Paul,
thank you very much for this elaborate answer. There are a lot of points which
make me rethink what I was planning. Especially I will take a close look on the
TSdbi package/source code. Probably this is something I can rely on - that
would be very great.
To conclude very shortly what
Simon
Your idea to use SQLite and the nature of some of the sorting and
extracting you are suggesting makes me wonder why you are thinking of R
data structures as the home for the data storage. I would be inclined to
put the data in an SQL database as the prime repository, then extract
parts
Dear R-Devels,
I am designing right now a package intended to simplify the handling of market
microstructure data (tick data, order data, etc). As these data is most times
pretty huge and needs to be reordered quite often (e.g. if several security
data is batched together or if only a certain
