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Total Posts: 62
Joined: Jan 2008
Posted: 2021-09-11 02:25
Wondering about best approaches to storing/retrieving options price data for backtesting purposes? Anything SQL-based seems unwieldy (ie, very slow) given the amount of data, wondering if it may be necessary to go to a flat file or TSDB solution or if there's a better approach.


Total Posts: 12
Joined: Oct 2007
Posted: 2021-09-19 21:05
I use memory mapped files to store options data for my simulations. Another fast tool is kdb (commercial version is extremely expensive, but 32 bit version could be used for free)
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