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8
votes
1answer
3k views

Why use a column database for tick/bar data?

I often hear that column-oriented databases are the best choice method for storing time series data in finance applications. Especially by people selling expensive column-oriented databases. Yet, at ...
0
votes
0answers
81 views

Greenplum database storage model for time series data

I have to deploy a greenplum database for analysis of time series data. I will have around 50 different time series (s1,s2,s3,...s50) and each series will have multiple pairs (time is 1 hour average ...
0
votes
0answers
699 views

fetch from yahoo! finance database - varying number of ticks

To test a model with real-life data, I used the fetch-function in matlab to connect to the database of yahoo! finance. My code to try and get 7 different assets' returns is the following: ...