Greetings,
Looking forward to checking out the C# implementation!
In the meantime I'm starting to connect to OpenTick to start collecting data. I was wondering if you had any advice to share on the method of data storage for long history over several symbols. With a high resolution olhc, volume, time etc... I suspect that the data source will start to fill up fast. Do you have a particular datasource format that you are partial to?
Thanks for your time !!
rob
Hello Rob,
I find that I use a SQL database for all indexed items (contracts, options, etc.) and then these reference binary data files which are sequential binary structures representing a tick price or size event from IB. This has worked very well for my simulators - how are you planning to use the data? this should drive your design decision heavily.
-Karl
Greetings :)
The data would be for custom charting / trading application through IB. at this point the data set is small that it doesn't really impact anything. I've been using SQL. I have been reading more about other file methods for the sequntial data that sound interesting.
Looking forward to getting into your c# IB API code in the next couple of weeks !
rob
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