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                                                   Composite tickers under custom database

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Seeker
2013-11-19 08:37:04


Do we have any options for creating composite tickers under a custom database? Currently, I create composite tickers with multiple composites using addcomposite function. The ticker is created in quotes database and hence 6 composites can be stored under one ticker (OHLCVOI fields).I am just wondering if a composite ticker can also be created under the custom database so that any number of composites can be stored against one ticker symbol. For example, if I have some 50 composites against S&P500 universe, i will have one composite ticker for S&P500 which stores all the composites under 50 fields. It can be associated with an index ticker just like how a custom database is associated with security symbols which are already present in the account.


QuantShare
2013-11-19 12:03:16



Why don't you create a different composite ticker for each composite?



Seeker
2013-11-19 15:21:07



Just thought as yet another way to organize the composites...than keeping hundreds of individual composite tickers.


QuantShare
2013-11-19 20:54:26



In terms of performance and accessibility, it is much better to keep them as individual composite tickers.
Accessing a custom database is slower than accessing ticker data particularly if the database contains many fields.



Seeker
2013-11-20 07:24:47



I understand. Thanks.


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