Comments on: billions and billions

By: Tick Data Storage and Relay

Tick Data Storage and Relay — Sat, 10 Jul 2010 03:09:14 +0000

[...] the market blog on HDF5 is about the only good info ive found on tick db construction: Hack the market billions and billions Hack the market managing tick data with hdf5 Hack the market tick data & hdf5 (part 2) From [...]

By: Hack the market » managing tick data with hdf5

Hack the market » managing tick data with hdf5 — Mon, 05 Jan 2009 04:02:20 +0000

[...] number of months ago, I mentioned using HDF5 to manage tick data as RDBMSes just aren’t up to the task and specialized Tick DBs [...]

By: tito

tito — Sun, 24 Aug 2008 13:23:04 +0000

Thanks for your kind words, Luca. I’ve just updated the post with some related info my dad had shared with me. The amount of info that is available to us now is staggering and the problem has become not a paucity of information but our own ability to find it, make sense of it and, ultimately, act on it.

By: luca

luca — Sun, 24 Aug 2008 11:41:02 +0000

tito,
thanks for sharing this info!

when I see at what level are working guys like you I really understand the place of us, ordinary folks involved in trading: I am testing my strategies on a laptop with Amibroker

By: tito

tito — Sat, 23 Aug 2008 13:51:59 +0000

Thanks, Flaviu. Yeah, I’m very impressed by the helmer and would love to have one (built for me). Unfortunately, I view debugging hardware as a very expensive and generally fruitless form of torture, so I don’t see a helmer in my future. I have been pricing a bit more conventional systems and it seems that one can get an 8-core server with 32G of RAM and a couple terabytes of raid for about the same price point as helmer and maybe one of these days I’ll give building such a machine a whirl…

Certainly I wish the culture of open source hardware would open up a bit more with a purchasable listing of h/w requirements and software-guy-proof instructions for building and troubleshooting a system. You would think that vendors like newegg would try to foster such communities, but I haven’t seen it yet…

By: flaviu

flaviu — Sat, 23 Aug 2008 09:48:55 +0000

great post tito ! I like the site about that helmer