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Search: Posts Made By: Big Mike
Forum: Platforms and Indicators July 17th, 2012, 12:29 AM
Replies: 40
Views: 27,406
Posted By Big Mike
Have documented entire process here, ongoing: ...

Have documented entire process here, ongoing:

https://nexusfi.com/elite-circle/21664-using-mysql-storing-tick-data.html

Mike
Forum: Platforms and Indicators December 6th, 2011, 06:37 AM
Replies: 40
Views: 27,406
Posted By Big Mike
It is in the back of my mind, but not something I...

It is in the back of my mind, but not something I am working on.

Mike
Forum: Platforms and Indicators December 5th, 2011, 04:21 AM
Replies: 40
Views: 27,406
Posted By Big Mike
I had it working over 2 years ago with...

I had it working over 2 years ago with NinjaTrader. I posted the code somewhere on the NT forums, but it was long ago and probably easier to start over.

Mike
Forum: Platforms and Indicators August 17th, 2011, 04:34 PM
Replies: 40
Views: 27,406
Posted By Big Mike
Tick based analysis is a requirement. The system...

Tick based analysis is a requirement. The system needs to be good enough to capture the live data from the market, which is tick increment + bid/ask size.

Mike
Forum: Platforms and Indicators June 20th, 2011, 04:09 PM
Replies: 40
Views: 27,406
Posted By Big Mike
Are you saying the load was too high? Were...

Are you saying the load was too high?

Were you storing in real time, I assume? That is not required for me in phase 1, I am just importing.

If the issue were table scans, perhaps a unique DB...
Forum: Platforms and Indicators June 20th, 2011, 03:26 AM
Replies: 40
Views: 27,406
Posted By Big Mike
Nothing so fancy, just the schema in sql...

Nothing so fancy, just the schema in sql directly. I guess I will need to see the "downside" with my own eyes for reasons to not use mysql, I really can't imagine that performance wouldn't be more...
Forum: Platforms and Indicators June 19th, 2011, 03:10 AM
Replies: 40
Views: 27,406
Posted By Big Mike
I want to bring this thread alive again, and I'm...

I want to bring this thread alive again, and I'm going to cheat and move it out of the NinjaTrader section because I think the thread itself could be platform independent.

I'm not a DBA so could...
Forum: Platforms and Indicators January 27th, 2010, 10:17 AM
Replies: 40
Views: 27,406
Posted By Big Mike
Bottleneck is NT 6.5 not MySQL. Haven't...

Bottleneck is NT 6.5 not MySQL.

Haven't tried it with NT 7. Also I wrote it a year ago, my coding technique was not nearly as good back then, a newer version could be written from ground up and...
Forum: Platforms and Indicators January 27th, 2010, 06:50 AM
Replies: 40
Views: 27,406
Posted By Big Mike
Right, it uses OnMarketData and etc, it does not...

Right, it uses OnMarketData and etc, it does not convert the existing database.

I used to run it on a separate box, a Quad Core Q6600, it would come close to maxing out NT 6.5 single-core/thread,...
Forum: Platforms and Indicators January 27th, 2010, 03:48 AM
Replies: 40
Views: 27,406
Posted By Big Mike
I've done it. I built a Ninja indicator that...

I've done it.

I built a Ninja indicator that reads/writes ticks to a MySQL database. Although I just looked and couldn't find the .cs file, I will check for it in another spot later.

Mike
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