Skip to Content
Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

HDF5 file

The Hierarchical Data Format (HDF) is a file format designed to store and manage large amounts of data. It was designed in the 90s at the National Center for Supercomputing Applications (NCSA), and then NASA decided to use this format. Portability and efficiency for time series storage was key in the design of this language. The trading world rapidly adopted this format, in particular, High-Frequency Trading (HFT) firms, hedge funds, and investment banks. These financial firms rely on gigantic amounts of data for backtesting, trading, and any other kinds of analysis.

This format allows HDF users in finance to handle very large datasets, to obtain access to a whole section or a subsection of the tick data. Additionally, since it ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems

Irene Aldridge
Developing High-Frequency Trading Systems

Developing High-Frequency Trading Systems

Sebastien Donadio, Sourav Ghosh, Romain Rossier

Publisher Resources

ISBN: 9781789348347Supplemental Content