Does my market data reader use Berkeley DB, Berkley XML, MYSQL or SQL Server?
It is coming in a couple of week (or maybe a couple of months depending on time availability). I currently have a market reader which will plug all historical data into MYSQL. This is fine for now but when I build out the infrastructure, I might store into SQL Server for better retrieval and reporting. It is also enterprise level as we know. It also helps to gain experience as the quant and finacial seem to use it quite a bit. I have seen no job descriptions with MYSQL but that is no surprise. I have also seen IBM’s DB2 and Oracle but SQL Server makes the most sensible choice.
As for market feed data, I plan to use either Berkley DB or the XML component done in C for efficiency reasons. I would then be able to import it into SQL Server once it goes historical. I think this is the smart way of building out an infrastructure. It also ties nicely into both Matlab and .NET languages like C++ or C#. This is Microsoft we know but that is ok.
What do you the bulge brackets or investment banks use? I prefer using the industry commercial way versus open source. That tends to be slower and less support.
Just my worthless two cents as usual.NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!