I'm the author. Just please be gracious as it is clearly on the site that this is "alpha" testing.
Quote from Batman28:
flip
if you're familiar with tickzoom let me ask you a question. can you describe it's database architecture? i.e. where exactly are the tick data stored and recalled from? data file?
The database architecture is very simple and must be improved. Let me be specific.
What is awesome is that it is EXTREMELY fast to load and write tick data. That means 10s of millions of ticks on mere seconds.
It reads ticks directly from the file in binary intro memory with a little compression on disk.
None of the object or relational databases tested or researched could even touch that performance because they add both CPU and data overhead which severely increases the processing time and storage space required.
The downside at the moment is that it only looks at one file at a time and the GUI is simplistic so you can't change files in the GUI. I just rename the file I want to use in the file system.
Plus, it does a "sequential scan" to find the time range you want
I personally converted the 5 years of tick data for USD/JPY that I had into TickZOOM format and use that for historical testing.
Also, you can collect much better quality tick data from MB Trading (if you use them) with the TickZoom server if you wish. TickZOOM binary format includes bid/ask, last trade, size, 5 levels of DOM, etc.
can all the sources be loaded up and run in visual studio ? thanks [/B]
Yes. But I don't know if anyone has tried. I use SharpDevelop 3.1 which runs off .NET 3.5 but we target .NET 2.0 for compatibility with Mono.
Everyone says they're compatible.
Let us know.
Wayne