SSD or hard drive for tick history

[Fairman]

SSD or hard drive for tick history

Platforms store price history in files, and backtests read gigabytes of tick data. Disk speed affects how fast the data loads and how smoothly the platform behaves while writing logs.

A traditional hard drive has seek times around ten milliseconds and moves data at roughly 150 megabytes per second. An SSD responds in a fraction of a millisecond and reads several times faster. A modern NVMe drive is faster still.

For live trading, disk speed rarely matters directly, since most data sits in memory. But there are moments: a terminal starting up, loading history after a restart, or writing a large journal during heavy activity. On a slow disk, these can stall the interface for seconds.

For backtesting, the difference is dramatic. A multi-year tick test that takes an hour on a hard drive can finish in minutes on an SSD.

Another point is reliability. SSDs have no moving parts, so they survive bumps and vibrations better, though they wear out after many writes. Keeping backups of the data folder is wise either way.

Putting the platform's data folder on the fastest drive available is an inexpensive improvement.

Backtest times after moving the data folder to a faster drive: how much shorter?