TimescaleDB - One of the Best Ways to Store Market Data
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Over the years I worked on many quantitative projects. Every project has different ways of storing market data. If you want to store your market data properly TimeScale DB might be a very good solution for you. It's a Time Series database on to of PostgreSQL. It seems to be pretty quick and robust. It can allow you to do really interesting queries like resampling your data on the fly.
Here you can find the code I user in this video: https://quantnomad.com/2021/08/23/timescaledb-one-of-the-best-ways-to-store-market-data/ ... https://www.youtube.com/watch?v=bMw_48ZKxBo
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