Why it seems to take forever to get some simple tick data

[maxsong]

As a new comer trying to get familiar with API, I compiled the sample C++ application of DesktopAPI without any problem.

Also, it runs very fast to get minutes/daily data. However, when I tried to get some tick data, it totally failed. It just does not move at all even though I just tried to get as few as five ticks. Also I am doing this Saturday night and the server should have the least load.

Here was the following input I used:

symbol interval barTypes Number of Bars start time end time
qqqq 1T 5 -1 -1


Also
ge 2T 10 -1 -1


Did I miss something here? As I watched Windows Task Manager, I noticed that the application memory kept increasing close to 40 mb before I killed it.

It looks like that something is wrong here. Please give some feedback ASAP as I am considering to move from TradeStation to eSignal.

Thanks.

Max

ps. I also noticed the same function call can have very fast response for min data (removing "T" from the above, I could get data back in seconds). I'm really wondering what kind of process the API is going through for such a SLOW and unbearable performance of tick data request?!

[DionLoy]

The Desktop API uses out of process COM, which isn't the most efficient at moving around large blocks of data. Tick data download is huge, compared to bar data. As well, tick data can only be downloaded in day increments, ie even though you asked for just 5 bars, the software has to grab a full day's worth of ticks from the server, which can run into the many megabytes of data depending on the symbol.

Have you considered using the tick history request rather than the bar request? (I think it's RequestTimeSales ?).

[JimBecker17]

Originally posted by DionLoy
The Desktop API uses out of process COM, which isn't the most efficient at moving around large blocks of data. Tick data download is huge, compared to bar data. As well, tick data can only be downloaded in day increments, ie even though you asked for just 5 bars, the software has to grab a full day's worth of ticks from the server, which can run into the many megabytes of data depending on the symbol.

Have you considered using the tick history request rather than the bar request? (I think it's RequestTimeSales ?).

Actually I've been amazed how quickly eSignal will retrieve todays tick history (RequestTimeSales) for most symbols. For the non-major stocks just a few seconds. It is astounding.

The gigantic bottleneck is moving the tick data across the COM interface one element at a time....

-Jim