Improving backfill speed with Plus backfill
This is a note for those who backfill using Nest Plus on a regular basis so that it is faster (almost as fast as internal backfill). Recent changes in Zerodha Trader (and for other brokers as well) has resulted in the internal backfill using Vwap Statistics becoming slower and less reliable:
1. Zerodha has increased the number of days of data in ZT (see
this post by reenumlk). For NSE/NFO, it used to be 1 day but is now about 5 days. For MCX, it is about 25 days depending on the symbol and is almost unusable. For a regular user, who typically needs current day backfill, the operation has become slower.
2. Currency data in Vwap Statistics window is 2 decimal places (thanks to those who brought it to attention, and confirmed it across brokers). In the NOW Hourly Statistics window, the data shows correctly to 4 decimals. The Nest Plus data is 4 decimal places.
3. Also, in NOW, the Hourly Statistics window data has other time alignment issues for NSE equity instruments.
To get a faster Plus backfill, go to the Plus Dashboard, and select Nest Starter Pack. Select Settings in the top-right of the panel and change number of days to 1 or 2. Also enable the local store of data. With this change, Plus backfill should be far faster if used for current day. You could also lower the Initial Delay, Check Interval to 4 / 2 seconds.
Where a larger number of days for Plus backfill is required, change settings back to the earlier ones.
