Recent content by DaManJ

Regarding the Op's initial point of running on-the-fly queries to the database whilst the strategy is running, I question the necessity/relevance of doing this. For my own strategies, I build underlying tick-data into in memory time-series on the fly, with a maximum length after which data is...

Hey mate, thx for the suggestions. I know the seperate date field is reduntant, however it speeds up the index when querying by date. In terms of using the timestamp as the index, these timestamps are provided by my data-provider and sometimes updates from the exchange will come in with the...

Hey mate, I use SQL 2008 for storing tick data, using the datetime2 datatype to store tick timestamps down to the microsecond. *** Here is the schema for my tick table - CREATE TABLE [dbo].[TICK]( [tickId] [bigint] IDENTITY(1,1) NOT NULL, [tradeDate] [date] NOT NULL, [securityId]...