- ago
What is the maximum number of symbols does the Strategy Monitor can process for a strategy that runs at 5 minute time scale.
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- ago
#1
As you may realize, there is no hardcoded number and it depends on different factors. Could you elaborate a bit on why you're asking?
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- ago
#2
Thanks Eugene. If I have 3000 symbols that I need to be able to updated properly within a 5 minutes window in the Strategy Monitor - would this be possible? Given that IQFeed allows a maximum of 500 symbols simultaneously downloaded for its core members and assume that there is no speed limit due to CPU power.

When IQFeed says it limits to 500 symbols download simultaneously - is this mean it caps the speed at 500 symbols/min or 500 symbols/sec?

Assume there is no speed limit from IQFeed, is there any speed limit from the Strategy Monitor?
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Glitch8
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- ago
#3
Yes, there is a practical limit of course. You need to determine what that is for your configuration, because its dependent on RAM and CPU. I think running 3,000 symbols in one SM 5 minute is very optimistic. We've had consistent success locally in the range of 500. You might break them into chunks and/or run on separate processes or even machines.
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- ago
#4
In WL6, with Cone's suggestions, 500 symbols broken into 10 chunks run in parallel and able to finish in around 1 minute. It would be nice to push this limit further into 3+ thousands symbols ideally in 5-10 minutes window in SM. 500 symbols is the max limit IQFeed allows to run simultaneously, but in this case, it is beyond 500 symbols, then how the speed is being limited by IQFeed? so far, I have not seen speed limitation with the hardware.

Does SM in WL7 has improvement over that in WL6?

The goal is to try to find an approximate optimal max number symbols that can be updated and process within a certain time window says 10 minutes in SM. I might have noted that if I jammed 3+ thousands of symbols into multiple 10 of chunks that run in parallel in SM, the hardware utilization is dropping (i.e., it might not utilized efficiently) vs the case when the number symbols is limited to 500 - it seems that the speed might be is limited by some software overhead. Thanks.
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