Question related to data mining and backtesting: what's the best container to use with the typical csv/comma delineated index futures? Let's assume that the basic data components, i.e., open, high, low, close, price, volume are part of a structure or public class. Then should it be a vector of structures? Or a set, or a map? I'm wondering especially about how to deal with date ranges and times when doing basic analysis. Typically date is of type string in the csv file. So does it need to be converted for analysis to be possible? Or is there a workaround. Say for example, I wanted to read in data from a csv file and then find the low price over a given range of dates. That sort of thing.