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Hi Wayne I have been thinking about storing ticks as binary files, I haven't tested it though, but it could be interesting. To BLOB or Not To BLOB: Large Object Storage in a Database or a Filesystem http://research.microsoft.com/apps/pubs/default.aspx?id=64525

Take a look here: http://code.google.com/p/tradelink/source/browse/trunk/TradeLib/eSigTick.cs and here: http://code.google.com/p/tradelink/source/browse/trunk/TradeLib/Bar.cs Certainly it has nothing to do that with the fact it's written in C#, both you and I know that, but some...

Wohaaa... You're just amazing, very nice demo. Congratulations in the fine progress you're doing. I'm looking forward to test it and make my own experience, but it looks very very promising I must tell you :)

Hi ButterMilk, what Trading Platform are you referring to that can do any of those things? Cheers Janus

greaterreturn -> Why even bother with DB40, imho it's slow ;) Have you looked here: http://www.nanex.net/OPRADirect/OPRADirect.htm This is a strong compression routine, I'm sure it can make some nice performance. Have you thought about loading data into a list and then just use Indexed...

Not to irritate you, but clearly your experience is lacking in skills at least for C# C# is almost as fast as C++ and even faster when it comes to handling of small objects because of the garbage collector. Java is just a slow beast, but has very nice features though :) C# has very strong...

hi greaterreturn Extremly interesting thread, it seems that many of your ideas is taken out of my scratch-board :p I think an open source project should follow some simple rules for instance versioning, testing and so forth. Are you using TDD in the development? I've been working as a...