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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