Shubha downloader beta launched

For real time data which terminal Shubha downloader should support?


  • Total voters
    58
  • Poll closed .

Vertigo_1985

Well-Known Member
If Symbol is not in marketwatch then you are bound to get error from terminal.
If Shubha RT requests a symbol and it's not there in your marketwatch then your terminal will definitely give error. It's not RT issue.
tried with symbol in the terminal, it gave error sometimes and sometimes not.
Volume still an issue. The refresh rate isn't working i think, changed 3 to 5 still it updated amibroker quotes with same speed(time difference between quote in NEST and in amibroker was almost 1 second in both of them).
Once we start RT then it gets frozen, so we cannot stop RT and have to close it from task manager.
What's your CPU and how much it's average usage have been during RT run ?

Regards
 

mrkanitkar

Well-Known Member
tried with symbol in the terminal, it gave error sometimes and sometimes not.
Volume still an issue. The refresh rate isn't working i think, changed 3 to 5 still it updated amibroker quotes with same speed(time difference between quote in NEST and in amibroker was almost 1 second in both of them).
Once we start RT then it gets frozen, so we cannot stop RT and have to close it from task manager.
What's your CPU and how much it's average usage have been during RT run ?

Regards
If RTD server provides data for symbol, we just pull it. If some error comes from RTD, it's never specific to symbol. At times we found NEST RTD returns errors. We have handled all possible errors in upcoming build (coming next week).
Regarding application freeze, we will fix this no issue. We have seen processor usage up to 10%.

BTW: our test machine is having following config.
Processor : 3rd gen Intel I5 with quad core or I7 with 8 core.
Ram: 1600 Mhz DDR 3, 8 GB or 16 GB.
OS: windows 8 64 bit.
Network - 3G and BSNL broadband.
We also test on windows 7 (32 bit), windows XP SP3.

Regarding refresh rate: refresh rate is by last traded time with either increase in volume or price. If we do not find any change in these values from RTD, we do not send any data to AMI. The reason is time stamp is not by local machine time stamp and it's LTT. So refresh rate is purely depend on two things 1. User defined refresh rate in seconds 2. Actual refresh happens based on change in LTT, Volume, LTP. Application would check updated at user defined refresh rate and if found change in LTT or Volume or LTP then only data will be pushed to Ami.

If we take system time as time stamp, then even if no trade takes place user will get LTP, Volume of old data. This will give wrong / bad ticks.

At same time, let me tell you Amibroker data format does not support milliseconds as data format, so what is going to happen is you will see data with same time stamp in AMI means, you will see 9:20:10 as time stamp for more trades. The only thing would happen is you will see multiple ticks if you select tick format, we have enabled it.

Another issue if we start pulling data at higher rate means say 100 milliseconds refresh rate, NEST does not support that speed, it crashes. NEST can not handle it. Second issue is if you have say 40 symbols in list, you can not get refresh of 40 symbols with speed of 100 milliseconds refresh. This is due typical system response you get from NEST and windows. For each symbol it will take some time to return values. You can not get data of say 40 symbols from NEST at refresh rate of 100 milliseconds. Our experience is this does not fly very well even with 1 second refresh rate with NEST for large symbol list. NEST crashes if our refresh rate is too fast as it does not support such. This may be because NEST is not designed for data vending.

We will release Amibroker RTD plugin in 10-15 days. This has very good performance. We are testing it. We are working with Amibroker for certain process and certification. If we see some extra payments to be made to third party for it (approval and certification), we may end up asking for one time fix donations from users. The Amibroker RTD plugin will have backfill from google IEOD. This will be real boon for community.
 

Vertigo_1985

Well-Known Member
If RTD server provides data for symbol, we just pull it. If some error comes from RTD, it's never specific to symbol. At times we found NEST RTD returns errors. We have handled all possible errors in upcoming build (coming next week).
Regarding application freeze, we will fix this no issue. We have seen processor usage up to 10%.

BTW: our test machine is having following config.
Processor : 3rd gen Intel I5 with quad core or I7 with 8 core.
Ram: 1600 Mhz DDR 3, 8 GB or 16 GB.
OS: windows 8 64 bit.
Network - 3G and BSNL broadband.
We also test on windows 7 (32 bit), windows XP SP3.

Regarding refresh rate: refresh rate is by last traded time with either increase in volume or price. If we do not find any change in these values from RTD, we do not send any data to AMI. The reason is time stamp is not by local machine time stamp and it's LTT. So refresh rate is purely depend on two things 1. User defined refresh rate in seconds 2. Actual refresh happens based on change in LTT, Volume, LTP. Application would check updated at user defined refresh rate and if found change in LTT or Volume or LTP then only data will be pushed to Ami.

If we take system time as time stamp, then even if no trade takes place user will get LTP, Volume of old data. This will give wrong / bad ticks.

At same time, let me tell you Amibroker data format does not support milliseconds as data format, so what is going to happen is you will see data with same time stamp in AMI means, you will see 9:20:10 as time stamp for more trades. The only thing would happen is you will see multiple ticks if you select tick format, we have enabled it.

Another issue if we start pulling data at higher rate means say 100 milliseconds refresh rate, NEST does not support that speed, it crashes. NEST can not handle it. Second issue is if you have say 40 symbols in list, you can not get refresh of 40 symbols with speed of 100 milliseconds refresh. This is due typical system response you get from NEST and windows. For each symbol it will take some time to return values. You can not get data of say 40 symbols from NEST at refresh rate of 100 milliseconds. Our experience is this does not fly very well even with 1 second refresh rate with NEST for large symbol list. NEST crashes if our refresh rate is too fast as it does not support such. This may be because NEST is not designed for data vending.

We will release Amibroker RTD plugin in 10-15 days. This has very good performance. We are testing it. We are working with Amibroker for certain process and certification. If we see some extra payments to be made to third party for it (approval and certification), we may end up asking for one time fix donations from users. The Amibroker RTD plugin will have backfill from google IEOD. This will be real boon for community.
I would like to thank you again for your time and effort.

Regarding refresh rate - So as per my understanding it depends on LTT, LTP, Volume and refresh rate. If any of first 3 changes then it is sent to amibroker
in fixed intervals(given in drop down choice) . So if i choose 3 seconds as refresh rate then it will check for change in LTT, LTP, volume every 3 seconds. Please correct me if i am wrong.

Data speed is fine in my opinion.

My machine is older(core2duo), maybe that's why it's not able to handle it well. Maybe Amibroker RTD plugin would be suitable for it.

About backfill from google, currently i use excel sheet for backfilling and live data from NEST. The thing is that if we try to backfill this same database with google then it forms overlapping candles due to some data difference between google and NEST. This overlapping though, is not visible in timeframe more than 3 minutes.Get live data from NEST and then backfill it from google and check 1 minute chart, one cannot trade with it.

Regards
 
Last edited:

lvgandhi

Well-Known Member
I could install it now and found all options in ShubhaRT tab. But for NOW, when I click find symbol, symbol list is not showing anything. I clicked the selection box. Even then no symbol list is showing. I just saved to see any symbol list is saved. But list is empty. I added manually BANKNIFTY13AUGFUT in the list. Still no symbol appears and when I press start RT, ami is started but no symbol appears.
Mr.Kanitkar,
Can you throw some light ie probable reasons for the above problem?
 

mrkanitkar

Well-Known Member
Mr.Kanitkar,
Can you throw some light ie probable reasons for the above problem?
In technical terms, it's not able to find coordinates of terminal. This is because every user changes location and size of windows within terminal.
Find window option needs terminal in back with full screen.

Solution: We already build solution on this. It's in test cycle. We will give option to select terminal. This is done. Hopefully will release next weekend.
The open item is we have to fix all other reported bugs in RT before next weekend, then only we will release this fix.
 

mrkanitkar

Well-Known Member
Regarding refresh rate - So as per my understanding it depends on LTT, LTP, Volume and refresh rate. If any of first 3 changes then it is sent to amibroker
in fixed intervals(given in drop down choice) . So if i choose 3 seconds as refresh rate then it will check for change in LTT, LTP, volume every 3 seconds. Please correct me if i am wrong.

--
Ans--Yes. it will check for change in LTT, LTP, volume every 3 seconds and if found anything changes from LTT, LTP, Volume then will send to AMI.
------------------------
About backfill from google, currently i use excel sheet for backfilling and live data from NEST. The thing is that if we try to backfill this same database with google then it forms overlapping candles due to some data difference between google and NEST. This overlapping though, is not visible in timeframe more than 3 minutes.Get live data from NEST and then backfill it from google and check 1 minute chart, one cannot trade with it.

--
Ans- We tried NEST backfill, at times it gives bad ticks. Google backfill is alternative if user does not have old data. Data merge would be tricky. We expect user to use it effectively. Google will give 1 min. data. Suppose user does not have data for yesterday only, he can download only yesterday's data from google and import. Using excel is also great option.
 

gambler

Well-Known Member
How can we backfill futures data from google. Kindly try to give backfill option from now, nest and odin.

Regarding refresh rate - So as per my understanding it depends on LTT, LTP, Volume and refresh rate. If any of first 3 changes then it is sent to amibroker
in fixed intervals(given in drop down choice) . So if i choose 3 seconds as refresh rate then it will check for change in LTT, LTP, volume every 3 seconds. Please correct me if i am wrong.

--
Ans--Yes. it will check for change in LTT, LTP, volume every 3 seconds and if found anything changes from LTT, LTP, Volume then will send to AMI.
------------------------
About backfill from google, currently i use excel sheet for backfilling and live data from NEST. The thing is that if we try to backfill this same database with google then it forms overlapping candles due to some data difference between google and NEST. This overlapping though, is not visible in timeframe more than 3 minutes.Get live data from NEST and then backfill it from google and check 1 minute chart, one cannot trade with it.

--
Ans- We tried NEST backfill, at times it gives bad ticks. Google backfill is alternative if user does not have old data. Data merge would be tricky. We expect user to use it effectively. Google will give 1 min. data. Suppose user does not have data for yesterday only, he can download only yesterday's data from google and import. Using excel is also great option.
 
Shubha downloader does not support ninjatrader i believe when i downloaded the new version it does not show in the settings but in the youtube help file it shows..

Request the subhalaabh to include ninjatrader for RT , from nest to ninja

Thanks
Aloakdutt
 

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