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PureBytes Links
Trading Reference Links
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Doug,
Can you provide any more details, links etc...
This may be something I consider in the future.
TIA
--- In amibroker@xxxxxxxxxxxxxxx, "dloyer123" <dloyer123@xxx> wrote:
>
> I just had a good experience using the odbc database driver with
> amibroker.
>
> I built a tick database, about 75GB worth. From that, I can calculate
> volume at price, vwap and other data. I use postgress, a free open
> source database.
>
> I thought that I would have to write my own trade match and backtest
> code in sql, but then I found the odbc sql interface to pull the data
> into amibroker.
>
> I was plesantly surprised how fast the odbc/amibroker interface was.
> Working with tick data is never fast, but each sql query from ami was
> only a handful of ms.
>
> -Doug
>
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