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[amibroker] Re: erratic eSignal backfill



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Herman,

I'm still thinking about this one ... it would be nice to know the 
cause before trying to work around it.

I did two tests today:

- 600 symbols (S&P500 plus a few) ... 3000 * 1 min bars == 6 days == 
93kb per bar ... downloaded all OK .... eS DataManager popped up a 
warning at approx 30/60/90% of download == every 200 symbols ... I 
clicked OK and the download sailed on .... it would have kept going 
even if I hadn't acknowledged the popup.

- 500 symbols (S&P) ... 100,000 * 1 min bars == 208 days == 3125KB 
per bar == way over the max possible bakfill (approx 6 months for 1 
min bars) ... download locked up after only 4% == approx 20 
symbols ... this is way below the cumulative byte for 200 symbols * 
backfill limit .... no warning about exceeding symbol limit.

I am not sure about what the cause is ... eS fault, AB plugin fault 
OR throttling by eS OR something else.


brian_z

--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> I use eS - I am not a heavy user or particularly knowledgeable.
> 
> I have also had this occur.
> 
> I concluded it was because I was exceeding my symbol limit.... I 
was a 
> bit surprised about this.
> 
> eS allow unlimited symbols, theoretically, but only x number at a 
time 
> (I have the base 200).
> 
> I expected to be able to backfill (exploration) with an unlimited 
no. 
> of symbopls because it is not using them simultaneously (streaming) 
as 
> per the quote window ..... the AB manual says that the AB plugin 
> rotates a symbol out of the list as it is filled and enters the 
next 
> one .... logically I assume the plugin can present the request to 
eS 
> servers one symbol at a time so why should it lock up on excess 
symbols?
> 
> Anyway, it does.
> 
> I didn't reach a conclusion whether the AB plugin wasn't doing what 
the 
> manual said it would or if I was misunderstanding something.
> 
> I think eS is cutting off the download.
> 
> The only solution I found was to batch the download via watchlists 
(as 
> per D's suggestion) ... I do manually turn off the plugin after 
each 
> batch ... not sure if I need to .... instinct told me to do that 
and I 
> didn't push it because of the effort required.
> 
> Perhaps you could check with AB support if the symbol rotation 
feature 
> was/is/should be working OR has that been discontinued for some 
reason.
> 
> I believe it would work if you find a way to auto start AB and 
batch 
> explore etc
> 
> brian_z
>



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