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Thanks for your reply, bluematrix, and to others as well. The reason I don't use lists is because I have a lot of historical data and I need to be able to access any part of it in a reasonably fast manner. A list would be very slow I would think unless I need all the data starting from...

Good idea! Accessing the data via time would be the best way most likely, whichever way it would be implemented. But I would like to split our options into two categories: handling the data inside the program, or outside of it in some kind of database. I bring up databases because I'm...

I want to handle historical data in an easier way than I do now for my automated trading and research system. I haven't begun live trading yet so I still have a very bad way of handling the data. It's good to mention that the lowest data I am currently using is M1 data and I will not need...