Excellent! You guys solved my problem. I made the problem much harder for myself and you guys simplified it. Thankyou

roger.price-1150775 (3/16/2015)

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SQL Server is as good as any to store this data but it depends on how you want to use it.

Don't store all columns for all stocks in one...

Yes each stock will have the same features. So for example:

-high

-low

-close

-open

-180 day volatility

-volume

-market cap

-RSI

etc etc

The features themselves are all numeric in nature, though sometimes there may be null values...