What do you guys use for tick data collection and retention?

Discussion in 'Execution Platforms' started by jack, Sep 13, 2014.

  1. jack

    jack Administrator Staff Member

    Mar 29, 2013
    Title says it all, I'm looking to start collecting tick data from various sources in real time and store it for analysis at a future date.

    I know I can find historical tick data and just test against that, but I'm actually interested in broker specific feeds and the differences between them.

    I've also google-foo'd my way to find a few packages and scripts that claim to do this, but I was hoping someone here might already have gone down this road and could share their experiences and any tools used.

    Cheers! :D

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