Efficient tick data storage and processing have been significantly enhanced through advanced compression methods. By compressing tick data up to 3.5 times more effectively than traditional .tcs files, storage requirements are substantially minimized. Key improvements include encoding price variations, often between -8 and 7 points, with just 4 bits, allowing Ask and Bid to be packed into a single byte.

For further optimization, a byte can denote the time difference, with values exceeding typical limits encoded across more bytes. Additional ZIP compression can reduce data size by up to 50%. Notably, compression to three bytes is possible when price shifts range from -129 to 128, incorporating two bytes for prices and one for time.

Data for BTCUSDT demonstrate average tick sizes reduced to 1.498 bytes post-compression. With zip reduction, substanti...

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