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Date/Time: Thu, 02 May 2024 16:18:08 +0000



Post From: S&P Data Files are too big compared to other symbols

[2020-11-25 19:11:10]
Ernie Doo - Posts: 46
Dear SC team,

I noticed during developing some ACSIL algorithms that when I run tests under DAX (symbol FDAX) the time it takes me to complete a replay (back-test) of 1 year is almost half the time I need to complete the same test for S&P (Symbol ES). I also noticed that the data files stored in my computer for DAX are 150MB size in average, while for S&P the size of the data files is at least 10 times bigger, around 1.5GB. So I am guessing that I have somewhere in SC a box ticked for S&P to save DOM data or something similar. I have looked everywhere but found nothing.

Does it make sense what I am saying? Can you think of another reason why would it take me almost twice the time to run a test on S&P compared to DAX?

Thanks!
Ernesto