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Bad advice! What you describe is very inefficient memory-wise and does not scale. It is better to load parts of the data set into memory, do as much processing as possible, with cache efficient code, accumulate results in memory or disk, repeat.... A basic understanding of disk<->memory<->L*...

Won't scale. Try doing that for tens of billions of data points.

Flat binary files with a fixed record length, and appropriate record length. I.e. Don't waste space and bandwidth with 8 byte doubles unless that precision is needed. Data representable in 1 or 2 byte records can really fly off the disk and into the CPU. Fixed length binary formats permit rapid...

Effective caching in memory will ALWAYS help. Yes. See this post for information on effective algorithmic improvements: http://www.elitetrader.com/vb/showthread.php?s=&postid=594912#post594912 Are you talking about profiling? One should always profile their code. Here is a nice and inexpensive...

But I'll disagree slightly on one point... Your argument is probably only correct for poor designs. Any sensible programmer nowadays designing a system for real time processing of multiple market data will naturally code it as a modular, multi-threaded or multi-process architecture, perhaps with...

Yeah you do run a massive quantitative operation. Are you having to prune your list of symbols or calculations to best balance computational limits with expected or actual profitability? I am in this situation. Even though I only consider ES, NQ, 6E and ER2 currently, I can theoretically...

Nitro, Seeing as you require massive real time efficiency and performance, why not operate a cluster of single or dual CPU machines? You once mentioned that you gather a ton of statistics during the day. Are you using all of these statistics to trade? Is it possible to precisely log your...

A few hours to whip something up using the Matlab sockets package. It won't be efficient and won't scale to more than a few symbols. It is better to implement the socket (and buffering if necessary) logic in C and then call the DLL from Matlab. Or something like that.

Speaking of Q/A and attention to detail, all motherboard manufacturers, Tyan included, need to document BIOS settings much better. The manual that came with my Tyan K8W MB was a whole 63 pages long. Only two pages were devoted to node/bank interleaving and ECC settings, neither of which are...

Doh! I missed that. Smart choice.

I’ve attached my timer report. Your quad system probably gets lower overheads due to its higher clock speed. My CPUs run at 1.6 GHz. What CPUs are you using? 850s? Yesterday I added 1 GB, 2x512MB to my existing 4x256MB (two per cpu). First I move 2x256MB from CPU1 to CPU0, then install the...

The VI Water and Power Authority (WAPA) claims it is 5 to 10 times as expensive to install underground power versus overhead power, per mile. They claim to not have enough money. I doubt both claims. They are horribly inefficient. WAPA charges $0.18 per kilowatt-hour and can get it’s fuel oil...

St. Croix is becoming hurricane-resistant after all the storms that hit in the '90s. Buildings are better constructed now. Most have concrete walls, some with concrete roofs. Wood frame buildings are rare. One resident had a wood frame cottage. He knocked it down prematurely and plans to build...

Speaking of hurricanes: http://www.gfdl.noaa.gov/~tk/glob_warm_hurr.html http://www.washtimes.com/upi-breaking/20040912-080434-9518r.htm While the experts are divided on whether hurricane frequency is increasing, most agree that rising ocean temperatures will at least increase hurricane...

Yeah. Speed of prototyping is mainly why we use these tools. Code the performance critical stuff in C anyway. Matlab really needs some kind of layout editor for arranging editable figures along with text. I tend to be limited by processing speed. Although I sometimes wish this wasn’t...

Incredible! I have always been impressed with QT's richness of features. I developed my original system ideas while trading with QT doing the charting. As much as I would like to provide everyone with a Matlab connector, I don't have the time currently to write a proper, efficient...

Maybe we can persuade Jerry Medved to write a sockets-based interface to export real time QuoteTracker data into Matlab? That would be extremely useful.

Experiment with both. Try to code it yourself, and fall back on the built in functions if you need to. Consider using http://www.gloriosia.com/ for the datafeed API, and for example indicator code.

Sound recording would be the least intrusive... best chance of success. Of course it would be great if you could capture video or still shots too.

Since this is a free event could you bring a DAT/MP3 recorder and send us an MP3?