I use a simple CSV text file, one line per tick event, and abbreviate the tick types to save disk space.
Example from 5:00:00PM today for SPY.
17:00:00.1239,TP,B,289.69,SPY (e.g. Tick Price, Bid)
17:00:00.1239,TS,b,40,SPY (e.g. Tick Size, bid-size)
17:00:00.1239,TR,BE,QTM,SPY (e.g. Tick...