Tick Data Storage Sizer & Cost Estimator

Most tick-storage decisions go wrong before the first byte is written: either a cluster is bought for a dataset that fits on one NVMe drive, or a laptop is pointed at a full-depth feed that produces a terabyte a week. This sizer does the arithmetic. Every default is editable and dated October 2026 — message rates and list prices both drift, so adjust before deciding. The storage layout that makes the compression ratio real is in how to store tick data efficiently; the engine choice is in the tick database comparison. Everything runs in your browser; nothing is uploaded.

Your data

Asset class (sets the rate defaults) Changing this resets events/day, trading days, and hours/day to October 2026 order-of-magnitude defaults. Override them below. Data type Depth levels per side (N) Default rates assume 10 levels; the events/day default scales linearly with N. Number of symbols For options, count contracts — one liquid underlying has thousands of listed series. Average events per symbol per day Default from the asset class and data type. One event = one trade, one quote update, one level update, or one order message. Trading days per year Years of history to hold Market data feed tier Feed cost ($/month) Reset when the tier changes. Order-of-magnitude, October 2026; see the vendor guide.

Results

Total compressed archive (single copy)

—

Per day

—

Per year (at today's rate)

—

What it costs to keep — storage tiers at October 2026 list prices

Where it lives	Stored	Storage $/month	First-year storage	First year incl. feed

Assumptions (edit me — defaults dated October 2026)

Encoding and growth

Bytes per event, rawReset by data type. Uncompressed typed record (int64 ns timestamp, integer price/size, symbol id, venue, flags). JSON from a websocket is 3–5× larger — convert at ingest. Compression ratio (×)Parquet + zstd on data sorted by (symbol, time) typically lands at 5–8×; arrival-ordered or float-typed data gets 2–3×. Replication factor (self-managed copies)Applied to local NVMe and the Hetzner line only; object storage and managed databases replicate internally. Message-rate growth per year (%)Year 1 at today's rate, each later year scaled up. Set 0 for a flat backfill estimate. Trading hours per dayReset by asset class. Used for the average ingestion rate. Peak-to-average burst factor (×)Open/close auctions and news bursts; 5× is conservative for equities, 10× for crypto during liquidations.

Storage prices ($/GB-month unless stated) — approximate list prices, verify before buying

Local NVMe, amortized≈$70/TB consumer NVMe over 36 months; excludes the machine it sits in. Object storage (S3 Standard class)AWS us-east-1 first 50 TB; egress and request fees excluded. Hetzner/Backblaze/R2 object storage runs $0.005–0.007. ClickHouse Cloud — storageBilled on compressed bytes. ClickHouse Cloud — compute ($/month)Smallest always-on single-replica service; scales with query load, idles cheaper. Timescale Cloud — storageBlend: ~25% on high-performance storage (~$0.18), ~75% tiered to object storage (~$0.02). All-hot would be ~$0.18. Timescale Cloud — compute ($/month)A 4 CPU / 16 GB always-on service. Timescale rebranded its cloud as Tiger Cloud in 2025. QuestDB Cloud — storageLeast certain line here: QuestDB has repackaged its managed offering (Cloud / Enterprise / BYOC); treat as a placeholder and check current terms. QuestDB Cloud — compute ($/month) Hetzner dedicated box ($/month)An AX-class server with NVMe; runs DuckDB over Parquet (or a single-node ClickHouse / QuestDB). NVMe included in that box (TB) Hetzner storage beyond that ($/GB-month)Hetzner Object Storage / Storage Box rates for the overflow.

Rate defaults are order-of-magnitude, October 2026: equities use the consolidated tape for trades/quotes and a single primary venue for depth; crypto and FX are per pair on one venue. Monthly storage cost is computed at the full archive size (a backfill loaded up-front), so first-year storage = 12 × monthly. Compute for managed databases is a flat placeholder; your real bill depends on query load. Nothing here is sponsored.

How the model works

Volume = symbols × events per symbol per day × bytes per event, in an uncompressed typed record; divide by the compression ratio for what lands on disk as sorted zstd Parquet. Years are summed with the growth factor applied to each later year. The ingestion rate spreads the day’s events over the trading hours; the peak multiplies that by a burst factor.

Cost is monthly storage at the full archive size (a backfill loaded up-front) times twelve, plus the market-data feed times twelve, for an all-in first-year number. Self-managed lines (your NVMe, the Hetzner box) carry the replication factor because you are your own durability; object storage and managed databases replicate internally and are charged on a single logical copy. Managed-database compute is a flat placeholder for the smallest always-on service — real bills scale with how hard you query.

The verdict uses two thresholds that are themselves assumptions: about 2 TB compressed and 20k events/s average for the laptop tier, about 20 TB and 200k events/s for one server. They come from what a single NVMe drive and a single process comfortably handle in 2026; argue with them if your hardware is unusual.

What it deliberately ignores: derived layers (bars, features — regenerable and usually smaller than the ticks), egress fees when you pull from object storage, your own time operating a server, and the licensing layer on top of the feed price. The storage guide explains why sort order and integer prices are what make the 6× compression default real; the database comparison explains which engine fits which workload shape once you know the tier; Parquet vs a database covers when files stop being enough; and the vendor guide covers the feed line — survivorship, point-in-time integrity, and licensing matter more than the monthly price.

Rate defaults: order-of-magnitude figures for liquid names as of October 2026; a single mega-cap or BTC/USDT alone runs 5–20× the per-symbol average. Prices: approximate public list prices, October 2026, no sponsored placements; if that ever changes it will be disclosed inline.