DislikedHint: For speed use arrays of primitives anywhere where you can (no object arrays as they are basically pointers). That way cpu cache starts kicking in. For example my 1 min equity data looks like this:
Inserted Codepublic int barCount; public char[] open; public char[] close; public char[] high; public char[] low; public int[] volume;Ignored

- Post #1,483
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- Feb 16, 2012 10:53am Feb 16, 2012 10:53am
- Joined Mar 2008 | Status: Still testing and trading | 1,453 Posts
- Post #1,487
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- Feb 18, 2012 5:00am Feb 18, 2012 5:00am
The nail that sticks out gets hammered back in
- Post #1,488
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- Feb 18, 2012 5:39am Feb 18, 2012 5:39am
The nail that sticks out gets hammered back in
- Post #1,491
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- Mar 12, 2012 1:26am Mar 12, 2012 1:26am
- Joined Feb 2006 | Status: Blah blah blah | 1,410 Posts
The breaking of a wave cannot explain the whole sea.
- Post #1,492
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- Mar 12, 2012 1:37am Mar 12, 2012 1:37am
- Joined Feb 2006 | Status: Blah blah blah | 1,410 Posts
The breaking of a wave cannot explain the whole sea.
- Post #1,494
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- Mar 14, 2012 8:07am Mar 14, 2012 8:07am
- Joined Mar 2008 | Status: Still testing and trading | 1,453 Posts
- Post #1,495
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- Mar 14, 2012 8:09am Mar 14, 2012 8:09am
- Joined Mar 2008 | Status: Still testing and trading | 1,453 Posts
- Post #1,497
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- Edited 6:40pm Mar 14, 2012 6:05pm | Edited 6:40pm
- Joined Mar 2008 | Status: Still testing and trading | 1,453 Posts
- Post #1,499
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- Mar 15, 2012 4:06am Mar 15, 2012 4:06am
- Joined Mar 2008 | Status: Still testing and trading | 1,453 Posts
- Post #1,500
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- Mar 15, 2012 4:16am Mar 15, 2012 4:16am
- Joined Mar 2008 | Status: Still testing and trading | 1,453 Posts