HDF5 vs CSV for storing financial data
We compare and contrast the HDF5 against the CSV file format when it comes to saving financial data like OHLC, trade, quote data etc.
⭐ Code:
https://github.com/ChadThackray/hdf5-...
Timestamps:
00:00 - Intro
01:09 - Multiple syms in one file
05:50 - Using HDF5 with large files
13:39 - Pros vs. cons of HDF5 vs CSV
Learn to use HDF Playlist:
• An Introduction to HDF5