Size of data downloads
Author: sedelstein
Creation Date: 10/21/2013 11:34 AM
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sedelstein

#1
I searched the forums without success

I will be traveling out of the US where data / phone charges can be pretty expensive. I was planning to use the mobile hotspot on my smartphone rather than purchase expensive hotel internet.

I was curious as to how large the data downloads were if I were to say, download all NYSE stocks from the Fidelity data provider. For example, let's say it's 3-4,000 symbols.

If this has been posted before, please let me know what keywords were used so that I can improve my search technique

Thanks for the help.

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Eugene

#2
First, to download from scratch or just to update an existing set? The latter would generate just a fraction of the initial download's traffic. Here comes the key factor: what is (or are) the bar scale(s)? A daily update size, naturally, takes less than an intraday update would.

Assuming there's no streaming, fundamental and any other consumers, I'd estimate the size of a Daily update for a symbol to be well under 1 KB (more likely a couple hundred bytes), or a few Megabytes in total. Multiply that by the number of bars in your intraday bar scale, and you'll figure out the size of intraday update.
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sedelstein

#3
Yes, I forgot to mention frequency, consumers etc...

For traveling, I will pare down the dataset to 4,000 symbols, daily frequency, just updating existing set so assuming 1/2 kb each, that's 2MB

Pretty small. Verizon wants $20 for 100MB for a month (with a pro-rating option available) Hotel offers $20 / day unlimited (but who knows how good their speed is)

Thank you for the help. Hopefully the profits using WL pay for the trip (and any possible casino losses as well) ;->)