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No to Oracle TimesTen? It seems Redis is the next logical choice in a C++ HFT as compared to SQLite or BerkeleyDB

(Last Updated On: October 16, 2012)

No to Oracle TimesTen? It seems Redis is the next logical choice in a C++ HFT as compared to SQLite or BerkeleyDB

It is always that debate of which is the best real time trading engine for C++ platform with R analytics through RCpp/Rinside.

First I mentioned Oracle TimesTen which look solid over the last weekend. It seems someone who is highly experienced has convinced me the product is entirely slow. Who knew? I am not in a position to argue so I will take their word for it. Without doubt, that lead me to three choices:

1. Berkeley DB

2. Redis

3. SQLLite

After reading the usual BerkeleyDB vs SQLite debate, it seems BDB wins without doubt as any trading platform needs concurrency which BDB offers over SQLite.

http://doc.gnu-darwin.org/intro/dbisnot.html

Click to access bdbvssqlite-wp-186779.pdf

http://stackoverflow.com/questions/2824135/how-fast-is-berkeley-db-sql-compared-to-sqlite

As indicated above, BDB is not a network database or database server.

So I guess that brings me back to Redis. I can only use the hiredis C client which is recommended by their site. The C++ client is very outdated.

Some further decent comparisons with other NOSQL as well:

http://perfectmarket.com/blog/not_only_nosql_review_solution_evaluation_guide_chart

I would have gone with MongoDB but when you read this for C++,

http://www.mongodb.org/pages/viewpage.action?pageId=133415

My experience is the same with MongoDB:

I am dumping NOSQL including MongoDB clustering, trying MYSQL Cluster

http://news.ycombinator.com/item?id=2052852

http://stackoverflow.com/questions/2376846/which-key-value-store-is-the-most-promising-stable

http://vschart.com/compare/berkeley-db/vs/redis-database

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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!

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