Gamestudio Links
Zorro Links
Newest Posts
Data from CSV not parsed correctly
by EternallyCurious. 04/18/24 10:45
StartWeek not working as it should
by Zheka. 04/18/24 10:11
folder management functions
by VoroneTZ. 04/17/24 06:52
lookback setting performance issue
by 7th_zorro. 04/16/24 03:08
zorro 64bit command line support
by 7th_zorro. 04/15/24 09:36
Zorro FIX plugin - Experimental
by flink. 04/14/24 07:48
Zorro FIX plugin - Experimental
by flink. 04/14/24 07:46
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
4 registered members (ozgur, EternallyCurious, howardR, 1 invisible), 623 guests, and 0 spiders.
Key: Admin, Global Mod, Mod
Newest Members
EternallyCurious, 11honza11, ccorrea, sakolin, rajesh7827
19046 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
BrokerHistory2: Increase Ticks to 17,000 or higher #468554
10/09/17 17:57
10/09/17 17:57
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Offline OP
Serious User
AndrewAMD  Offline OP
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
Hello,

I decided to start a new thread before I derail the other one further.

Executive summary:
* I would like the maximum allowable ticks per BrokerHistory2 call to be increased from 300 ticks to 17,000 ticks or higher.

Rationale:
* The Ally Invest API allows my plugin to download up to two months of historical data for a single asset with a single request, whether I use XML or JSON. (JSON is faster, but I did not implement it yet.)
* NYSE hours are 9:30 am to 4:00 pm, 6.5 hours per day.
* 2 months of data is about 16,900 or so ticks. We can round up to 17,000.
* Ally limits requests to 60 per minute. With this approach, I cannot run out of requests if I am too busy getting data.
* Finally, if I use the below test script, the 1 month and 2 month data grabs work, and the 3-month fails.

Re: BrokerHistory2: Increase Ticks [Re: AndrewAMD] #468555
10/09/17 18:38
10/09/17 18:38
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Offline OP
Serious User
AndrewAMD  Offline OP
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
Attached is the script and its outputs.

Attached Files Capture.JPG
AllyTester006.c (262 downloads)
AllyTester006_outputs.zip (210 downloads)
Re: BrokerHistory2: Increase Ticks [Re: AndrewAMD] #468559
10/10/17 06:19
10/10/17 06:19
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
We will probably implement a brokerCommand call for setting the size. You can then set a million ticks if you wanted.

Re: BrokerHistory2: Increase Ticks [Re: jcl] #468564
10/10/17 11:09
10/10/17 11:09
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Offline OP
Serious User
AndrewAMD  Offline OP
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
This would be good. I look forward to it.

Re: BrokerHistory2: Increase Ticks [Re: jcl] #470236
01/04/18 11:27
01/04/18 11:27
Joined: Sep 2017
Posts: 81
T
TipmyPip Offline
Junior Member
TipmyPip  Offline
Junior Member
T

Joined: Sep 2017
Posts: 81
Thank you, This would be great for long term strategies.


ZorroTraderGPT - https://bit.ly/3Gbsm4S
Re: BrokerHistory2: Increase Ticks [Re: TipmyPip] #470250
01/05/18 03:49
01/05/18 03:49
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Offline OP
Serious User
AndrewAMD  Offline OP
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
Originally Posted By: TipmyPip
Thank you, This would be great for long term strategies.
Strategies should not be afftected by this feature. But it may or may not improve how quickly a given plugin can download historical data. It’ll certainly help with both of my plugins! laugh


Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1