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Jul
3
comment R: How feasible is it to store — and work with — tick data in a database connected to R?
I currently also do this (for tick data, e.g. transaction, best bid, and best ask), but as my dataset has expanded I've found the number of files on my hard disk to be annoyingly large, i.e. ~2 million. If you'd be willing to expand your answer to discuss this issue I'd be very interested in reading it (as I'm currently looking for alternatives).