Can you recommend a good tutorial for working with tick data for the purpose of algorithmic trading?

Is the data normally stored in a database and only bits are read into memory at a time?

Is there some useful software that's easy to get?

  • $\begingroup$ This site is intended for people who work in the industry. See the FAQ. $\endgroup$ – chrisaycock Jun 25 '12 at 15:25

Yes, there is a software application that you can purchase for $39.99 which stores all your tick data in a highly compressed format while still allowing maximum throughput and lowest latency data queries that I have ever seen. The package provides APIs to all languages under the sun but because they have a special sale going on it comes with the complete back testing and trading system in one single package. And guess what, they have thrown in a CEP engine for free as well. Its too hard to pass up if you ask me. Here is the link: do-your-own-damn-work-because-what-you-are-asking-for-is-something-others-worked-years-on-and-it-sounds-you-are-just-in-for-the-low-hanging-fruits-please-ask-elsewhere.com

But seriously, dude, do a little homework on your own, google couple terms, get some basic information because you come across as being incredibly lazy, at the very least incredibly uninformed. You are asking others to give away information and to put in the time to respond to you intelligently, would be nice to see you show a little respect by doing a bit of the leg work beforehand. I am more than happy to walk you through everything but only when you ask specific questions that show you have done a bit work upfront.

Hope this makes sense!

P.S.: I guess I am just a little fed up with more and more newbie questions ending up on this site. I thought this was a forum for people working in the industry, I am not saying this is a requirement but I would appreciate it if the previously higher standard of information sharing can be again maintained. Questions like "please deliver the holy grail to my door steps" really drive me nuts...;-)

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    $\begingroup$ Freddy, while I share your frustration, I'm not sure there's ever truly been a time on this site when it wasn't infested with newbie questions. The redeeming feature of this site is the Q&A engine, which gives the community the ability to close and down-vote those questions so that they don't pollute the front page for too long. $\endgroup$ – Tal Fishman Jun 25 '12 at 15:25
  • $\begingroup$ @Tal, thanks, true but I just sense before there were more direct market related questions by people in the field who may have stopped posting here and may have moved to Nuclear P. or other related sites. Hope that the current level of professionalism can at least be preserved. Thanks for your work re this site, I like to add value where I see it makes sense, and hope to also benefit from others' wisdom as well. $\endgroup$ – Matthias Wolf Jun 25 '12 at 16:34

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