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Tickdata file size


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#1 kleung88

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Posted 13 December 2016 - 02:07 AM

Hello, I am new to the application.  I have spent over 1 week to download all the Tickdata available, and that consumed 20GB+ of harddisk space.  When I tried to convert and export these data to all the available time frames (1min, 5min, 15min, 30min, 1hour, 4hours, Daily), they blew up to even larger file size and eventually stopped when my hard disk running out of space.

 

I only managed to complete EURUSD with 4971 days of data, and they all together consumed over 13Gbyte of disk space.

 

Tick bars : 13.2GByte

1 min bars : 266MByte

5 min bars : 54Mbyte

15 min bars : 18Mbyte

30 min bars : 9Mbyte

1 hour bars : 4.6Mbyte

4 hour bars : 1.2Mbyte

Daily bars : 237Kbyte

 

So, it probably will take up 300Gb to 500Gb of disk space if I convert all the Tickdata to all time frames.  

 

I tried to configure the export .CSV files to an external drive, but it didn't work, because it has to be in my C: drive.  

 

My purpose is to have all the available data and time frame ready, so that I can conduct any backtest, any time.  Say, after certain tests are done on SQ/QA/EA, then, I will export both the targeted data and strategy to my TradeStation for further testing.  Therefore, I thought I should have all of them ready, rather than doing the data export everytime as needed.

 

Is it possible to install and run the TickDownloader on an external drive ? 

 

What is the best way to handle this please ?



#2 BSBOto

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Posted 13 December 2016 - 06:28 PM

What can help you is a program called TickDataSuite 2.0. It enables you to use tick data and variable spread in backtesting your strategies in MT4 and does not take up any space on your HDD. Its not a free program, but I felt it really helpful in reserving HDD space.



#3 kleung88

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Posted 20 December 2016 - 04:23 AM

Thank you Newbie on the suggestion.  I have additional concerns because I will be importing more symbols from TradeStation for strategies testing.  Therefore, even if I purchase TickDataSuite 2.0, it can only take care of the existing 87 symbols available in TickData, isn't it ?  I will have more symbols need to take care of. 

 

For now, I have uninstalled the TickData from my local C: drive, and then reinstalled it to an external hard disk which is primarily for data storage purpose.  I tested it out by running the TickData program from the external hard disk, and it works fine for now.  It may not be a smart way to do it, but it temporary solves the unknown disk space requirement problem.



#4 BSBOto

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Posted 20 December 2016 - 03:29 PM

You can indeed store the tickdata on an external drive, but in overall the whole backtesting process can be slower.






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