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 Post subject: slow loading tick data
PostPosted: Wed Dec 19, 2012 8:08 pm 
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Joined: Wed Mar 04, 2009 11:56 am
Posts: 28
I have a simple strategy which uses tick data(trades). In simulation, if the start time of the solution is closed to the start date of the historical tick data, it starts fast. However, if the start time is set to the middle or close to the end of historical data, the simulation won't start in 10-20 minutes.

It seems that open quant is simply loading the tick data and filter them one by one until it find the start date, which causes delay with simulation. Is there a way to create an index of the tick data to speed up the initial loading time?

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westwood


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PostPosted: Wed Dec 19, 2012 8:43 pm 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

At the moment, such option (indexing) is not available. But it exists in the system core and we will open it in the next version of the product.

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