Recently, a few of my friends have shown interest in what I do and the skill set required for my job. For those who don’t know, I am a market data developer. This means that I work with time-series databases to capture and store both real-time and historical data. I am also responsible for writing queries to help my users (i.e. researchers) analyze this data efficiently. Most of the times, when people say they work with big data, they are exaggerating. But I can promise you, market data is big data. In case you don’t believe me, let me tell you that our system captures around 4 billion rows daily.
Once I explain this to my friends, they are interested in finding out more. How do I capture so much data? What tools do I use to analyze this data? How can they get into data analysis? Where should they begin?