We tested SQLite too. It is very good for small databases who can fit in the memory. It very popular because it is free and with very small...
SSD disks right now are reported to deteriorate with time and the access time to increase after usage. It is still not clear why but this info is...
Column oriented solves only the reading from the disk problem - to read only the needed data and read them faster because of better compression....
It is no so simple as that when you are trying to do an actual work. The concept of column oriented is only a part of the picture. It solves...
Yes but you can store as one column in a separate file. That way if you want a sliding window on C(Closing price) you load the file with just...
In fact internally the database is reading all the columns, then using only the columns you need in the query. Because the database is stored on...
Yes - this is possible with SQL but it is slow because of these joins. The main reason COTS databases are slow is because they are designed for...
If we work for example with EOD data, sliding window is when you want for example to calculate a regression on 360 days back. 360 days is your...
I have been through this. Had to test a strategy and needed a lot of data (EOD) which is 20,212 trading days since 1928 for DJIA. MS SQL do not...
Trading Technologies claims it accounts for more "50 percent of the combined electronic volume on the worldâs six leading derivatives...
Where you get these data from?
Another problem with web based stock trading is this: "A relatively unknown data-stealing Trojan horse program that has claimed more than a...
If this is the best software available what can I say ;) I agree about the server congestion. I was commenting on the desktop client only....
I am using Schwab StreetSmart Pro Desktop on MS Vista and also tested the web Java based StreeSmart Pro. The desktop version is fast and...
Yes, this in one advantage no much people are knowing about - 40/60. Also DJX is the first DJ related ETF options - from 1997 and have a good...
Yes, also the Dow Jones related ETFs have a liquid options. So we have about 10 Instruments at a time. The mix changes but my observations are these.
I suppose IB are outsourcing too? ;)
This is an opportunity to have the key but not the key itself. A robust and stable trading platform with this huge amount of data is very hard to...
If you are looking for EOD - CSI have the best data quality.
;) Yes I am thinking it would be an interesting thread. You can start it. Probably the topic should be more general - something like "tick by...
Separate names with a comma.