SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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vishalrana
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Posts: 8
Joined: March 14th, 2006, 7:19 am

database architecture

March 23rd, 2006, 5:40 am

hi alli am planning to set up a database for simple feeds like time series data for equities / other assets for a limited number of names. if anyone has done it before can you please enlghten me how to go about it... on a test run basis what will be the best thins to do with the minimal costing.thanksVishal
 
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exneratunrisk
Posts: 3559
Joined: April 20th, 2004, 12:25 pm

database architecture

March 23rd, 2006, 9:39 am

If ist is "lite" you might want to look into SQLiteA professional-like data base in open source: "MySQL" (need to look a bit more in data base modeling and design)
 
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linuxuser99
Posts: 835
Joined: March 26th, 2004, 2:51 pm

database architecture

April 1st, 2006, 8:43 am

Relational databases are actually usually a poor way to store time series data. Much better to use a dedicated time series product like Fame or KDB if you're running this for a company that will be making money from this) or putting a wrapper around SleepyCat if you're poor.If all you want to do is "prove a concept" then use Perl and disk based hashes - free and has OK performance.If you insist on going relational database then MySQL is OK for apps where speed is the essence (the SQL is badly broken though) or you could check out Firebird which is also free but has a lot more "real database" features.
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