New answers tagged software
You can use Cubic Splines to convert quarterly data into monthly. See also the following: https://columbiaeconomics.com/2010/01/20/how-economists-convert-quarterly-data-into-monthly-cubic-spline-interpolation/ Update: Take a look at the following link too: http://answers.microsoft.com/en-us/office/forum/office_2010-excel/cubic-splines-in-excel-2010/...
You may want to take a look at this: https://www.youtube.com/watch?v=4CnowC3UH4s
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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