Traders' Roundtable

$900 for 30 years of tickdata doesn't seem that unreasonable... But I guess that is substantially more expensive than EOD data. I'm surprised that no one here has responded about intraday/tick data.

I think using a database costs performance

Yes this is probably true for strict reads from simple tables (assuming both MySQL table is indexed and using binary tree index in file). However that's about the extent of what you can do with a "text" or binary file. Otherwise all banks, trading firms ...

Hey guys,

Here's a question that I've been grappling with recently: What database to use for storing EOD data? I currently have over a couple of gigs of data, spread all around the place, and am thinking of integrating it all into one database. Am considering SQL Server or MySQL and the ever ...

Hi,

I was wondering if anyone here has a any recommendations on vendors or sources of accurate historical tick data? It seems that most historical data that is sold by vendors is end of day data. I wanted write a program to back test the Original Turtle's Trading System. After reading about the ...