Stocks: Session vs No Session – Performance
2 replies
AndyC
3 years ago #275588
When using the TradeStation engine and data I get a strange performance difference in “Build Aglos”.
If I set “Build Algos” -> “Trading Options” ->
to “No Session”, I will get 100x more strategies processed per hour vs when I have a stock exchange hour set for the Session (Data Manager -> Sessions -> Session Name).
Why? Does this make a difference in the Build Algos stage?
and what does SEOC (Session End Means EOD) do when defining a session?
Thanks

tomas262
3 years ago #275615
Hello,
I get about 2x times faster build when NYSE session is enabled which makes sense to me but 100x times is really odd.
Can you please make a screenshots, save the build config and send us to [email protected]? We could further check
AndyC
3 years ago #275620
Of course now I can’t reproduce it. It seems like sometimes SQX starts up and doesn’t fully get all the cores. I can’t figure why.
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