2 ms·
> Even all the ticks on all the exchanges fit in a few GB of binary per day. This isn’t true once you include equity options, which have several orders of magn
by pgwhalen 5y ago
> Even all the ticks on all the exchanges fit in a few GB of binary per day.
This isn’t true once you include equity options, which have several orders of magnitude more data.
However your general point still stands, because most options trading strategies don’t need such extreme granularity of data. Much of it can be ignored, or close to it.