Project Overview
I’m developing a sophisticated algorithmic trading system that requires an expert in TimescaleDB to design and implement the underlying database architecture. This is a serious project with clear requirements and specifications, not a hobbyist endeavor.
System Architecture
The system handles:
- Multi-market data streams (US, EU)
- Multiple asset classes (Index Futures, CFDs, Options, Stocks)
- Various time intervals (5m, 15m, 1hr, 1day, 1wk, 1mth, 1yr)
- Both OHLCV and tick data processing
- UTC time synchronization
- Continuous model rebuilding (every 5-15 mins)
- Trading window management (30-45 mins)
Required Expertise
- Strong PostgreSQL/TimescaleDB experience with financial market data
- Experience with hypertables, chunk sizing, compression policies
- Knowledge of automated retention strategies for high-frequency data
- Real-time data handling with strict latency requirements
- Performance optimization for time-series databases
- Financial data integration experience
Deliverables
- Complete database schema design
- Query optimization for technical indicators and analysis
- Data retention and archiving policies
- Integration framework for external modules
- Performance testing and tuning
- Documentation and knowledge transfer
Selection Process
Qualified candidates will be asked to:
- Provide examples of previous financial data TimescaleDB implementations
- Share their approach to schema design for multi-timeframe market data
- Demonstrate experience with automated data retention policies
- Present a sample architecture for high-performance time-series processing
Project Scope
This begins as a proof-of-concept but is designed for production scalability from the start. The database architecture is modular and will integrate with proprietary trading modules I’ve developed.
Contact Information
If you have the necessary expertise and interest in this project, please respond with:
- Your relevant experience with TimescaleDB and financial data
- 2-3 examples of similar implementations (anonymized as needed)
- Your approach to database schema design for this use case
- Availability for an initial consultation
We can move to private communication for further details after initial discussion in this thread.