DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post

"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.

"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post

"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate

"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe

"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles

"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email

"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom

"Everything is working great with the API. I love it." - Comment from Calvin

"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »IQFeed 3rd Party Software Support »What is the best method to maintain a database of ticks for a collection of stocks?

Author	Topic: What is the best method to maintain a database of ticks for a collection of stocks? (2 messages, Page 1 of 1)
smt52 -Interested User- Posts: 31 Joined: Feb 23, 2009	Posted: Feb 23, 2009 08:48 AM Msg. 1 of 2 Hi, I'd like to maintain a historical database of tick data for stocks. Can anybody suggest a method? I would be open to any method that might require programming, such as a Ninja Trader solution. I would also be open to any pre-packaged software that will take over the task of populating a database with tick data, in realtime, 365 days a year, 24 hours per day (actually, within trading hours). Shane.
rbrodt -Interested User- Posts: 4 Joined: Oct 23, 2008 What color is an orange?	Posted: Mar 6, 2009 09:07 AM Msg. 2 of 2 Since tick data is typically accessed sequentially (from start to end) instead of randomly (picking out a tick from the middle of at trading session) it makes sense to use a directory and file structure. One directory per trading instrument, and one file per trading session. To conserve space, we use a flyweight design pattern storing only the price and size offsets from an initial absolute price/size. So the tick file uses a "long" record that contains a timestamp, the LAST price and size, and volume, then subsequent ticks use a "short" record that contains a time offset from the previous record (in seconds), price offset (in "ticks" depending on the instrument) and a size offset. If the offsets are too large to fit into a "short" record, we write another "long" record. A day's worth of tick data is typically about 1Mb - small enough to be managed comfortably.