arctic
opentick
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arctic | opentick | |
---|---|---|
52 | 7 | |
3,021 | 183 | |
0.2% | - | |
7.1 | 10.0 | |
11 days ago | over 3 years ago | |
Python | C++ | |
GNU Lesser General Public License v3.0 only | Apache License 2.0 |
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arctic
- An oral history of Bank Python
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How do you store the stock market time-series data?
I use flat files but surprised no one mentioned https://arctic.readthedocs.io/en/latest/
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Recommendation for a Database for analysis
What you need for your use case is a column-oriented store. I recommend explore bcolz or apache arrow for a column file-based systems. These are very fast, support memory mapping, uses compression and SSD speed (and even CPU architecture, in case of arrow) optimally almost out of the box, and has good interfaces to Numpy and Pandas (in case you are using Python for final data consumption and analysis). The columnar structure makes it easy to add or delete a column easily (or even dynamically). If you need a more scalable (albeit at the cost of speed) solution, you can devise a schema over a regular columnar db or an nosql db - see arctic from Man group for an example.
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What do they use to manage the tick data?
check this out: https://github.com/man-group/arctic
opentick
We haven't tracked posts mentioning opentick yet.
Tracking mentions began in Dec 2020.
What are some alternatives?
kdb - Companion files to kdb+ and q
QuestDB - An open source time-series database for fast ingest and SQL queries
pystore - Fast data store for Pandas time-series data
Apache Arrow - Apache Arrow is a multi-language toolbox for accelerated data interchange and in-memory processing
ta-lib-python - Python wrapper for TA-Lib (http://ta-lib.org/).
kafka-crypto-questdb - Using Kafka to track cryptocurrency price trends
SQLAlchemy - The Database Toolkit for Python
opentick - A fast tick database for financial timeseries data, built on FoundationDB with simplified SQL layer
fast-trade - low code backtesting library utilizing pandas and technical analysis indicators
traitlets - A lightweight Traits like module
cinder - Cinder is Meta's internal performance-oriented production version of CPython.
trading-utils - Collection of scripts and utilities for stock market analysis, strategies etc