Introduction We are currently working on time-series database solution for collecting high-frequency crypto-exchanges data – namely for tick data and one-minute orderbook snapshots. We’ve developed REST API collector bots which are continuously fetching data from numerous REST API endpoints and saving them to database. This solution would work in the perfect world but that’s not where we do live. During …
Tag: server
Open-source database solution for daily data in R
This post will guide you through building up the database solution for market data from scratch. Database will daily update itself with data directly from CME. I will use R6 Parser class as interface between the database and CME settlement files. As a database I utilize PostgreSQL(PSQL) as it’s pretty fast, free, features rich, has clear documentation and is based …