Real Time Data Collection

There are several items you need to be aware of when collecting real time data.

The program proceeds in two phases. First it reads the list of stocks (if sanfiles1 was selected), or looks at the single stock( if One1) is selected. It puts requests to MyTrack for the stock. This request contains the desired amount of data, as specified in Bars1. When the data is collected, it puts in a request for real time updates, and writes the data to the disk as san files. The updates are polled every 10 milliseconds, and writes the new information on the screen once a second. The reason it writes only once a second, and not more frequently, is because otherwise the computer would not be responsive to mouse and keyboard clicks.

However, even once a second could be somewhat disturbing. During off market hours, there is no need for this. Uncheck Intraday.

If you wish to collect data to build up san files, it is important to be sure that Intraday is not checked. It will make the data collection and saving faster.