Real Time Data Now / Nest Trader to Amibroker, Fcharts

Salute! I want to report here that it took me about one and half an hour to backfill just one script : 5100 second to be precise as I was backfilling yesbank data of last few days. As such RTD is working fine otherwise. Why is it so slow in backfilling. Earlier version never took more than a few seconds. I am using laptop with Core2duo processor 64 bits and 4GB RAM. My Zerodha Nest Trader is 3.16.0.4. I was backfilling amibroker 32 bits through RTD 1.60.
How can I make it faster backfilling?
Is there a way to backfill more than 15 days data?
Thanks in avance for all the great works being done on this forum and special thanks n gratitude to Josh and his team.
 
Last edited:

josh1

Well-Known Member
Salute! I want to report here that it took me about one and half an hour to backfill just one script : 5100 second to be precise as I was backfilling yesbank data of last few days. As such RTD is working fine otherwise. Why is it so slow in backfilling. Earlier version never took more than a few seconds. I am using laptop with Core2duo processor 64 bits and 4GB RAM. My Zerodha Nest Trader is 3.16.0.4. I was backfilling amibroker 32 bits through RTD 1.60.
How can I make it faster backfilling?
Is there a way to backfill more than 15 days data?
Thanks in avance for all the great works being done on this forum and special thanks n gratitude to Josh and his team.
Provide snapshot of settings window.
 

josh1

Well-Known Member
Ok, Sir. Here is snapshot of Setting window View attachment 33331
keep Plus data table delay = 20. Try another backfill. If your PC takes more than 2 minutes for backfilling 22 days of one scrip, your PC is busy with some other job in parallel. It could be a virus also.
Check free memory available in Task manager.
 
Hey, rtdman gets realtime ticks from RTD server created by NEST/NOW. We get the ticks through callbacks from RTD server so it probably gets all of them that NEST/NOW sends. We get max say 3-5 ticks a second, RTDMan will accumulate them and send to AB periodically as defined.

There should be no missed ticks, but there is limit on how many ticks NEST/NOW can get real-time in this way. We are only getting some ticks from sampled data. This is generally good enough for me. What i also do is backfill from vwap stats ( or DT) as needed. Even this data wont be perfect but its the best possible from Nest/NOW and i am happy with it. Sometimes my order gets executed without price getting hit in charts, i just accept it as unavoidable and it does not matter. There is no perfection in trading either ...

Paid realtime feeders will probably also have some sort of automatic backfill integrated as network cant get all ticks in realtime.
And I dont know if they do, but they could have better sampled data ( ie better backfilled data).

Edit -

I dont use RTD, so not familiar with this. If backfill causes some lost ticks, one possible issue could be due to backfill not having last few ticks.
This will only cause issue if backfill deletes data or uses TICKMODE 1. So if backfill has data till 10:05 then the ticks since 10:05 till now get lost.
I do use TICKMODE 1 and so what i do is to merge the backfill data with the missing ticks before importing in AB. RTDMan has option to export prices which can be used for this.
Hey TracerBullet How come you say you dont use RTD - you the creator of this nice softy .. then what do you use to get realtime data into amibroker? I am facing a lot of problem with Zerodha Nest 3.16 and RTD 1.6. Earlier it was all so nice and well and manual and so smooth and trouble free - everything worked so fine. Please enlighten us
 

TracerBullet

Well-Known Member
Hey TracerBullet How come you say you dont use RTD - you the creator of this nice softy .. then what do you use to get realtime data into amibroker? I am facing a lot of problem with Zerodha Nest 3.16 and RTD 1.6. Earlier it was all so nice and well and manual and so smooth and trouble free - everything worked so fine. Please enlighten us
joshi has written RTD, my only contribution is RTDMan which RTD uses internally.
I use my own tools, but RTD is what people should use. I dont know about zerodha issue, best to use NOW - it is much more stable than zerodha.
Also - maybe it helps - for my own use i prefer vwap stats to Datatable, it is faster and more reliable. Although sometimes have to use DT
 
joshi has written RTD, my only contribution is RTDMan which RTD uses internally.
I use my own tools, but RTD is what people should use. I dont know about zerodha issue, best to use NOW - it is much more stable than zerodha.
Also - maybe it helps - for my own use i prefer vwap stats to Datatable, it is faster and more reliable. Although sometimes have to use DT
Thanks for prompt reply. Can we use vwap stats for many days of backfilling? I always thought vwap stats is only for intraday backfill as the definition of vwap goes. Can we have separate latest RTDMan file where we could do backfilling manually as we used to do earlier? Thanks in advance.
 

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