OLTP vs time-series
Prefer TimescaleDB/ClickHouse for tick/second writes; partitioned PostgreSQL works for minute/daily bars. Key on (market, symbol, ts).
Guide
Market data storage design
Boards, risk, and backtests need durable history. This guide covers writing TIQEX REST/WebSocket data into RDBMS or time-series stores.
Writes and dedup
Align WS deltas with REST snapshots before upsert. Dedupe with event time + version; store UTC.
Backfill and versions
Cron kline backfills for gaps; store data_version and window. After long disconnects, REST-calibrate last price before resuming the stream.
Retention and compliance
Set TTLs by product need; split derived metrics from raw ticks. Respect redistribution and license terms.
API linkage
Log X-Request-Id and HTTP status beside writers for rate-limit debugging. See /guides/backtesting-data-setup.