Slow Write speeds on windows with small buffers

DavZim / RITCH

An R interface to the ITCH Protocol

https://davzim.github.io/RITCH/

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Slow Write speeds on windows with small buffers #26

Open DavZim opened 3 years ago

DavZim commented 3 years ago

library(RITCH)
file <- system.file("extdata", "ex20101224.TEST_ITCH_50", package = "RITCH")
ll <- read_itch(file)

write_itch(ll, "tmpfile", buffer_size = 52, quiet = TRUE)

Takes 0.2 secs on Ubuntu and 42 (!) secs on Windows. Maybe write_itch() is not yet fully optimised... (note write_itch is not used in filter_itch!).

DavZim commented 3 years ago

Current workarounds: use larger buffer sizes or use filter_itch to filter the data to another file first and then read it.