Sounds good.

John

--- In LinnSoft@yahoogroups.com, Maxime Chartrand <maxime_chartrand@...> wrote:
>
>
> Hi
>
>
>
> Yes, let start at the bottom then add up then start multiplying.
>
>
>
> There is the page from the standardandpoors web site. Click the DOWNLOAD TABLE
link to download the list.
>
>
>
>
http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_500/2,3\
,2,2,0,0,0,0,0,2,3,0,0,0,0,0.html
>
>
>
> Regards
>
>
>
> Maxime Chartrand
> (When is beta 9.3 coming out?)
>
>
> To: LinnSoft@yahoogroups.com
> From: quickmail1@...
> Date: Wed, 15 Jul 2009 19:40:09 +0000
> Subject: [LinnSoft] Re: Data vendor
>
>
>
>
>
> No problem, Maxime. So you want to start with everything having a 1.0
> multiplier, giving a total index price (ie 10k or whatever that sum
> would be)?
>
> I'll be able to start on this after the 9.3 beta comes out. If you or
> anyone else has a link for where to get a downloadable list of the 500
> components that would be great.
>
> John
>
> --- In LinnSoft@yahoogroups.com, Maxime Chartrand <maxime_chartrand@>
> wrote:
> >
> >
> > Hello john
> >
> >
> >
> > That would be great . Let's start to see how much constituent IRT can
> handle in a custom symbol THEN we will look to had the float and
> divisor. Keep me in touch.
> >
> >
> >
> > Regards
> >
> >
> >
> > Maxime Chartrand
> >
> >
> >
> > ok now, when is IRT gonna be multi thread again? :)
> >
> >
> >
> >
> >
> > To: LinnSoft@yahoogroups.com
> > From: quickmail1@
> > Date: Wed, 15 Jul 2009 19:12:47 +0000
> > Subject: [LinnSoft] Re: Data vendor
> >
> >
> >
> >
> >
> >
> >
> > Maxime,
> >
> > If you think it will be helpful, I can try it for you to see exactly
> what might be possible. I have plenty of room to add the symbols, and
> have Irt in a ramdisk with an e8600 processor running at 4.2ghz. I'd
> need do it incrementally over time tho, starting with only a portion of
> the symbols during a not-so-busy time of the day, and if all goes well
> add more symbols the next day etc. and increase the load and
> update-frequency gradually to try to make sure I don't get caught with
> the system overloaded when its needed.
> >
> > Lmk,
> >
> > John
> >
> > --- In LinnSoft@yahoogroups.com, "quickmail1" quickmail1@ wrote:
> > >
> > > Maxime,
> > >
> > > Irt process ticks extremely efficiently, but its the calculations
> that draw the cpu resources and its limitations will affect what Irt can
> do. I haven't tried it but imo, from a technical perspective, realtime
> for this wouldn't be possible without a proprietary clustered platform.
> > >
> > > When stocks are very busy, as you sound pretty familiar with, they
> can process as much as 50-100 ticks a second or more (given the exchange
> speed as well as all the ecn's executing trades.)
> > >
> > > If you're calculating all highly-arbitraged (ie very busy) 500 s&p
> stocks, particularly on a realtime basis (and with a 4-digit multiplier
> for each as well iirc...meaning twice as processor intensive as a
> 2-digit multiplier etc.), you'd be trying to recalculate the cash ever
> few milliseconds when its very busy.
> > >
> > > CPU's are not that fast yet (and btw Irt is single-threaded), and
> while the cpu is the most important hardware component, other hardware
> can affect performance too.
> > >
> > > When its the most busy is when you need the calculations to be the
> most efficient as well, since that's when the disparity between the cash
> and futures can be at their greatest. This is where Irt and your cpu
> load will be the most extreme, most likely in the least being
> counterproductive to the initial processing of the ticks as they come
> in.
> > >
> > > Aside from that, you'll also have internet and your datafeed
> subscription latency to put you behind the curve, not to mention any
> manual-intervention latency as well as order submission latency. (This
> is compared to the program trading firms that are executing while
> co-located etc., but that's are another story)
> > >
> > > John
> > >
> > >
> > > --- In LinnSoft@yahoogroups.com, Maxime Chartrand
> <maxime_chartrand@> wrote:
> > > >
> > > >
> > > > Hello William
> > > >
> > > >
> > > >
> > > > To answer your question. Actualy,no. Can IRT update the custom
> symbol each time ONE of the constituent update? meaning, could be
> multiple time PER seconds. Does the S&P 500 custom symbol I saw in one
> of your video actualy working or was it a test? Like you mention, does
> the ten times per minutes updates is set manualy? Can it be set to 1
> seconds? Sub-seconds update? Or even as new tick comes in?
> > > >
> > > >
> > > >
> > > > Regards
> > > >
> > > >
> > > >
> > > > Maxime Chartrand
> > > >
> > > >
> > > >
> > > > To: LinnSoft@yahoogroups.com
> > > > From: wlinn@
> > > > Date: Wed, 15 Jul 2009 11:27:53 -0400
> > > > Subject: RE: [LinnSoft] Re: Data vendor
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > A 100 symbol custom instrument will update ten times per minute.
> Is this fast enough?
> > > >
> > > > Regards,
> > > >
> > > > Bill
> > > >
> > > >
> > > >
> > > > From: LinnSoft@yahoogroups.com [mailto:LinnSoft@yahoogroups.com]
> On Behalf Of Maxime Chartrand
> > > > Sent: Wednesday, July 15, 2009 11:15 AM
> > > > To: linnsoft@yahoogroups.com
> > > > Subject: RE: [LinnSoft] Re: Data vendor
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Hello Eduardo
> > > >
> > > > Thanks for the quick answer. I know about the S&P 500 is float
> weighted, meaning, some info need to be changed daily. And those info
> aren t free. What I wanna do is "try" to play the spread between emini
> and cash (like the big guys). But for this I need the cash in realtime.
> So my question is, does IRT can manage/update a custom symbol fast
> enough to keep it in realtime even with 500 or more constituent? Even on
> high volume push? The reason I'm asking is that in some of the videos,
> under custom symbol, I saw a S&P 500 custom symbol and was wondering if
> it s any good. Btw, I did try IQFEED with XLQ pluged into excel 2007,
> useful but not quiet there under heavy volume and movement. (news time
> apart).
> > > >
> > > > Regards
> > > >
> > > > Maxime Chartrand
> > > >
> > > >
> > > > To: LinnSoft@yahoogroups.com
> > > > From: ejmbr_61@
> > > > Date: Tue, 14 Jul 2009 16:30:47 -0700
> > > > Subject: Re: [LinnSoft] Re: Data vendor
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > at one point I will do a tryout in each of those 2 to see if the
> performance is bettern than DDE, which as you know is an old protocol
> that looses to many tick on a fast market,
> > > >
> > > > Tks for th einfo Jay..
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > From: DTN IQFeed Datafeed Services <iqfeed@>
> > > > To: LinnSoft@yahoogroups.com
> > > > Sent: Tuesday, July 14, 2009 6:08:40 PM
> > > > Subject: [LinnSoft] Re: Data vendor
> > > >
> > > >
> > > >
> > > > Just an FYI: While we support DDE natively in IQFeed, there are 2
> 3rd party apps that work with IQFeed to provide RTD feeds into Excel.
> You can easily run either of these side by side with InvestorRT on the
> same IQFeed account. Take a look at QuoteIN
> (http://www.quotelink.net/dk/configuring_iqfeed) or XQL
> (http://www.qmatix. com/XLQ.htm) for options that will give you more
> tools and efficiency when feeding Excel.
> > > >
> > > > Thanks for your business!
> > > >
> > > > Jay Froscheiser
> > > > DTN
> > > >
> > > > --- In LinnSoft@yahoogroup s.com, Eduardo Motta <ejmbr_61@ .>
> wrote:
> > > > >
> > > > > Maxime, why do you want to follow the SP500 ?
> > > > >
> > > > > Suggestion. Follow OEX or SP100, which is 96% plus correlated
> with sp500 and it is just 100 stocks
> > > > >
> > > > > by the way, in order to mimic the indexes you need to know the
> multiplier/divisor for the index, and that info in not free anymore, you
> need to pay for it in order to get it. Not even with bloomberg terminal
> one can get it for free (I was able to retrieve the last one last june)
> > > > >
> > > > > I created a spreadsheet in excel via dde link of iqfeed in order
> to track the dolar volume of those 100 stocks, works great, BUT you need
> a good processor and fast HD, otherwise your cpu will be loaded (in my
> case at least, since the excel charts are also updated via dde link)
> > > > >
> > > > > my guess is that RTD would be faster, but neither IRT nor IQfeed
> support it.
> > > > >
> > > > > regards,
> > > > >
> > > > > mptrading
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > ____________ _________ _________ __
> > > > > From: maxime_chartrand <maxime_chartrand@ ...>
> > > > > To: LinnSoft@yahoogroup s.com
> > > > > Sent: Monday, July 13, 2009 5:59:25 PM
> > > > > Subject: [LinnSoft] Data vendor
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > Hello
> > > > >
> > > > > I was wondering if someone have any experience trying to
> calculates the index S&P500 in realtime (sometime sub-seconds upd! ates)
> wi th any of the "retail" data vendor like esignal or DTN with a custom
> symbol? Does it bring the computer to a crawl? I know some of the S&P
> 500 constituents volumes need to be adjusts daily for their float. Is it
> still do-able and still using the computer to charts others things at
> same time?
> > > > >
> > > > > Regards
> > > > >
> > > > > Maxime Chartrand
> > > > >
> > > >
> > >
> >
>