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DOTNET C# sample code on how to call SQL Server 2014 OLTP in-memory database or table for potential HFT

(Last Updated On: February 19, 2014)

DOTNET C# sample code on how to call SQL Server 2014 OLTP in-memory database or table

As I dig further into this SQL Server 2014 OLTP (in memory database) functionality, I am starting to realize it removes the need of StreamInsight as well simplifies the queries to call large data tables with market data. This could get interesting as my brain is coming up with some interesting ideas.

The basic idea is to create your database and table with In Memory feature associated, create a new native store procedure which you call within your C#. I don’t think there would much performance difference if you called from Visual C++ but C# would be much easier.

Basically, SQL Server will translate the stored procedure into C files which then creates a DLL. I found some examples on how to access this through Interop resources which can be done through ADO.NET, ODBC, or OLE DB. You choose but which one is more efficient so let me know your thoughts there by commenting.

If this is the case on what I assume, it is quite possible it will remove the need of complex event processing (CEP) or at least simplify it.

Here are some articles on this.

C# Code samples:

http://msdn.microsoft.com/en-us/library/dn247642%28v=sql.120%29.aspx

http://www.qumio.com/Blog/Lists/Posts/Post.aspx?ID=20

Interop services:

http://msdn.microsoft.com/en-us/library/dn247642%28v=sql.120%29.aspx

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