ET traders fully automated

[Frey]

Quote from squeeze:

Presumably you are using FAST for compression/decompression to and from the database?

That's correct. I actually don't know what my avg. record set is and doesn't make much sense to determine this that way because it largely depends on the type of record set. Book or OPRA feed generally requires more space than lvl1 equities feed. If you'd ask about compression rate, I think I'm somewhere in the 60-75% range compared to my older binary database with an about 50% performance gain for compression and 40% for decompression.

 

[Paccc]

Quote from squeeze:
What is you average record size in the database?

I use MySQL and mainly store Level 1 data for index futures contracts. The average size is ~400 MB and 12 million records for one table. The table contains 6 months of data, from when the contract is first listed until it expires and contains timestamp, trade price and size for tick data and timestamp, bid/size and ask/size for BBOs.

- Paccc

 

[jdaytrader]

My firm can fully automate any strategy written in either eSignal or Tradestation and execute it through the ANVIL platform.