I'm working on collecting 1-minute bars for the NASDAQ 100 using TradeStation as the historical data provider. The load process is extremely slow. Here's what I'm seeing:
- I let the process run for 9 hours (last night). 30 symbols were loaded in this time.
- I am now adding a few symbols at a time. It takes a couple hours to collect < 10 symbols.
- WL has a very large amount of RAM allocated during this process. At time over 24gb is allocated, but typically closer to 18gb. At times, my system becomes unstable due to memory pressure.
Advice? Should I not be using TradeStation HDP for 1-minute bars? Or is my experience not normal; meaning I have something configured incorrectly?
- I let the process run for 9 hours (last night). 30 symbols were loaded in this time.
- I am now adding a few symbols at a time. It takes a couple hours to collect < 10 symbols.
- WL has a very large amount of RAM allocated during this process. At time over 24gb is allocated, but typically closer to 18gb. At times, my system becomes unstable due to memory pressure.
Advice? Should I not be using TradeStation HDP for 1-minute bars? Or is my experience not normal; meaning I have something configured incorrectly?
Rename
Tradestation is slow in my experience loading historical data. Much slower than other providers like Tradier and IQFeed. IB is also very slow.
The good news is that once you've downloaded those bars, you don't have to do it again.
That is definitely good news. I'm glad WL persist this data. It is likley to take me 3 days to get the NASDAQ 100 1-minute bars.
I probably should go with Glitch's advice and look into Tradier and/or IQFeed.
I probably should go with Glitch's advice and look into Tradier and/or IQFeed.
Tradier is good for streaming but not doesn't have a lot of backfill history. if that's what your after IQFeed is the way to go.
All About WealthLab Intraday and Realtime Data Providers
All About WealthLab Intraday and Realtime Data Providers
You may want to add a footnote on this one. TS is fast when collecting daily data, but 1-minute bar data collection is super slow.
Wilco. That was admittedly a guess. I'm surprised to get the news.
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