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by IamHWengineer 3128 days ago
Do you store the tick data in a database? if so what database do you use?

And also, is it a matter of using the API from the exchange and displaying it in your format? Thanks

1 comments

I can store the tick data, although I'm not storing it at the moment (I disabled it for the launch and will test the load that enabling it represents).

I use Cassandra with just 1 node for the moment.

It's kind of that, although the client doesn't talk to the exchange directly, it only talks to the backend. The backend consumes events from the different exchanges, transforms it to a common format, stores it and serves it to the client (in brief terms).

For this kind of data, I'd actually use a Time Series Database like ElasticSearch, InfluxDB, or Riak. They're built for data like this. We're using ElasticSearch at work and it's been wonderful.
Cassandra also functions as a time-series database, and does quite well with tick data such as this. Many financial institutions rely on it.