Timeline for Best way to store hourly/daily options data for research purposes
Current License: CC BY-SA 3.0
4 events
when toggle format | what | by | license | comment | |
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May 9, 2013 at 15:50 | comment | added | Matt Wolf | It seems very fast but I admit I only ran some quick code through the nuget library targeting .net. I like their concept much better than most columnar db solutions. | |
May 9, 2013 at 15:44 | comment | added | unclepaul84 | @Freddy: Agreed. It provides an interface too raw for a quant. But its performace charactericts make it a prime candidate to build a very versatile and performant analysis tool. | |
May 9, 2013 at 15:29 | comment | added | Matt Wolf | I like Teafiles, just it's that the use base is (still) very small. I thought I read somewhere that an R library exists to load and query Teafiles but I may be mistaken. My own binary file database is structured actually very similarly. | |
May 9, 2013 at 15:24 | history | answered | unclepaul84 | CC BY-SA 3.0 |