Jim Dean Sage     Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA  User Profile | Thanks for responding Ryan. I need to know the max limits inherent in the CODE, unrelated to vendors. I am using omnidata. Number of one-minute bars I am talking about is MUCH greater than just 60k: 390/day * 250d/y * (jun2012-jan2007) = aprx 550k bars … and … For a list of 500 symbols, that's 268 million total bars. Each bar requires at least 4 bytes * 8 items (ohlcv & time & date & sym), thus 32 * 550k = 34 million bytes for full omnidata 1min bar history for one symbol (ie 33 meg/symbol). For a list of 500 symbols that would be 15 gig of memory. I know that is NOT possible since OT is 32 bit and cannot address more than about 3+ gig, even if it is all avail. As I recall, Cose told me there were some built in database limits but I never found out how that translated into symbols and bars. And there are some hard-coded input limits I suspect. Admittedly this is an extreme scenario - but it's not absurd that someone might want to test 500 symbols in SW over the full 5.5 year avail OData history. I was HOPING that Cose would build in some "paging" yo take care of needs like this - or better yet, revamp the way the data is handled to accommodate processing without database or hardware limitations. I doubt that has happened, or will happen soon. THAT is why I want to know in very explicit terms what the limits are. I'm pretty tired of banging into them. It can get frustrating, and can waste a lot of effort. I hope you can help. Thanks. [Edited by Jim Dean on 5/25/2012 3:40 PM] | |
