Open Source Finance Time Series Benchmark Suite
Building an open repeatable benchmark suite specifically for finance data. In particular NYSE TAQ Trade Data: https://ftp.nyse.com/Historical%20Data%20Samples/DAILY%20TAQ/
- It it intended to be a simple understandable benchmark
- To allow individuals to use it as a first-pass filter to see which databases may be suitable for them
- They thould then look at other more comprehensive benchmarks
- Or at running individual proof of concepts specific to their use-case
- Therefore we will try to be shallow and wide, covering many platforms