How do you store the stock market time-series data?

• opentick

  11 192 1.8 C++

  A fast tick database for financial timeseries data, built on FoundationDB with simplified SQL layer (by open-trade)

I am using my own https://github.com/rustdesk/opentick

• arctic

  52 3,028 7.1 Python

  High performance datastore for time series and tick data

  

I use flat files but surprised no one mentioned https://arctic.readthedocs.io/en/latest/

• WorkOS

  workos.com sponsored

  The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

  

• QuestDB

  311 13,475 9.7 Java

  An open source time-series database for fast ingest and SQL queries

  

I write the docs for QuestDB which is built for this, and we have users already using us for algotrading, so this might be interesting for you. From Python, the fastest inserts will be using InfluxDB line protocol.

• SQLAlchemy

  123 8,750 9.7 Python

  The Database Toolkit for Python

  

I have used this article for inspiration and and overview. The implementation was straight forward with sufficient flexibility (same scheme for daily, hourly, 15 min and so on in separate tables within the data base). I use an ORM to be independent from whatever data base to be used (MySQL, PostgreSQL etc.) and to realize increased programming effectiveness through object oriented programming (Python).

Suggest a related project