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AlgoTrader 3.1 integrates InfluxDB (Read 6332 times)
Andy Flury
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AlgoTrader 3.1 integrates InfluxDB
01/20/17 at 17:21:32
 
We’re pleased to announce that AlgoTrader release 3.1 will use InfluxDB for storage of live and historical market data.

InfluxDB is an open source database specialized in handling time series data with high availability and high performance requirements. It’s the world’s top ranked time series database, according to the DB-Engines Ranking of Time Series DBMS.

Benefits of InfluxDB include:

         
  • Easy installation with zero dependencies, yet highly extensible
         
  • Store up to one million values per second
         
  • Time-centric functions with a simple SQL-like query language
         
  • Supports data tagging for flexible queries
         
  • Highly efficient compression to reduce storage footprint
         
  • Supports a range of high-availability and clustering schemes

Market data is the foundation upon which quantitative trading strategies are built. It’s often necessary to store and process vast amounts of historical data to back test and run strategies. InfluxDB simplifies this process and enables AlgoTrader to deliver the following new features:

         
  • Record live tick data (one million ticks per second)
         
  • Storage of downloaded historical data
         
  • Automatically store end-of-day market data
         
  • Speed up back tests by up to 200%
         
  • Store fundamental data
         
  • Real-time aggregation of tick data into bar data
         
  • Replay historical data for back testing

During our benchmark testing, InfluxDB easily handled the storage of 100 billion ticks on a simple laptop.

InfluxDB is available for Windows, Mac and Linux. On production servers, InfluxDB can also be installed via Docker.

The AlgoTrader InfluxDB integration will be made available to all AlgoTrader users when version 3.1 is released later this spring.
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