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[User Discussion] - Replay of long-term tick charts

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[2020-02-06 14:59:42] #1 [Go To First Post]
User462086 - Posts: 188
Hi, I'm struggling while replaying tick based chartbooks using the replay all charts in chartbook feature. A few charts in each chartbook have as much as 2 years of data on them with studies requiring VAP calculations. These charts take a few minutes to load. Most clicks on the replay dialog box force reloading of the chartbook so documenting 3 trades can take over an hour (if you can believe it)...and it's amazingly mind numbing taking a screenshot after the first load, then waiting a few minutes for the chartbook to reload, then taking another screenshot, then waiting another few minutes for the chartbook to reload, etc. Compressing intraday tick data to a time-based bar will result in a loss of precision for the VAP based studies. What do you suggest? Can scid files be created? If so, a study could be used to write out a new file implementing custom data compression. Alternately, since chart loading time seems to be spent mostly on the decompression of scid files, is there a way to decompress them once for a single session of Sierra Chart? Many thanks!!

[2020-02-07 14:16:38] #2 [Go To First Post]
User462086 - Posts: 188
Found this: Intraday Data File Format If there's a better way to increase the performance of the replay function please let me know. Update: Just tried manually decompressing the scid files on disk before loading a chartbook and using replay. Compared the load times against the load times using the default compressed files and there was no significant difference. Date Time Of Last Edit: 2020-02-08 05:28:38

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