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BrokerHistory2: Increase Ticks to 17,000 or higher #468554
10/09/17 17:57
10/09/17 17:57
Joined: Feb 2017
Posts: 1,634
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,634
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: 1,634
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,634
Chicago
Attached is the script and its outputs.

Attached Files Capture.JPG
AllyTester006.c (252 downloads)
AllyTester006_outputs.zip (201 downloads)
Re: BrokerHistory2: Increase Ticks [Re: AndrewAMD] #468559
10/10/17 06:19
10/10/17 06:19
Joined: Jul 2000
Posts: 27,935
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,935
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: 1,634
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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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: 21
T
TipmyPip Offline
Newbie
TipmyPip  Offline
Newbie
T

Joined: Sep 2017
Posts: 21
Thank you, This would be great for long term strategies.

Re: BrokerHistory2: Increase Ticks [Re: TipmyPip] #470250
01/05/18 03:49
01/05/18 03:49
Joined: Feb 2017
Posts: 1,634
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Posts: 1,634
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


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