Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Can't import large quantity of tick data

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Can't import large quantity of tick data

    Trying to import a ~6GB file of ES tick data using NT 7 beta 3 with generate minute bars and generate day bars selected, and not having much luck.

    By the time I killed it, NT 64-bit was using 4GB RAM (VM size 4.2GB) but had only read 1.5GB and written < 1MB (i.e. almost nothing) according to Task Manager. I killed it as it had slowed to reading only 1MB ever ~3 seconds on a machine with 6GB RAM.

    NT 32-bit had the same problems except it used somewhat less memory (2.5GB RAM, 2.7GB VM) to read 1.4GB. Killed it as it also slowed to a crawl.

    Currently re-running it without generate minute bars & generate day bars selected and the RAM usage looks better (~1.5GB RAM to read 3.5GB), however it still seems to be trying to read everything into RAM before writing anything to disk, so I expect it will die eventually.

    Note the tick file is named "ES 09-09.txt" (i.e. the NT 6.5 name; the NT 7 docs suggest it should be called 'ES 09-09.last.txt').

    Can NT process the data in chunks rather than trying to read it all upfront? The current method doesn't scale well.


    -Swig-

    #2
    Just came across some other posts regarding data import problems, and see I may have jumped the gun a little.

    I'll try some of the suggestions in other threads and report back.

    Comment


      #3
      Please split up your import file to avoid the overload. Thanks

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by CarlTrading, 03-31-2026, 09:41 PM
      1 response
      47 views
      0 likes
      Last Post NinjaTrader_ChelseaB  
      Started by CarlTrading, 04-01-2026, 02:41 AM
      0 responses
      23 views
      0 likes
      Last Post CarlTrading  
      Started by CaptainJack, 03-31-2026, 11:44 PM
      0 responses
      33 views
      1 like
      Last Post CaptainJack  
      Started by CarlTrading, 03-30-2026, 11:51 AM
      0 responses
      50 views
      0 likes
      Last Post CarlTrading  
      Started by CarlTrading, 03-30-2026, 11:48 AM
      0 responses
      42 views
      0 likes
      Last Post CarlTrading  
      Working...
      X