As recomended by the London Quant, this TeaFiles product could be used to house all your market data including FREE Yahoo Finance as a source
This is the closest you will get to high speed data analysis which is customized for financial time series. Take this one seriously as the recommendation says so
The other benefit is you don’t need to recreate the wheel with this requirement
http://discretelogics.com/teahouse/#features
http://teafiles.codeplex.com/
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