Abstract: A multi-session write-once computer tick database operable to store financial market data or “tick data.” The tick database stores market information regarding discrete market transactions in individual ticks. For example, information related to stock trades, and quotes may be stored in the database. The individual ticks vary in length dependent on the information available regarding the particular transaction. Null values are not stored in the database. Various field identifiers may be stored in the tick to identify the various metrics or parameters relevant to the transaction that are also stored in the tick. In various embodiments, one metric or parameter is associated with each field identifier. Different transactions may have different number of field identifiers stored within the tick, accordingly, different ticks may differ in length. The information stored within the ticks may be subsequently retrieved.

Abstract: A multi-session write-once computer tick database operable to store financial market data or “tick data.” The tick database stores market information regarding discrete market transactions in individual ticks. For example, information related to stock trades, and quotes may be stored in the database. The individual ticks vary in length dependent on the information available regarding the particular transaction. Null values are not stored in the database. Various field identifiers may be stored in the tick to identify the various metrics or parameters relevant to the transaction that are also stored in the tick. In various embodiments, one metric or parameter is associated with each field identifier. Different transactions may have different number of field identifiers stored within the tick, accordingly, different ticks may differ in length. The information stored within the ticks may be subsequently retrieved.