definate improvements to the backfill speeds in releases since your last post. Have you tried the 4.1.2.0 version yet? I believe it came out in August.
There are still several third party vendors who have not updated the plugin to take advantage of this new functionality. So if you do not see any improvements with the new feed, let me know what software you are using and I will try and install it and get the best result possible for you. Edited by DTN_Tim Walter on Nov 28, 2006 at 03:15 PM |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Nov 28, 2006 03:35 PM
Msg. 12 of 13
The time it takes varies based on how active the symbol is, what interval you request and the speed of your internet connection. I just pulled all options for AAPL (174 symbols) and it took just under 15 seconds to pull 1 week of tick data for all contracts, and just under 15 seconds to pull 1 minute data back to 8/1/06. Keep in mind that many options contracts don't have any volume or trades, so the time taken to pull the data is much lower than it would take to pull 175 active stocks.
This was using a commercial 3rd party software package that has written to IQFeed. Jay Froscheiser DTN - Trading Markets |
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bboyle1234 -Interested User- Posts: 5 Joined: Nov 28, 2006 |
Posted: Nov 28, 2006 05:03 PM
Msg. 13 of 13
Wow! you guys are quick :-)
Thx, 15 sec is fast enough  |
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