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

    Joined:
    Mar 29, 2013
    Messages:
    2,377
    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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