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Sorry if this is not the right forum for this question but I don't know where to post this. Out of curiosity I want to know (my questions may be vague but please bear with me)What are the main differences between a relational database and a time series database. Why is the latter much better for tick data ?What if I index on the time in a relational database, how is it different in performance / storage ?

From what I've read on Wilmott, it has to do with caching and the type of queries that can be run. Look through the posts, there are several good threads or read more here:http://en.wikipedia.org/wiki/Relational ... s_database