Search found 4 matches

by riddler
Fri Feb 09, 2007 2:19 pm
Forum: data feeds & historical data
Topic: historical tick data SQL database
Replies: 16
Views: 25088
Gender: None specified

Thanks for the pointer michal! I have the framework you mentioned for mt4 hst files. I can import them into mysql and 'update' the db from 'newer' hst files. At the same time, I'm also using tick feeds to build higher timeframes which I commit to db as well. Once the rest of my setup (like backteste...
by riddler
Thu Feb 08, 2007 6:00 am
Forum: data feeds & historical data
Topic: historical tick data SQL database
Replies: 16
Views: 25088
Gender: None specified

Hello, I've wanted tick data myself but the best I could do was minute data from alpari. I'm actually still in the process of developing my 'environment' -- for writing trading systems, and the backtester and optimizer etc. Anyway, it's nice to known you have such high quality db. Once my backtester...
by riddler
Thu Feb 08, 2007 5:31 am
Forum: data feeds & historical data
Topic: historical tick data SQL database
Replies: 16
Views: 25088
Gender: None specified

Oh, sorry I just realized, I eliminated a numeric primary key all together! Here's what it looks like CREATE TABLE `audusd` ( `symbol` char(6) NOT NULL default 'audusd', `period` mediumint unsigned NOT NULL default 1, `time` datetime NOT NULL, `open` double unsigned NOT NULL, `low` doubl...
by riddler
Thu Feb 08, 2007 5:29 am
Forum: data feeds & historical data
Topic: historical tick data SQL database
Replies: 16
Views: 25088
Gender: None specified

Hello I have a simple mysql schema and I'm using Alpari databank as the source -- I'm using regular INT which I think is 32bits and it's working okay. Lookup times are okay. I have 20 pairs and 2-3 years worth of minute data. I think it's about 1-1.5 gigs.

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