A quick follow up on this because I'm back to database stuff in another thread.QuoteOriginally posted by: rmaxAre you sure that it is the data seek, and not the driver from RDBMS into R?Basically this was the issue, the connection options for anything other than MySQL or PostgreSQL is basically crap. Thanks for the insight and help rmax.If querying more than 100 symbols it's faster to dump the results to csv and load that in R than to request it via ODBC so in the end I went with database structure A + stored procedure that created structure C as temp tables when new data was populated over night.And then went with non gzipped memory mapped binary files for use with R which were populated from the database. This is much faster than the old RData option when getting subsets:

thanks for posting the update! Sometimes it seems that threads trail off with no definitive conclusion either way!

Not sure if this is useful; these guys are founders of OMT method and have a test case on equities. Good modelling.Blaha + PremerlaniI like their approach. Once took some lectures from M.B. Very good.

QuoteOriginally posted by: CuchulainnNot sure if this is useful; these guys are founders of OMT method and have a test case on equities. Good modelling.Blaha + PremerlaniI like their approach. Once took some lectures from M.B. Very good.Thanks for the suggestion, looks quite good actually. Ordered a used copy for £4.71 including shipping from Amazon, cheap as dirt.

QuoteOriginally posted by: HansiQuoteOriginally posted by: CuchulainnNot sure if this is useful; these guys are founders of OMT method and have a test case on equities. Good modelling.Blaha + PremerlaniI like their approach. Once took some lectures from M.B. Very good.Thanks for the suggestion, looks quite good actually. Ordered a used copy for £4.71 including shipping from Amazon, cheap as dirt.You're welcome. Wow! The OMT stuff can be converted to UML notation by changing 'balls' by 'stars'. It's like speaking Dutch, Flemish or Afrikaans (each can understand the other). Now that you're at it, omt is super (2.63 dollar), still beats any OOA/OOD book I know!

A more recent book using Java and object-table integration mappings is this Many of the patterns already exist as frameworks, but I think it is a good backgrounder for this kind of project.