tick data database

| it may be slightly off topic but I was wondering if any of you heard
| about using netCDF format (or similar) to handle tick data?

I know of places that use hdf5 so it likely that someone may also be using
netCDF.
 
| I thought kdb would be a nice option but the price seems a bit too
| high for my purpose. Do you know of any good open source alternative?
| 
| Also is there any package to connect R with kdb?

Yes, you can get it off the (public access, as I recall) kx.com website.  I
looked at it for a few days---and even enhanced the existing R / kdb package
with corrected support for sub-second time types between R and Kx with a
patch you find on my blog at http://dirk.eddelbuettel.com/blog---but we
decided to go with a competing product (for which I've since written an
internal R package connecting to their C++ API).  If you want to evaluate Kx,
you get a free-as-in-beer 32 bit binary that will run for two hours after
which you need to relaunch.

The is a lot of cool stuff listed at the bottom of the 'column-oriented DBMS'
page on Wikipedia.  Someone should nudge these towards open-source tick data
bases. Jeff and I talked about it but alas no free time...

Dirk

Three out of two people have difficulties with fractions.