Historic Instrument Market Data
In this chapter we discuss some of the techniques to build services to query historic market data. This could be of real interest for folks who want to build strategies based on analysis of historic data for given instruments. Traditionally, historical instrument data on charts are represented as candlesticks. Candlestick patterns are a form of technical analysis that can be used over any time frame. They are similar to bar charts and provide opening and closing values, the high and low price for the time frame in question.