Abstract:
Stock transaction data have become very detailed and enormous
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 gatterns and backtesting
trading strategies. This paper investigates several storage
methods in terms of both storage space and access efficiency
and then proposes a new dynamic storage method
which provides a flexible mechanism to balance between
storage space and access efficiency for storing huge intraday
transaction data.
