tick data database

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tick data database

Hae Kyung Im
Hi,

it may be slightly off topic but I was wondering if any of you heard
about using netCDF format (or similar) to handle tick data?

I thought kdb would be a nice option but the price seems a bit too
high for my purpose. Do you know of any good open source alternative?

Also is there any package to connect R with kdb?

Thanks
Haky

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Re: tick data database

Dirk Eddelbuettel

On 1 May 2009 at 16:45, Hae Kyung Im wrote:
| it may be slightly off topic but I was wondering if any of you heard
| about using netCDF format (or similar) to handle tick data?

I know of places that use hdf5 so it likely that someone may also be using
netCDF.
 
| I thought kdb would be a nice option but the price seems a bit too
| high for my purpose. Do you know of any good open source alternative?
|
| Also is there any package to connect R with kdb?

Yes, you can get it off the (public access, as I recall) kx.com website.  I
looked at it for a few days---and even enhanced the existing R / kdb package
with corrected support for sub-second time types between R and Kx with a
patch you find on my blog at http://dirk.eddelbuettel.com/blog---but we
decided to go with a competing product (for which I've since written an
internal R package connecting to their C++ API).  If you want to evaluate Kx,
you get a free-as-in-beer 32 bit binary that will run for two hours after
which you need to relaunch.

The is a lot of cool stuff listed at the bottom of the 'column-oriented DBMS'
page on Wikipedia.  Someone should nudge these towards open-source tick data
bases. Jeff and I talked about it but alas no free time...

Dirk

--
Three out of two people have difficulties with fractions.

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Re: tick data database

Wind
In reply to this post by Hae Kyung Im
Hae Kyung Im wrote
Also is there any package to connect R with kdb?
https://code.kx.com/trac/wiki/Cookbook/IntegratingWithR
account/password: anonymous/anonymous
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Re: tick data database

Ulrich Staudinger

Wind2 wrote
Hae Kyung Im wrote
Also is there any package to connect R with kdb?
https://code.kx.com/trac/wiki/Cookbook/IntegratingWithR
account/password: anonymous/anonymous

Hi,

sorry to crosspost, but there are two interesting threads on aq.org and on the rsig-finance mailing list where i think it is worth they know of each other ...

http://www.nabble.com/Thoughts-about-handling-huge-amounts-of-ticks-in-db-backend-td22999165.html
http://www.nabble.com/tick-data-database-td23340204.html


Regards,
Ulrich
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Re: tick data database

Daniel Cegiełka
In reply to this post by Hae Kyung Im
2009-05-01 23:45 GMT+02:00 Hae Kyung Im <[hidden email]>:

> Hi,
>
> it may be slightly off topic but I was wondering if any of you heard
> about using netCDF format (or similar) to handle tick data?
>
> I thought kdb would be a nice option but the price seems a bit too
> high for my purpose. Do you know of any good open source alternative?
>
> Also is there any package to connect R with kdb?
>
>
Hi Haky,

If you want to have a database primarily for analysis, testing etc.:

http://www.cerebralmastication.com/wp-content/uploads/2010/06/RUG-Chicago-RYAN.pdf

http://files.meetup.com/1772780/Analyzing%20Big%20Data%20in%20R.pdf

Best regards,
Daniel

        [[alternative HTML version deleted]]

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Re: tick data database

daniel.krizian
Note that the pricey kdb is the one in 64-bit.

32-bit kdb+/q prior version v.3.3 (and after 2.8 I think) is free for
production use (if you managed to download the copy from kx site in the
past).
Note that those versions are no longer available for download. Latest
32-bit versions are still free for proof-of-concept and development use.

Regards,
Daniel Krizian


On Tue, Feb 2, 2016 at 6:00 PM, Daniel Cegiełka <[hidden email]>
wrote:

> 2009-05-01 23:45 GMT+02:00 Hae Kyung Im <[hidden email]>:
>
> > Hi,
> >
> > it may be slightly off topic but I was wondering if any of you heard
> > about using netCDF format (or similar) to handle tick data?
> >
> > I thought kdb would be a nice option but the price seems a bit too
> > high for my purpose. Do you know of any good open source alternative?
> >
> > Also is there any package to connect R with kdb?
> >
> >
> Hi Haky,
>
> If you want to have a database primarily for analysis, testing etc.:
>
>
> http://www.cerebralmastication.com/wp-content/uploads/2010/06/RUG-Chicago-RYAN.pdf
>
> http://files.meetup.com/1772780/Analyzing%20Big%20Data%20in%20R.pdf
>
> Best regards,
> Daniel
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

        [[alternative HTML version deleted]]

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