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Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

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31–40 of 71 posts

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#31

Reminds me of the time the company that owns BlackBerry decided to post some listings on the new-at-the-time .jobs TLD...

I interned at RIM back in the day and every single person I went to school with asked how I liked my RIM job.

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#32
One file has a size of nearly 5 GB... Every day two of these files get released... So nearly 10 GB every day.

So if we download the raw data every day for one year, we would have 3650 GB just for one year...

It would be interesting how much reduced the size of the processed data is compared to the raw data. You say that you have 50 GB of data spanning multiple years. How many years exactly?

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#33

Earlier quoted context omitted.

Domain names of the old internet: - penisland.net (sells pens) - expertsexchange.com (renamed to experts-exchange.com) - therapistfinder.com (find a therapist) - whorepresents.com

Not just the old internet! Ever considered visiting the Sierra Nevadas? Well there's a wonderful, outdoorsy place in California that's just waiting to welcome you: Lake Tahoe! Visit, uh, gotahoe.com, and keep in mind that the Nevada border, where certain things unrelated to outdoor sports are entirely legal, is right there.

https://wikipedia.org/wiki/Scunthorpe_problem

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#34
post #32

One file has a size of nearly 5 GB... Every day two of these files get released... So nearly 10 GB every day. So if we download the raw data every day for one year, we would have 3650 GB just for one year... It would be interesting how much reduced the size of the processed data is compared to the raw data. You say that you have 50 GB of data spanning multiple years. How many years exactly?

Yes, this type of datasets are massive. We use TAQ for research work but almost never use the raw data as is.

> So if we download the raw data every day for one year, we would have 3650 GB just for one year.

A small correction - the stock market is open only about 250 days a year so with your calculations the raw data size will be 2500 GB. Still massive.

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#35
post #2

Investor Sex Change?

Domain names of the old internet: - penisland.net (sells pens) - expertsexchange.com (renamed to experts-exchange.com) - therapistfinder.com (find a therapist) - whorepresents.com

Visiting all these cracked me up, thanks

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#36
When looking at the linked archives [1] it seems that they sit at around 4GB/day. Is that really all of the data that the US stock market generates a day? I thought it would be at least 10x that.

[1] https://iextrading.com/trading/market-data/

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#38

Earlier quoted context omitted.

Not just the old internet! Ever considered visiting the Sierra Nevadas? Well there's a wonderful, outdoorsy place in California that's just waiting to welcome you: Lake Tahoe! Visit, uh, gotahoe.com, and keep in mind that the Nevada border, where certain things unrelated to outdoor sports are entirely legal, is right there.

https://wikipedia.org/wiki/Scunthorpe_problem

[deleted]

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#40
post #29

Earlier quoted context omitted.

Domain names of the old internet: - penisland.net (sells pens) - expertsexchange.com (renamed to experts-exchange.com) - therapistfinder.com (find a therapist) - whorepresents.com

Based on their logo I'm pretty sure Pen Island knows exactly what they're doing.

Your pen is our business
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