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PostPosted: Mon Apr 16, 2007 6:43 am 
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Joined: Fri Feb 02, 2007 8:00 pm
Posts: 61
Location: USA
Data download from OpenTick routinely causes Openquant to stop responding. The openquant process must be killed otherwise it hangs indefinitely (30-40 minutes is the longest I let it go). Rebooting windows is usually required to regain operation.

Things that usually cause it to hang are:
1) consecutive downloads of large amounts of tick or quote data
2) download tick data then download quote data or vice versa
3) use a bad exchange code or leave exchange code blank

Even if Openquant is locked up, it is still possible to run opentick's historical csv exe and get data. Here is a sample command:
HistCsv HistData.csv feed1.opentick.com 10010 username password /e EM /s /NQM7 04/02/2007 08:00 04/03/2007 18:00 /t

Symbols tested:
/NQM7 /ESM7 /ER2M7 (Exchange: EM)
/YMM7 (Exchange: EC)
DIA IWM (Exchange: T)
QQQQ (Exchange: Q)
SPY (Exchange: A)

Some of my problem was due to wrong exchange codes (I'm confused why some codes don't work for the symbol's listed exchange). Even with correct exchange codes, it usually stops responding on the second download. There is little or no network activity at any point for an unresponsive request. Abort does not work.

After many reboots and restarts I was eventually able to get Daily, Trade, and Quote data for April 2, 2007 - April 5, 2007 for the above symbols.

Configuration: Windows XP SP2, OpenQuant 1.0.29 P4 768MB Ram


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PostPosted: Mon Apr 16, 2007 1:00 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6808
Hi,

we have started a major refactoring of History data provider design, so that you will hopefully see improvements in a week or two.

Have you noticed a message on another thread from Keith Nelson regarding OpenTick and multithreading? Perhaps you will not experience such problems if you run one thread only.

Regards,
Anton


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PostPosted: Mon Apr 16, 2007 3:14 pm 
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Joined: Fri Feb 02, 2007 8:00 pm
Posts: 61
Location: USA
I was downloading 1 symbol at a time using only 1 thread for trade and quote data.

I'll look for that thread anyway, thanks. Looking forward to those improvements.

A few things on my wish list for data downloading since you're working on it:
It would be nice to be able to store several "download request" settings, and be able to quickly make adjustments to selected symbols and timeframes. It would also be great to have a "Bring up to date" feature that automatically requests recent data based on previously saved download settings. The ability to schedule this to run overnight and recover from errors would be a big plus.

-Jeremy


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PostPosted: Mon Apr 16, 2007 4:24 pm 
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Joined: Thu Dec 08, 2005 7:05 pm
Posts: 438
Location: Sydney, Australia
I have just downloaded 10 days of quote and trade data from OpenTick of QQQQ and that worked ok. I am trying the same now for GOOG (longer time span). But am convinced that will work too. I was wondering if it might be OpenTick, from past experiences I know OpenTick not beeing the most stable one, you can also choose a different server (I believe there are two servers listed in the properties). Also try some other symbols...

This is using QD but that has the same back end as OQ I believe.

Cheers,

-Mark


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PostPosted: Mon Apr 23, 2007 12:25 pm 
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Joined: Fri May 06, 2005 1:40 am
Posts: 520
jherr wrote:
Data download from OpenTick routinely causes Openquant to stop responding.


The other thread Anton was referring to is here

Many of these problems are Opentick server side since it is a very new service. Development is ongoing...


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