Database provider questions
Author: TCust
Creation Date: 3/9/2011 2:19 PM
profile picture

TCust

#1
Hello :)

How correct create streaming 1 Minutes RT from Database provider ?

1. In first step ( Creating a new DataSet ) we use table with 1 Minutes historical data. Timestamp's need have end of bar time or start bar time ?

2. In second step ( Setting up Streaming quotes ) we need use ( other ) table with 1 tick data for same Symbols ?

In this Streaming table we need have 1 ( one updated ) record's for each Symbols with last tick, or need have all ticks for each Symbols ?

3. We need add new bars 1M in history table ( 1 Minutes table ) for streaming chart's ?

1A. If we use only Ticks ( in history table ), how create 1-5 and other minutes time frame's, WLD not compress ticks in minutes on chart's ?
profile picture

Eugene

#2
Hi,

1. In Wealth-Lab, the bar is timestamped with the time at the end of bar.

2. No, doesn't have to be a different table. Allows to make the provider more flexible though.

If streaming bars are appended by your vendor to the same database as specified as your static data source, just repeat configuration steps taken when creating the static DataSet. Otherwise you need to specify a new table. Could be Tick, Second, Minute (preferred) etc.

In other words, all ticks/seconds/minutes etc. and their live updates can go to the same table OR these can be different tables (or databases, and even different database engines).

3. Could be in any supported bar scale.

1A. As far as my understanding of your question goes, you're having trouble compressing static Tick data into minute-based, right? Or is it streaming chart, or both?
profile picture

TCust

#3
Eugene Hello

1A. I create table with 1 Tick. ( In Static ) MS-SQL Server 2008

Chart's not compress in other time frame's, if use Scale. Now test.

I change Scale on minutes, but Chart's display Tick.





MYWLD Table:





profile picture

TCust

#4
I create Streaming on same table where have Static ( Tick's history data + new Ticks )

Not compress Static ( history Tick's ) into minutes.

Streaming compress new Tick's


profile picture

Eugene

#5
I'm not sure it has to do with the Database provider: its job is to load the original data by WL's request, and WL6 is to perform compression. As far as I can tell, the ASCII provider might have a similar issue since the ability to compress ticks to minutes has been deliberately disabled there. Try with a CSV file containing tick-based data and you'll see a warning message. Note that you can not even invoke the Chart Scaling popup on a tick chart. Minute based data has no such restrictions. I guess Tick data is not popular/requested feature; nevertheless, marking it for investigation later.