How to save high frequency data in mongodb

February 24, 2012
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(This article was first published on Quantitative thoughts » EN, and kindly contributed to R-bloggers)

Are you looking for ways how to save real time, high frequency data taken from Interactivebrokers.com API ? I built an example in C++ which saves all incoming data in Mongodb. Check this link if you are interested:

https://github.com/kafka399/TwsMongo

 

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