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Viewing User Profile for: PaulSawyer
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Joined: May 12, 2014 06:45 PM
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PaulSawyer has contributed to 2 posts out of 18566 total posts (0.01%) in 1,530 days (0.00 posts per day).

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You could cut down on band width requirements using compression. I store all of my tick data using a simple compression system that yields on average around five to one compression. I am sure that other compression systems would give even greater compression. My system allows me to also keep data sets compressed in RAM and decompress them on the fly while I back test. It does require me to store ask, bid and trades in separate files but that should work well for your business as well.

Paul Sawyer


I also just signed up for IQFeed and I am disappointed to find that you don't provide all bid ask quotes in the historical tick data. My old vendor provide one week of past bid ask tick data which worked well for me. That would not require a lot of additional storage to provide. It does require about five times the bandwidth over the trade only ticks. I would suggest only making it available when the markets are closed. I need those prices. I may have to go back to my old vendor.

Paul Sawyer


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