Kerf: a columnar tick database for Linux, OS X, BSD, iOS, Android

Re:Kerf: a columnar tick database for Linux, OS X, BSD, iOS,... by mkevac on Friday June 26, 2015 @06:39AM (#9783418)

What is tick?

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Re:Kerf: a columnar tick database for Linux, OS X, BSD, iOS,... by pmontra on Friday June 26, 2015 @07:05AM (#9783508)

I had no idea and googled this page https://www.mongodb.com/post/45116404296/how-banks-use-mongo...

"Tick databases are real-time database servers for capturing, managing, and processing market data."

They go into the requirements after that.

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Re:Kerf: a columnar tick database for Linux, OS X, BSD, iOS,... by ddeck on Friday June 26, 2015 @08:56AM (#9783962)

For the curious, in financial markets ticks are datapoints that represent every order (price, size, conditions etc.) placed (or modified) in the market for a particular security by a buyer or seller, as well as trades. In liquid equity markets across a large number of securities, this data can have a very high frequency and typical databases are not well suited for it's storage and retrieval.

More generally, tick databases are databases specialized for storing and querying high frequency time series data.

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