Quotes performance analysis

Time and speed downloading quotes from 2016-04-01 to 2016-05-01

Time downloading bars from SSD Disk with different periodicity from 2016-04-01 to 2016-05-01

## [1] TRUE

Speed downloading bars from SSD Disk with different periodicity from 2016-04-01 to 2016-05-01

## NULL

Plan:
1) Get ticks from Server
2) Calculate time and speed downloading
3) Get bars from Server
4) Calculate time and speed downloading
5) Get ticks from SSD Disk
6) Calculate time and speed downloading
7) Get bars from SSD Disk
8) Calculate time and speed downloading
9) Draw charts of the time and speed of getting ticks and bars

Getting ticks from Server

##              ask     bid          createTime
##       1: 1.13823 1.13786 2016-03-31 21:00:00
##       2: 1.13823 1.13781 2016-03-31 21:00:01
##       3: 1.13823 1.13798 2016-03-31 21:00:01
##       4: 1.13823 1.13798 2016-03-31 21:00:02
##       5: 1.13823 1.13798 2016-03-31 21:00:02
##      ---                                    
## 6186068: 1.14502 1.14460 2016-04-29 20:58:55
## 6186069: 1.14502 1.14460 2016-04-29 20:58:56
## 6186070: 1.14502 1.14461 2016-04-29 20:58:59
## 6186071: 1.14488 1.14461 2016-04-29 20:59:00
## 6186072: 1.14488 1.14461 2016-04-29 20:59:00

Result:
- Ticks Total time from Server: 121.02 sec
- Speed: 5.1110^{4} ticks per second

Getting bars from Server

##        bidHigh  bidLow bidOpen bidClose bidVolume             bidFrom
##     1: 1.14461 1.14461 1.14461  1.14461   2000000 2016-04-29 20:59:00
##     2: 1.14520 1.14460 1.14480  1.14461 177430000 2016-04-29 20:58:00
##     3: 1.14507 1.14480 1.14506  1.14480 176250000 2016-04-29 20:57:00
##     4: 1.14520 1.14489 1.14520  1.14506 176287000 2016-04-29 20:56:00
##     5: 1.14520 1.14503 1.14517  1.14520 362469000 2016-04-29 20:55:00
##    ---                                                               
## 30348: 1.13798 1.13783 1.13798  1.13787   8400000 2016-03-31 21:04:00
## 30349: 1.13798 1.13798 1.13798  1.13798   3000000 2016-03-31 21:03:00
## 30350: 1.13798 1.13788 1.13798  1.13798  23000000 2016-03-31 21:02:00
## 30351: 1.13801 1.13792 1.13801  1.13792  16000000 2016-03-31 21:01:00
## 30352: 1.13801 1.13781 1.13786  1.13801  26499000 2016-03-31 21:00:00
##                      bidTo askHigh  askLow askOpen askClose askVolume
##     1: 2016-04-29 21:00:00 1.14488 1.14488 1.14488  1.14488   1000000
##     2: 2016-04-29 20:59:00 1.14541 1.14500 1.14510  1.14502 186897000
##     3: 2016-04-29 20:58:00 1.14521 1.14508 1.14518  1.14510 127700000
##     4: 2016-04-29 20:57:00 1.14525 1.14507 1.14525  1.14518 212000000
##     5: 2016-04-29 20:56:00 1.14528 1.14515 1.14521  1.14525 450147000
##    ---                                                               
## 30348: 2016-03-31 21:05:00 1.13817 1.13808 1.13817  1.13811  12400000
## 30349: 2016-03-31 21:04:00 1.13819 1.13819 1.13819  1.13819   3200000
## 30350: 2016-03-31 21:03:00 1.13821 1.13801 1.13809  1.13819  21000000
## 30351: 2016-03-31 21:02:00 1.13823 1.13809 1.13823  1.13809  14536000
## 30352: 2016-03-31 21:01:00 1.13823 1.13823 1.13823  1.13823  30087000
##                    askFrom               askTo
##     1: 2016-04-29 20:59:00 2016-04-29 21:00:00
##     2: 2016-04-29 20:58:00 2016-04-29 20:59:00
##     3: 2016-04-29 20:57:00 2016-04-29 20:58:00
##     4: 2016-04-29 20:56:00 2016-04-29 20:57:00
##     5: 2016-04-29 20:55:00 2016-04-29 20:56:00
##    ---                                        
## 30348: 2016-03-31 21:04:00 2016-03-31 21:05:00
## 30349: 2016-03-31 21:03:00 2016-03-31 21:04:00
## 30350: 2016-03-31 21:02:00 2016-03-31 21:03:00
## 30351: 2016-03-31 21:01:00 2016-03-31 21:02:00
## 30352: 2016-03-31 21:00:00 2016-03-31 21:01:00

Result:
- Bars Total time from Server: 15.51 sec
- Speed: 1960 bars per second

Getting ticks from Disk (SSD)

##              ask     bid          createTime
##       1: 1.13823 1.13786 2016-03-31 21:00:00
##       2: 1.13823 1.13781 2016-03-31 21:00:01
##       3: 1.13823 1.13798 2016-03-31 21:00:01
##       4: 1.13823 1.13798 2016-03-31 21:00:02
##       5: 1.13823 1.13798 2016-03-31 21:00:02
##      ---                                    
## 6186068: 1.14502 1.14460 2016-04-29 20:58:55
## 6186069: 1.14502 1.14460 2016-04-29 20:58:56
## 6186070: 1.14502 1.14461 2016-04-29 20:58:59
## 6186071: 1.14488 1.14461 2016-04-29 20:59:00
## 6186072: 1.14488 1.14461 2016-04-29 20:59:00

Result:
- Ticks Total time from Disk: 92.89 sec
- Speed: 6.6610^{4} ticks per second

Getting bars from Disk (SSD)

##        bidHigh  bidLow bidOpen bidClose bidVolume             bidFrom
##     1: 1.14461 1.14461 1.14461  1.14461   2000000 2016-04-29 20:59:00
##     2: 1.14520 1.14460 1.14480  1.14461 177430000 2016-04-29 20:58:00
##     3: 1.14507 1.14480 1.14506  1.14480 176250000 2016-04-29 20:57:00
##     4: 1.14520 1.14489 1.14520  1.14506 176287000 2016-04-29 20:56:00
##     5: 1.14520 1.14503 1.14517  1.14520 362469000 2016-04-29 20:55:00
##    ---                                                               
## 30348: 1.13798 1.13783 1.13798  1.13787   8400000 2016-03-31 21:04:00
## 30349: 1.13798 1.13798 1.13798  1.13798   3000000 2016-03-31 21:03:00
## 30350: 1.13798 1.13788 1.13798  1.13798  23000000 2016-03-31 21:02:00
## 30351: 1.13801 1.13792 1.13801  1.13792  16000000 2016-03-31 21:01:00
## 30352: 1.13801 1.13781 1.13786  1.13801  26499000 2016-03-31 21:00:00
##                      bidTo askHigh  askLow askOpen askClose askVolume
##     1: 2016-04-29 21:00:00 1.14488 1.14488 1.14488  1.14488   1000000
##     2: 2016-04-29 20:59:00 1.14541 1.14500 1.14510  1.14502 186897000
##     3: 2016-04-29 20:58:00 1.14521 1.14508 1.14518  1.14510 127700000
##     4: 2016-04-29 20:57:00 1.14525 1.14507 1.14525  1.14518 212000000
##     5: 2016-04-29 20:56:00 1.14528 1.14515 1.14521  1.14525 450147000
##    ---                                                               
## 30348: 2016-03-31 21:05:00 1.13817 1.13808 1.13817  1.13811  12400000
## 30349: 2016-03-31 21:04:00 1.13819 1.13819 1.13819  1.13819   3200000
## 30350: 2016-03-31 21:03:00 1.13821 1.13801 1.13809  1.13819  21000000
## 30351: 2016-03-31 21:02:00 1.13823 1.13809 1.13823  1.13809  14536000
## 30352: 2016-03-31 21:01:00 1.13823 1.13823 1.13823  1.13823  30087000
##                    askFrom               askTo
##     1: 2016-04-29 20:59:00 2016-04-29 21:00:00
##     2: 2016-04-29 20:58:00 2016-04-29 20:59:00
##     3: 2016-04-29 20:57:00 2016-04-29 20:58:00
##     4: 2016-04-29 20:56:00 2016-04-29 20:57:00
##     5: 2016-04-29 20:55:00 2016-04-29 20:56:00
##    ---                                        
## 30348: 2016-03-31 21:04:00 2016-03-31 21:05:00
## 30349: 2016-03-31 21:03:00 2016-03-31 21:04:00
## 30350: 2016-03-31 21:02:00 2016-03-31 21:03:00
## 30351: 2016-03-31 21:01:00 2016-03-31 21:02:00
## 30352: 2016-03-31 21:00:00 2016-03-31 21:01:00

Result:
- Bars Total time from Disk: 0.42 sec
- Speed: 7.2310^{4} bars per second

“Quotes performance analysis”

Igor Galankov

2016-09-13 10:18:49

Time and speed downloading quotes from 2016-04-01 to 2016-05-01

Getting ticks from Server

Getting bars from Server

Getting ticks from Disk (SSD)

Getting bars from Disk (SSD)