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I'm interested in the idea as well to store trade histories from strategies to another machine automatically but I'm wondering whether it'll be fast enough.
You can discover what your enemy fears most by observing the means he uses to frighten you.
I wanted to capture the market data and other telemetry (e.g. indicator values) for analysis. I wrote a Restful webservice and deployed on Tomcat webserver and it's lightening fast.
