Eventually the data bash will cover about four month's worth of data, but so far we have finished about half of it. A day for one market takes about 20 minutes to do and involves about 15 detailed calculations. I reckon I can manage about 5 hours a day of this, so process 20 market days per day, so for the three markets, I cover about 7 days per day. At this rate, the completed data-bash will take another week or two. It must be said that this is a very intense way to spend one's working day.
In addition, I need to keep Jerome up to date with my progress and also teach him the new stuff. Today he tried to process his first two days on his own and it took him most of the day. But he does think that he might be getting the correct numbers out. It is a holiday in the US next Monday and our goal is to be perfect at these calculations for the re-start of trading on Tuesday.
I am just about worn out from this process, but the results are so good. I have said to Jerome that this might be the last system upgrade and that our focus whould switch to the processing of trades only - in other worlds, no more of Jerome's "data-mined" queries for me to address.