How to stream your historical market tick data for back testing your trading strategy? KDB or Microsoft SQL Server?

(Last Updated On: April 1, 2013)

How to stream your historical market tick data for back testing your trading strategy? KDB or Microsoft SQL Server?

From a Youtube user:

Hey, i have a question. If i have lots of historical tick data, and want to replay the data as it happened, i.e. like a tick player, a peice of software that actually replays the ticks as they happened, how do i do this? Other than ninjatrader?

My answer:

Try kdb if you can afford it. Or this:

http://www.microsoft.com/en-us/sqlserver/solutions-technologies/business-intelligence/streaming-data.aspx

This is considered prettty well by the quants

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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs