Looking for a good off-the-shelf screener I can supplement with lots of code

Rocko Bonaparte · Jul 3, 2012

Quote from OpenQuant:

Hi,

please just make sure you don't override / insert data. This is a very slow operation due to streaming nature of OQ DB. If you always import data in chronological order, OQ should do it very fast, with 100K-1M+ ticks per second rate or so.

Regards,
Anton

That's pretty much what I think was going on. I couldn't figure out on the data manager where the prior import was, so I couldn't figure out how to delete it. So I guess I'm paving over it--someplace, somewhere. I'm still not sure exactly where. It looks like it was taking ~8 hours per 1 month, 1 minute bars for NYSE to import based on that.

Rocko Bonaparte · Jul 3, 2012

Quote from semaj68651:

trade-ideas.com offers custom programming you just have to ask for it

I glossed through their site and I'm not sure what exactly they're even offering. How does one even interact with their stuff?

OpenQuant · Jul 3, 2012

Quote from Rocko Bonaparte:

That's pretty much what I think was going on. I couldn't figure out on the data manager where the prior import was, so I couldn't figure out how to delete it. So I guess I'm paving over it--someplace, somewhere. I'm still not sure exactly where. It looks like it was taking ~8 hours per 1 month, 1 minute bars for NYSE to import based on that.

I would suggest to simply remove entire data series from OQ DB and import again. One month of 1min bars should take minutes if not seconds to import...