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Quant版 - stock ticks data storage
相关主题
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brainteaser两道老题请问:那里可以下载 tick to tick stock data? 美股,中股均可,
[合集] brainteaser两道老题请推荐stock data vendor
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"markets seem to have stabilized, but the clock is ticking"有人研究过vix options tick data么
Where can I buy historical TICK DATA for ETFs哪里能买到Intraday data?
相关话题的讨论汇总
话题: ticks话题: memory话题: storage话题: data话题: whole
进入Quant版参与讨论
1 (共1页)
l*******l
发帖数: 248
1
下面两种情况下怎么存最efficent?
a whole big pile VS like the last 10 ticks
k**u
发帖数: 698
2
co-ask.

【在 l*******l 的大作中提到】
: 下面两种情况下怎么存最efficent?
: a whole big pile VS like the last 10 ticks

r***6
发帖数: 401
3
In memory last n ticks use circular buffer. For a whole days data use hdf5
or binary or R dataset.

co-ask.
★ Sent from iPhone App: iReader Mitbbs 6.88 - iPhone Lite

【在 k**u 的大作中提到】
: co-ask.
a****n
发帖数: 1887
4
in memory database vs queue in memory
o********n
发帖数: 100
5
hello. I saw your post on BBS. I am doing similar thing. Maybe we can learn
from each other?
for whole day, use binary, because you can then use memory map to read it,
which is the most efficient tool you can have.
For in memory, what do you mean by "whole pile" ? I am just beginning
handling storage of data in memory and don't have a clue :-( so it would be
really nice to learn what is the general methods.
1 (共1页)
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相关主题
哪里能买到Intraday data?green book?
自己开个小公司做交易系统卖有没有可能?金融博士找工作
请教高频交易公司的工作模式。"markets seem to have stabilized, but the clock is ticking"
向各位请教职业规划Where can I buy historical TICK DATA for ETFs
[合集] splitting problem有API的discount broker
brainteaser两道老题请问:那里可以下载 tick to tick stock data? 美股,中股均可,
[合集] brainteaser两道老题请推荐stock data vendor
请教:输光的概率是多少请问darkpool交易记录是否会计入TAQ历史记录?
相关话题的讨论汇总
话题: ticks话题: memory话题: storage话题: data话题: whole