I just had a good experience using the odbc database driver with amibroker.
I built a tick database, about 75GB worth. From that, I can calculate volume at price, vwap and other data. I use postgress, a free open source database. I thought that I would have to write my own trade match and backtest code in sql, but then I found the odbc sql interface to pull the data into amibroker. I was plesantly surprised how fast the odbc/amibroker interface was. Working with tick data is never fast, but each sql query from ami was only a handful of ms. -Doug
