New to OptionVue - dealing with BackTrader slowness

Discussion in 'OptionVue Forum' started by AKJ, Jan 8, 2016.

  1. AKJ

    AKJ Well-Known Member

    Hi all,

    New to using OptionVue for backtesting strategies. For the first month or so of using the software, I had no issues with Backtrader. Just today though, the system began experiencing extreme slowness when in backtrader. Moving to a different date/time used to take around 3 seconds (2 second delay and 1 second to update). Today, it took upwards of 10 seconds to update.

    What might be causing this? Is it the underlying that I'm testing (no problems with RUT, slowness with SPX)? Do I need to clear out old records to open up more memory?

    I could use some advice on others' experiences.


  2. Kevin Lee

    Kevin Lee Well-Known Member

    2-3 seconds is normal. 10 seconds is too long unless your internet connection is really slow. I'd suggest you log a support request on OV website.
  3. emeric

    emeric Guest

    I am located in France and I have high speed internet access, and it takes me up to 15/20sec for each update. I have therefore reported this problem to OV and here is the answer:
    "One important point is that BackTrader needs to verify a connection to NetVue servers in order to work. (BT will not run offline) This process is longer for overseas clients.

    Based on reports from our European clients, it’s taking up to 5-10 seconds longer for each BT data request than for US clients.

    Limiting your matrix strike extents and expirations for your SPX and RUT matrixes would help. I’ve tested this and found BT responses can be as little as 1-2 seconds with Archived data
    when requesting only about 300 symbols for my RUT matrix."

    So of course I mentioned that this is totally abnormal situation and that once we have all data stored locally on our computer we should be able to use the software offline without having it to connect to their server at each update. Here is the reply:

    "Thank you for all the feedback. No doubt that BackTrader response times are too slow when requesting more than few hundred symbols.
    Programming says there is nothing that can be done about this. Perhaps it would take a complete overhaul of the code.

    I agree that we should be able to operate BackTrader offline. I will inquire to programming about this possibility."

    and then:

    "Regarding using BackTrader offline with Archive data, programming is looking into why this is not working. We will most likely release a new version

    soon to correct these problems."

    So for now I am spending 30 min processing a very simple backtest waiting for their release.... loosing my time..fed up about all OV issues

    Rick and TheSpeculator152 like this.
  4. TheSpeculator152

    TheSpeculator152 Well-Known Member

    I am now to options trading and have worked intensively with the free OV demo for almost 10 days. I am based in Asia and found exactly what @Andrew John is experiencing...slow OV updates. There is no way I can live with that.

    Being new to options trading, I feel it is important to pick a solid platform and stick with it as it will be your guide to back testing and teaching the Greeks. While ONE might not be as advanced on the Vol modeling capabilities as OV, it looks much more robust and intuitive compared to OV. I am waiting for the new ONE to be released after which I will sign up for it... Just my five cents.
  5. emeric

    emeric Guest

  6. vega4mike

    vega4mike Well-Known Member

    I live in the UK & have found that testing RUT in BTrader takes about 2 - 3 seconds to update, but for SPX, it could easily take 30sec, hence, I tend not to backtest the SPX and basically restrict most of my big trades & backtesting to the RUT, not ideal given the cost of OV, but then again, choices are limited.:(:(
  7. TheSpeculator152

    TheSpeculator152 Well-Known Member

    Have you tried ONE?
  8. vega4mike

    vega4mike Well-Known Member

    Used to be a ONE customer up until early last year, switched to OV because of the better volatility modelling. ONE was quicker but had limited functionality, but looks like that is about to change.
  9. jim graham

    jim graham Member

    The complaints of longer times for getting data from BackTrader is relatively recent and has centered on assets that now have an enormous number of options like $SPX, $RUT and SPY -- more than ever before. While our programmers continue to look for ways to optimize BackTrader updates, we have implemented other ways to improve the experience.

    The primary way we have addressed this is by giving customers the ability to archive the data on their local computer through the Collect BackTrader Data feature under NetVue in the main menu of OptionVue 7. It can take quite a while to download years of data (best to let it run through the night, for instance) and then they should have a better experience.

    In addition, we have set up some zip files on the OptionVue website that are available to our users to be downloaded. These contain large amounts of data. Downloading and unpacking one of these files would allow a customer to accomplish the same thing as an overnight run of the Collect BackTrader Data, but in a much shorter time. So far we have data for SPX, RUT, SPY and ES available.

    One more thing I will want to clarify: If a user has gathered local data for BackTrader, then he goes into BackTrader to start using that data, while OptionVue does remain connected to the NetVue server the whole time, OptionVue does not request any data from the server if it can find the necessary data locally.

    You can access the archive data directly at this link:
    Kevin Lee, Capt Hobbes and uwe like this.
  10. tom

    tom Administrator Staff Member

    Thanks for that Jim! That's a fantastic page to download the historical data.
  11. AKJ

    AKJ Well-Known Member

    thanks Jim for the guidance. Will try your recommendations out this weekend.

  12. TheSpeculator152

    TheSpeculator152 Well-Known Member

    @jim graham. Thanks a lot. Just wondering why ONE does not have any loading time issues - they seem to have figured it out without a manual data download. Thanks again.
    Andrei likes this.
  13. TheSpeculator152

    TheSpeculator152 Well-Known Member

    @jim graham. Thanks a lot.

    Just wondering why ONE does not have any loading time issues - they seem to have figured it out without a manual data download. Thanks again.
  14. amikeg

    amikeg Member

    I've also had issues with BackTrader and reported the issue to Ken over the summer. For me, the slowness only appears with SPX. Both Rut and NDX perform well. BackTrader would take up to 40 sec to progress to the next time frame. I was sent a 2015 historical data file and the time was reduce to 10-15 sec. However, a new file was sent to me with data going further in time, something strange occurred. 2015 SPX returned to being sluggish (30-40 sec response time) but 2013 and 2014 were 10-15 sec.
    Obviously, there is a programming issue here and it's frustrating. I've tried OptionVue on two different Windows OS systems. Also, have tried with OptionVue data is on a local hard drive and when it's on Google Drive. Performance is the same across the various setups. I live here in the States, so I don't see how this is anything but an issue with OptionVue.
  15. emeric

    emeric Guest

    so we all have same problem and have reported it to OV...and seems the complaints started many months ago. Till now nothing has been done....

    Even 10/15 sec delay would not be acceptable. 2/3sec is the max reasonable time in my opinion, and OV is very far away....
  16. Andrei

    Andrei Well-Known Member

    Yesterday I tried to re-play one of my trades in SPX and ended up going through the trade using Excel and TOS.
    There are three main reasons I need OV:
    1. Keeping track on my trades and P/L
    2. Better and reliable IV and T+0 modeling
    3. Trade re-play and back testing

    My observation about OV in the last year of using it:
    1. Keeping track of trades in not very intuitive and I think most people are just ending up setting up a new account for each monthly trade. (I tried R field but founded it not very reliable and hard to recover from mistakes). ONE has a much better approach of assigning a unique ID to each trade. I complained to OV, but they basically deny there is a problem.
    2. We all have just spent two months trying to deal with OV's "improved" T+0 modelling... Enough said. BTW at first they denied there was a problem.
    3. Back testing, it worked before, now it does not. Again it is unreliable and they seem to be minimizing the problem...

    I have just one month to go with OV. Very seriously considering going back to ONE with their new IV model. I used it while at SOM and they seemed to have better client service attitude.
    TheSpeculator152 and Jim L like this.
  17. TheSpeculator152

    TheSpeculator152 Well-Known Member

    ONE should be coming out with a promotional price next week to encourage switchers (Andy shared on an email). It must be a field day for them.
  18. Rick

    Rick Active Member

    Today while working on a backtest I used the archived SPX data downloaded from OV as per the post #9 above. It still takes 15 seconds for each data point.
    Anyone else try this approach?
  19. AKJ

    AKJ Well-Known Member

    I tried this approach, and my OV performance improved drastically.
  20. Rick

    Rick Active Member

    Andrew was this with SPX?
    If so how long does it take to update by one day?

    thanks in advance,

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