Is SQL Server the right database for my internal automated trading system over open source Postgres SQL ?

(Last Updated On: November 1, 2014)

Is SQL Server the right database for my internal automated trading system over open source Postgres SQL ?

As I am on my last stages of ths internal trading system, I need to start looking at a production environment. My Matlab 2014a wortked greate for the scripts but would only connect to PostGres for whatever reason. I will be downgrading the Matlab to an older PC for a dedicated box for this entire production system. This also moves that Matlab version will be able to connect to SQL Server. I will also be able to use my database schema from this course I offer which is included. Go here to learn more about it.

http://quantlabs.net/academy/buy-our-custom-trading-platform-course-with-source-code/

(Check out the database section)

As a result, I will be porting the scripts to connect to SQL Server database with this mentioned schema. I will also be able to leverage the front end of the demo charting package found in my DevExpress demos in the above course.

After 4 years of looking at various database technology including NOSQL, SQL Server has always been my favourite database to house trading data.

I also wondered  about the performance of something like SQL Server vs PostGres. As for 2014, this is what I found:

Here are some links:

Older from 2010:

http://rhaas.blogspot.ca/2010/12/postgresql-performance-vs-microsoft-sql.html

http://db-engines.com/en/system/Microsoft+SQL+Server%3BPostgreSQL

Concerns with PostGres resolved: Parallel queries, index only query

For this year in 2014: (Remember this does not even include the metrics of SQL Server 2014 with in memory feature OLTP!)

When running alone, SQL Server is much better than PostgreSQL, but as I said before it is not our goal and it can be for a lot of reasons, for example better implementation of DVD store or better drivers. But still, I’m impressed to see that difference. Test PostgreSQL in Linux is beyond the scope of our analysis, but I’m sure that it would improve a lot.

http://dbadailystuff.com/2014/02/20/sql-server-vs-postgresql-fighting-for-resources-in-the-same-server/

Other notes from:

https://www.periscope.io/blog/count-distinct-in-mysql-postgres-sql-server-and-oracle.html

Our hats off to Microsoft and Oracle for superior performance across the board. Interestingly, both came up with naive query plans for the naive query, scanning both tables before joining:

 

If you are interested in any of these technologies and learning about thm, I would offer my Quant Elite service to learn more about how to rapidly implement these technologies into a live running trading platform with the smart components to get you up and running FAST!

http://quantlabs.net/academy/be-an-elite-quant-3/

IF YOU ARE INTERESTED IN HOW I AM BUILDING THIS NEW PRODUCTION TRADING SYSTEM, PLEASE JOIN MY FREE NEWSLETTER TO LEARN MORE

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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