Alexander
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Platinum Boarder
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Downloading RePLAY Advanced data in bulk - 2005/02/22 22:00
This question seems to come up rather frequently regarding the RePLAY Advanced product. So I have posted an official current answer on the topic:
Currently, you can only download one Level 2 data file at a time. In order to provide download functionality for the entire stock database in a short period of time would require a huge amount of bandwidth and would probably take up about 20 gigabytes. TYMORA RePLAY compresses all the data before it sends it over the Internet and then decompresses it to display and save it for you locally through RePLAY. So when you save a Level2 data file that is 1mb, it's actually coming over as a single compressed stream using a proprietary algorithm squeezing it down by up to 80 or 90% of the original size in some cases. Downloading files one at a time should go relatively quickly (depending on your bandwidth) due to the heavy compression used. For example, today's AAPL datafile will transfer about 1.100MB of data compressed, but will locally decompress to a text file of approximately 7.5MB. If you choose stocks with less data the transfers will of course be relatively faster. Either way, at this rate, you will very quickly have a huge amount of level 2 data to work with for any of your testing needs. Once you begin to understand the quantity of data that is being analyzed when looking at all the data available, you really begin to appreciate TYMORA's Crunching ability in identifying unique trading opportunities based on ALL the data available, not just basic chart and time&sales data.
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