the need for speed: tick data retention / Recalculate options / Consolidated Tape

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Sat, 06/30/2018 - 11:19
#1
ctj0601
Last seen: 5 years 2 months ago
Joined: 11/10/2011 - 00:00
the need for speed: tick data retention / Recalculate options / Consolidated Tape

Hi,
The context of my questions below is the real time chart drawing performance during live markets.
Assume a high end pc is running IRT, the charts are either ES or NQ using pnf or zigzag periodicity, and 4-8 indicators are set to Recalculate every 1 tick...

Question 1:
Does storing more tick data have a direct relationship to system wide performance? Say a chart views the last 10 days. Will storing 20d/50d/100d of tick data cause increasing overhead / performance impact to drawing the same 10 day chart ?

Question 2:
Within an indicator, in the options for Recalculate Every ->Ticks, a zero is allowed to be used. Is there a difference between "Recalculate Every 0 ticks" verses "Recalculate Every 1 ticks"?

Question 3:
Some of the RTX extensions such as IsPaintIndicator, IsPriceVolumePattern can call custom indicators. Is the Recalculate rate set within an RTX extension applied to the custom indicator(s) it calls?
Two different examples (assume the RTX extension is set to Recalculate every 1 tick.)
- In the case of IsPriceVolumePattern (P1 Price > Indicator * 1) the custom indicator must be manually added to the chart and is visible via the Chart Element Manager. My guess is I would also need to ensure the Recalculate Every 1 Ticks rate is set within that custom indicator added to the chart.
- In the case of IsPaintIndicator (Bands style calling 2 custom indicators) you dont see the referenced custom indicator(s) which it calls in the Chart Element Manager. Would those custom indicators be recalculated at the rate set in the parent IsPaintIndicator RTX extension?

Question 4:
Im currently using OEC data with DTN MA backfill. Would switching to DTN Iqfeed and enabling IRT's Consolidated Tape (https://www.linnsoft.com/videos/consolidated-tape) be a real time performance improvement to chart drawing with indicators set to Recalculate every 1 tick?

Question 5:
Ive read about Smart Tick Compression (https://www.linnsoft.com/support/smart-tick-compression) . Assuming i dont use any IRT features which are adversely impacted by Smart Tick Compression, and compared to enabling the Consolidated Tape, would enabling this feature have better/worse/same real time performance improvement to chart drawing with indicators set to Recalculate every 1 tick?

thanks in advance!

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