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Questions about handling, obtaining, generating, or analyzing all types of financial or economic data. Please use a more accurate tag if possible; for instance: tick-data, fundamentals, market-data, option-data, ticker-mapping, etc.

4 votes

Usage of NoSQL storage in Finance

mongodb seems to be a good opensource solution to store historical tick-by-tick. I am using it here and it seems to be very simple to use.
Clebson Derivan's user avatar
2 votes

Loading HF stock data into excel

you need real-time tick in order to achive this. IB, esignal, iqfeed both provides RTD/DDE api to excel integration.
Clebson Derivan's user avatar
2 votes
Accepted

FIX/FAST packet analyzer

I am using a native C++ implementation based on QuickFAST, you can use the sample FileToMulticast to implement what you need. But if you are looking for a way do decode UMDF ( BM&FBOVESPA FIX/FAST) yo …
Clebson Derivan's user avatar