A Dynamic Storage Method for Stock Transaction Data

J. Ni and C. Zhang (Australia)


data preparation, storage, stock transaction, database, data compression


Stock transaction data have become very detailed and enor mous with the introduction of electronic trading systems. This makes it a problem to store and to access the data in later analyses such as mining useful patterns and backtest ing trading strategies. This paper investigates several stor age methods in terms of both storage space and access ef ficiency and then proposes a new dynamic storage method which provides a flexible mechanism to balance between storage space and access efficiency for storing huge intra day transaction data.

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