-1

I collect data every 30 seconds and store it in a DB. Suppose I want to do analysis for 30m,1H,4H and 1 day time frames, what's the best approach to have access to that data for each TF?

BHP
  • 101
  • 2
    Welcome to Quantitative Finance! Your question is very difficult or impossible to answer, since it is much too broad. You need to specify many things: What do you mean by "best approach", what kind of DB and what analysis and so on. If you are asking for specific data structures it could even be off-topic and better posted (after sepcification) to Stackoverflow. – g g Oct 07 '17 at 07:26
  • Sorry! Maybe my phrase is not accurate enough. I mostly wanted to know how to choose timestamps based on the selected TF and IMHO this may dictate how to store tick data. So Now It seems these are 2 distinct question. – BHP Oct 07 '17 at 12:11

1 Answers1

2

Create a separate DB for each time horizon you need in your research.

LazyCat
  • 1,551
  • 10
  • 13
  • A database of End of Day prices normally includes items such as dividends, splits, daily high and low, total day's volume, which are not usually part of a tickdata database. Hence it is best handled as a separate database. – Alex C Oct 08 '17 at 03:03