Is there any way to query historical data? For example, let's say:
(1) I'd like to see how many times the Daily RSI on a symbol was below X during Q42012,
(2) I'd like to know the maximum trade size from the Time & Sales data for a certain day,
(3) I'd like to query the maximum intraday range for symbol X for 2012.
I've got a full set of Day, Minute, and Tick data for the symbols I'm interested in. I'm familiar with coding; I'm comfortable writing C# code, and I've already written a few simple indicators and strategies. I was wondering if there was a general-purpose tool to use on our historical data - almost like writing SQL queries from a command line?
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