The Really Useless Thread

To the PMs...what were all those closes worth to me..?

Just enough. Barely scraped in. Thank you for concern.

Going on a brief mischief crawl. Back in a bit.

Why Asia so slow today!!

asia has been slow most times.

I don't know why I waste my nights at times on this myself.

markets are still smoking the hopium....

fuckin eh.....

If you've somehow waded your way through my pitiful question...and great answers... Would still love to hear your shake of this stick.

After walking around for a while, I would describe my problem, and initial question as this: I have my method...works fine-ish. Was wondering if there was a stream-lined method that YOU...Old Quant...have come across, in all things leading up to Flipper...that may make Excel sing a little sweeter, and deeper, than she already does at surface-level?

The reason I'm most intrigued, was the night you mentioned you had a "buffer"...and the fact that an Excel instance being in "focus" mode, when it really shouldn't have been...ate that buffer.

How does Excel access that buffer...and how big can that buffer be?

Alcho-ma-hol!

You from Cananada?

Duh!

WTF? You're not?

Think I'm pulling a vouch quicker than the Chick of Pips did hers!

lol. guess it's universal...

Okay, sorry, we just had a lengthy call regarding Flipper. I did ask some Excel questions, though, and here's some "expert" advice.

A single worksheet of Excel is limited to 65K rows by 127 columns. A cell's contents, if it is a native type (not a string) is held in a structure (actually a C union) called an xloper in Excel speak, or a Variant in VB/C++ speak. It's 16 bytes. So multiply that through, plus overhead and pointers, gives you the size of a worksheet.

If there are any formulae in the workbook, the time to open decays exponentially with the size, for reasons not made clear to me. The moral, though, is you don't want too much onboard number crunching in big workbooks.

To load the data, the best thing to do is use VBA. There is a Microsoft object called the FSO (File System Object) which will open a file (apparently) of any size and return an object called a TextStream, which can then be parsed by delimiters. Better and much faster is if you have fixed width records, then the thing can be opened in binary mode and read with the VBA/C "get" command.

The idea would be to (a) open the file; (b) read records and paint them onto Excel using the VBA Range object until the first worksheet is full, (c) change the reference of the range object to the next worksheet, (d) loop. If the workbook reaches an unwieldy size, the VBA can avail itself of opening multiple workbooks via the VBA Workbook object. Then, books can be filled and saved in the same way as sheets in one book are filled.

To efficiently process the stuff, dot Net, C++, and presumably Java, though not sure, can create instances of the Excel Application object by loading the proper libraries, and progamatically open the workbooks. That way they can be kept invisible, and hence save the GUI overhead. There are also apparently ways of directly referencing the xlopers in the Excel disk image, but that sounds like CS senior term project stuff to me.

That's what I've learned. My notes are a little shoddy, but I think I have it all right. Hope it helps.

Oh, one thing I didn't say above. Using the range object cell by cell is really slow because of pointer overhead, and was not programmed by Microsoft to play nice by yielding to Windows messages or events. Better is to build a 2 dim Variant array, and fill it to the size of data bound for the worksheet, and then use the (?)Range.Resize method assigning that resized range the array as its value. That can't be done in dot Net, because the variant type is gone. Must be VBA or C/C++. Also, there are setting that I didn't write down (manual settings) to freeze the sheet image on the screen and turn off recalculation that will speed it up some.

Much obliged, Q!

Some of that does sound vaguely familiar to me from some other sources I've been checking the last little while. Part of my poor brain is stuck in this mode...

If it can be defined...and solutions found enough times, like above. And if a program...and underlying OS is true 64-Bit...how can it all not just be solved with "kbx8598476xx" update from MS?

Really appreciate the response. Will digest...there is much there to feed upon.

Thank you.

Well that didn't take long...I just wound up in the trash bin...and you were RIGHT there with me pk!

Some Double Bottoms are hard for some to take...

I understand.

Holy M15 inverted Empire State formation!

Bastards...I didn't see it coming!

Too much focus on the DB.

I really need to stop trading. 11% over monthly target.


cannn't .... resisssstt.... iittt!

I did. Slowest fawking 15 pips of my life so far. lol

Filled at 4420 nearly 2 hours ago. hehe

ohh im just watching them and frontrunning

Just maintain some sort of life... Nothing wrong with it, then.

Q... I know your brother is close...folks, too?

"Piss off" is fine.