Is SQL Server the right database for my internal automated trading system over open source Postgres SQL ?
As I am on my last stages of ths internal trading system, I need to start looking at a production environment. My Matlab 2014a wortked greate for the scripts but would only connect to PostGres for whatever reason. I will be downgrading the Matlab to an older PC for a dedicated box for this entire production system. This also moves that Matlab version will be able to connect to SQL Server. I will also be able to use my database schema from this course I offer which is included. Go here to learn more about it.
(Check out the database section)
As a result, I will be porting the scripts to connect to SQL Server database with this mentioned schema. I will also be able to leverage the front end of the demo charting package found in my DevExpress demos in the above course.
After 4 years of looking at various database technology including NOSQL, SQL Server has always been my favourite database to house trading data.
I also wondered about the performance of something like SQL Server vs PostGres. As for 2014, this is what I found:
Here are some links:
Older from 2010:
Concerns with PostGres resolved: Parallel queries, index only query
For this year in 2014: (Remember this does not even include the metrics of SQL Server 2014 with in memory feature OLTP!)
When running alone, SQL Server is much better than PostgreSQL, but as I said before it is not our goal and it can be for a lot of reasons, for example better implementation of DVD store or better drivers. But still, I’m impressed to see that difference. Test PostgreSQL in Linux is beyond the scope of our analysis, but I’m sure that it would improve a lot.
Other notes from:
Our hats off to Microsoft and Oracle for superior performance across the board. Interestingly, both came up with naive query plans for the naive query, scanning both tables before joining:
– See more at: http://quantlabs.net/blog/2014/11/is-sql-server-the-right-database-for-my-internal-automated-trading-system-over-open-source-postgres-sql/#sthash.Ihzd7VEQ.dpuf