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Stocks: Session vs No Session – Performance

2 replies

AndyC

Subscriber, bbp_participant, customer, community, sq-ultimate, 9 replies.

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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

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tomas262

Administrator, sq-ultimate, 2 replies.

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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

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AndyC

Subscriber, bbp_participant, customer, community, sq-ultimate, 9 replies.

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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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