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How to save high frequency data in mongodb

[This article was first published on Quantitative thoughts » EN, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
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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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