How do you handle tick-level data storage without putting it in a relational DB?

I’m working on a real-time market data pipeline and currently only persist 1-minute candles and higher-timeframe aggregates, while consuming live tick data in memory. The tick stream itself is already available via WebSockets, but I’ve intentionally avoided storing raw ticks in a traditional relational database because of write volume, storage cost, and long-term maintenance concerns. I’m trying to decide what the most optimal long-term approach is for things like: * historical replay * research and strategy development One approach I’ve been considering: * append-only flat files (per symbol / per day) For those of you who work with tick data in production or research environments: * Do you store every tick? * if yes, where and in what format? * If not, what do you discard and why? I’m mainly interested in real-world tradeoffs and lessons learned rather than theoretical answers.