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1

Apache Cassandra would be a good fit for storing real-time intraday data. It's a partitioned row store, where rows are organized into table using a partition key. It you use a schema where you store data for one ticker per row with partitioning by day or month (it has a limit of 2B records in a row), the operations in your questions would be very performant....


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I think the most sophisticated solutions are to be found within the R universe. One package that comes to mind is the quantmod package. You can use it to download data from Yahoo and Google finance, plot charts and filter your stocks using all kinds of technical indicators (that come with the package). It can be found on CRAN: https://cran.r-project.org/...


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I would recommend using Python because it can be downloaded for Windows or Mac and is available in almost all Linux repositories as standard. Once you have Python installed you can use any of the following links to see how to get your data https://www.quantstart.com/articles/Downloading-Historical-Intraday-US-Equities-From-DTN-IQFeed-with-Python https://...



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