Hi monetDB artistes,

I found an epic thread on "Tick Database Implementations" and there were lots of intelligent replies here; Subject:dataset for performance testing a time series implementation http://www.elitetrader.com/vb/showthread.php?s=&threadid=81345&perpa...

So amongst others, monetdb, kdb+ and HDF5 were mentioned, along with streamSQL and CEP/ESPER style analysis tools.

However I think the proof is in the testing, so I was looking for a financial price stream orientated dataset that I could download import and run my analysis against for a metric. (obviously I would only testing performance of running retrieval annd analysis rather than storing the ticks)

I had a look at the TPC site, http://www.tpc.org/ but I couldn't find anything relevant. I also found some acedemic papers, with the sort of thing that would be useful, but no datasets supplied.

So I would like to suggest maybe taking a dataset like OHLC data for the S&P for the last x years, to get it up to something sizable, and then a bunch of analyses that would test the implementation.

Has anyone got any suggestions on such a beast, and indeed would anyone like to compare against my monetDB system with their own HDF5 or kdb implementation?

Cheers,

T