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?