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what database do you use to store historical market data?



  • I have below questions about historical market data framework,
    Do you use any open source solution for storing and accessing historical market data, in context of the below problems.

    • How do you store historical market data in efficient way and retrieve it fast?

    • How do you access data at different interval ie. your strategy for back testing purpose might not need every tick data, but 1 Min/10Min/1Hr data could be sufficient and efficient for initial testing ?

    • Does your market data framework supports accessing/subscribing to data in time serialized way for multiple symbols ie. strategies which analyze multiple symbols?

    • Thought not much interested for now but if you could answer, How do you efficiently distribute it in live environment?


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