Take a look at QuantWeb - http://openquant.com/quantweb.html - free to learn, backtest and automate on the web and then you can deploy your strategies in-house with desktop applications.
I would suggest to simply remove entire data series from OQ DB and import again. One month of 1min bars should take minutes if not seconds to import...
Hi,
please just make sure you don't override / insert data. This is a very slow operation due to streaming nature of OQ DB. If you always import data in chronological order, OQ should do it very fast, with 100K-1M+ ticks per second rate or so.
Regards,
Anton
I am not sure about Java, but for C# you can consider this end-to-end algo trading infrastructure that we use in our own HFT trading
http://www.smartquant.com/products.php
Just curious why do you need nanosecond precision in .NET DateTime. It's a good thing that microsoft people use ticks to store datetime anyway since it can be utilized in the future under better hardware / OS.
We are currently working with other platforms where standard datetime objects have...
Basically people run time critical HFT systems under Linux / c++. Not just due to DateTime issues but due to the fact that you have no control of what .NET is doing right this moment (sending an order or doing Just in Time compilation of the portion of code that should send this order ;) )
But don't forget this
http://blogs.msdn.com/b/ericlippert/archive/2010/04/08/precision-and-accuracy-of-datetime.aspx
when you are talking about fraction of millisecond accuracy ;)