title: What is the best way to store market data for Algorithmic Trading setup?
body: <p>I am making an Algorithmic Trading setup for trades automation. Currently, I have a broker API which helps me get historical data for all stocks that I'm interested in. </p>
  
  <p>I am wondering how to store all the data, whether in a file system or database (SQL based or NoSQL). Data comes through REST API if thats relevant.</p>
  
  <p>My use case here would be to query historical data to make trading decisions in live market. I would also have to develop a backtesting framework that will query Historical Data to check performance of strategy historically. </p>
  
  <p>I am looking at a frequency of 5 mins - 1 hr candles and mostly Intraday trading strategies. Thanks </p>