Automated trading system debate of internal memory database vs relational database like SQL Server

(Last Updated On: February 17, 2014)

Automated trading system debate of internal memory database vs relational database like SQL Server

This came in from a Youtube subscriber:

Bryan, what are your reasons for needing your data in a database with one tick per row? Wouldn’t keeping your tick data in a binary, perhaps a days worth per binary be better? Loading a binary into your application RAM will load as fast as your disk reads, while querying millions of rows which must then be processed before use has to be slower and seems excessively complicated. What role does your database have in your system beyond just serving data to you C# app?

I do think these are valid points to consider. One chapter in Daniel Duffy’s C# in Financial Applications covers this as I stress the importance of this. SQL Server may not be answer but it could be used for historical or business analytical uses.  You could use some of the data queries within the database server but let’s hope that SQL Server 2014 can do the job!

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs