Thinking Stuff's ATM

Automated Trading Machine (ATM) makes it simple to remove fear and greed from your trading. Automated trading is no longer just for the rich or nerdy. Our revolutionary software runs on your computer, using your trading rules, but none of your emotions. There's just one requirement - you know how to use a mouse.  Learn more...

Thinking Stuff's ATE

Automated Trading Execution (ATE) is where we run your trading systems for you on our servers. Your system can be exported from ATM, or written in plain English and we'll make it for you. We'll even backtest and suggest improvements if you want us to. This service essentially automates your automated trading.  Learn more...

Thinking Stuff's Groups

Join a group of like-minded individuals, and help each other to trading success. Once you join a group, you will have access to that group's trading systems, ideas, and feedback. And please contribute your own knowledge as much as possible. Or contact us to start your own group.  Learn more...

50 Gigabytes

Posted Wed, 12/06/2006 - 07:00 by sharky

Over the last few days I've been loading the many text files of historical price data into my Automated Trading Machine.

All these files are freely available on the web. And here are the instructions on where to get them.

Oanda gave me tick data for 5 currencies going back to January 2004. And Gain Capital gave me tick data for 16 currencies, most of which go back to 2001.

Having loaded each and every file into my database, I can now report how much hard-drive space that takes.

50 Gigabytes.

That's just for the tick data. Now I have to create the interval data. Creating each and every interval for each and every currency will, I dare say, double the amount of hard-drive space required (bringing the total to about 100Gb).

But it's 16 currencies going back 5 years, and 5 currencies going back 2 years. So the total is about 100 years' worth of price data, which roughly equals 1Gb of hard-drive space per year of price data that you should budget for.