@botany02 Does deleting the quotes unsubscribe it or we have to call UnSubscribeQuotes function, as some scrips which I added yesterday in MarketWatch and are not today's MarketWatch... they are getting downloaded in TickData folder which can consume resources?
And by the way, how Settings > Logging > Ticks (TickData folder) useful?
@EquityOnSMS You need to call UnSubscribeQuotes to remove it from websocket data subscription.
Tick data consumes large storage space. For Example, a liquid stock will take appx 6.5mb of file size for whole market hours. If necessary, then only store data.
It's up-to the user how he consume it. Example use case: Can import that to AmiBroker for analysis and back-testing. can use to back-test excel systems
We have another usage for the tick data. We plan to add a market simulation in future in which the whole market hours (6.25 hrs) is replayed as it is. Exact ditto of what happened in the morning. This is possible because we have logged each tick received. So you can again test your strategy.
Bringing Market Simulation is an excellent idea to back test the strategies on the excel system itself. we are quite eager to get this feature.
However appreciate if could you clarify which tick data feilds actually logging? whether all the default feilds of a symbol? or the feilds only those are called in excel using GetRtd method?
Futher these symbol wise tick data files do not have column headers, hence difficult to correlate the values to thier respective data feilds. is that possible to get column header feild added?
You need to call
UnSubscribeQuotesto remove it from websocket data subscription.Tick data consumes large storage space.
For Example, a liquid stock will take appx 6.5mb of file size for whole market hours.
If necessary, then only store data.
It's up-to the user how he consume it.
Example use case:
Can import that to AmiBroker for analysis and back-testing.
can use to back-test excel systems
We have another usage for the tick data.
We plan to add a market simulation in future in which the whole market hours (6.25 hrs) is replayed as it is. Exact ditto of what happened in the morning. This is possible because we have logged each tick received. So you can again test your strategy.
Respected Sir,
Bringing Market Simulation is an excellent idea to back test the strategies on the excel system itself. we are quite eager to get this feature.
However appreciate if could you clarify which tick data feilds actually logging? whether all the default feilds of a symbol? or the feilds only those are called in excel using GetRtd method?
Futher these symbol wise tick data files do not have column headers, hence difficult to correlate the values to thier respective data feilds. is that possible to get column header feild added?
Every field is logged including the market depth irrespective of what you have in RTD.
We intentionally left the header to avoid overhead while parsing.
You can get the sequence here (Refer Remarks section)
The sequence is fixed, so you can code and associate accordingly.
Respected Sir,
Noted and Many thanks for reply