Tagged Questions
5
votes
4answers
859 views
Analyzing tick data
What are some of the commonly used techniques to analyze tick data?
I am looking at tick data to see how the quotes/ mid-price evolves due to certain events in the market. Since tick data is ...
3
votes
1answer
218 views
Should I use SSAS to store Tick and bar data?
I have been looking for a low cost solution to effectively store and query tick and bar data.
Databases like kdb+ and Streambase are too expensive for me.
Building a custom solution with SSAS (Sql ...
11
votes
3answers
3k views
R: How feasible is it to store — and work with — tick data in a database connected to R?
I'm looking to convert some tickdata .csv files into a database on a local disk and then use R to call the data and do my various analytics and modelling.
What are some best practices / ...
6
votes
3answers
816 views
Which data service to buy for redistributable data?
This is a follow-up to my previous question regarding anyone whom wanted to 'donate' data.
So far no one has stepped up (learning more about buying and selling data, I realize that I'm going to have ...
