Saturday, 15 September 2012

time series - What is the best way to store stock history data -



time series - What is the best way to store stock history data -

i mean build scheme back upwards below query database

get1mindata(stock, begindate, enddate) get5mindata(stock, begindate, enddate) get30mindata(stock, begindate, enddate) get60mindata(stock, begindate, enddate) .....

the input scheme sec level data, means have aggregate info different api.

what database should use? heard lot time series db. option? or utilize mysql , write fancy query accomplish goal?

i store 10 years of fx tick info (and growing) majors (and 6 years of tick info 30+ crosses) in postgres db. little more 60gb index on timestamp. 8gb memory flies on laptop. since need 5m/15m/30m/1h/4h/d1 candles quite have other tables store them ie calculated once. convenient since can slurp in r.

time-series stock

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