tick database

Discussion in 'Data Sets and Feeds' started by Batman28, May 6, 2007.

  1. Is there any tick database programs out there for a reasnable price?

    what im looking for is a simple application that can store time series tick data for user specificed time-frame i.e. per second/minute/5-min/hour/daily etc.... for multiple securities..

    and it can import/export data with typical application like excel.

    Please let me know of ones you know of and prices. im not interested in programming it myself so forget given advice on programming etc..

  2. depends how long you want to go back and which instruments. opentick.com is the least expensive at the moment (just exchange fees)
  3. im not looking to buy data or "going back".. looking for a database app that allows you record data as of now, with ur own setting..
  4. Your lack of interest in DYI makes this unrealistic...

    1) It's completely dependant on YOUR existing data source, which may or may not allow external access to the data.

    2) Data integrity can be breached too easily. The data source could experience problems, and/or you, the end-user may have glitches. All with no backfill capability.

  5. I have absolute no interest in DIY. i rather spent time looking at the data.

    I'm looking for solutions similar to Smartquant's DataCentre or LMT Tickbase. but cheaper.
  6. Like I said, unrealistic.
  7. laputa


    Can use try TS Globalserver? It's not the most robust of all, but if you think smartquant is expensive then maybe Globalserver would do...

    You can buy API SDK from tssupport
  8. If we understand you right you want your own storage facility for tick-data.

    As part of our ATS we have developed a module that stores tick-data from the IB-Trader Workstation in a relational database system. From there you could import the data into other applications (e.g. Excel as external data) using Standard-SQL and aggregate them to any timeframe or bars you want. You also requested import facilities that we could also provide for any specified data format. If interested please contact us.
  9. is this storage module something you keep on your server or is it stored on the user's hard drive? I would be interested in hearing more and I'll bet others would too.
  10. Our application consists of 3 parts which all reside on the user's computer (or could be distributed over computers in his local network).

    1. The IB-TWS workstation running, logged in to the user's IB-account (paying exchange fees)

    2. a program which gets the tickprices via the IB-API and stores them via SQL-Statements in

    3. a relational database system (and also reads them from there for analysis purposes).

    From there they can also be imported to other programs or spreadsheets for further aggregation and any programmer who can talk SQL (the standard database programming language) also can access these data because they are stored in an open format.
    #10     May 11, 2007