Recently, I subscribed to a data vendor for getting a long history (last 10 years) of Equity tick data. They provide it via API calls. So, I want an efficient way to store it in my local hard disk for analysis and backtest. Generally, I needed a suggestion on what to use like shall I use a flat-file or a Relational DB or something like MongoDB or NoSQL DB or Apache Parquet etc. The only requirements are that - 1) Faster Loading and Query 2) Size of the file (lesser is better).
Note : Please make sure your solution is Python programmer-friendly :)