Tag Archives: OLTP

Anyone seen successes with new Microsoft SQL Server 2014 with the new OLTP or in memory database feature?

Anyone seen successes with new Microsoft SQL Server 2014 with the new OLTP or in memory database feature?

Anyone seen any huge differences in speed? Easy to implement? Comment away to let me know before I attempt this in the near future.

Join my FREE newsletter to see how others feel about this new database for trading 

 

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!

My results of testing SQL Server 2014 with OLTP in memory Hekaton data with millions of records for potential HFT

My results of testing SQL Server 2014 with OLTP in memory Hekaton data with millions of records for potential HFT

Here are the links I visited to accomplish this:

http://msdn.microsoft.com/en-us/library/dn133186%28v=sql.120%29.aspx

In-Memory OLTP Code Samples

http://msdn.microsoft.com/en-us/library/dn296373%28v=sql.120%29.aspx

Demonstration: Performance Improvement of In-Memory OLTP

http://msdn.microsoft.com/en-us/library/dn530757%28v=sql.120%29.aspx

Creating a Memory-Optimized Table and a Natively Compiled Stored Procedure

http://msdn.microsoft.com/en-us/library/dn133079%28v=sql.120%29.aspx

Under code sample of:

— insert 1,000,000 rows
DECLARE @StartId int = (SELECT MAX(ShoppingCartId)+1 FROM dbo.ShoppingCart)
EXEC usp_InsertSampleCarts @StartId, 1000000
GO

—- verify the rows have been inserted
SELECT COUNT(*) FROM dbo.ShoppingCart
GO

This seems to be the best test to measure performance with 1000000+ insertions and reads.

Do realize I pushed these insertions to 100 million + but I got:

DECLARE @StartId int = (SELECT MAX(ShoppingCartId)+1 FROM dbo.ShoppingCart)
EXEC usp_InsertSampleCarts @StartId, 100000000
GO

Msg 701, Level 17, State 109, Procedure usp_InsertSampleCarts, Line 11
There is insufficient system memory in resource pool ‘default’ to run this query.

I was able to get performance of 1 second read of  SELECT COUNT(*) FROM dbo.ShoppingCart with 21,000,000 records.

It will chew up your system with these types of queries if you don’t have the right kind of processor or memory.

For my basic desktop of I7 with 8 gb probably can handle 1-2 million tops. The 21 million will chew up the processing time slicing of other applications and processes.
As a result, when you do go into live trading production, you will need a dedicated server or cluster with very fast processing power and memory to handle the data load you need. Azure could be helpful here.

Overall, I do see potential of using this for a high speed automated trading system but there will be a need of proper hardware allocation to accomplish this.

Although all tests were done using SQL Server Management Studio, I still have to test this with a C# application calling this same tested database.

Join my FREE newsletter to see other results on this

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!

Here are videos on SQL Server 2014 OLTP Hekaton in memory database features which could change your trading environment

Here are videos on SQL Server 2014 OLTP Hekaton in memory database features which could change your trading environment

Remember this is only speculation but if turns out to be correct, we will definitely using this as part of our trading environment

Join my FREE newsletter to see if  this is the case

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!

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

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

Join my FREE newsletter to see how we accomplish for my new trading environment

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!

Geospatial Support in Actian’s Ingres OLTP database

Geospatial Support in Actian’s Ingres OLTP database

Ingres goes geospatial with 10S edition itwire.com

Actian has added geospatial support to a new edition of its Ingres database. Ingres 10S is designed to handle geospatial data and supports leading applications including Esri’s ArcGIS for Desktop and Safe Software’s FME. “We…

 

=

yawn…
Informix has had a Geodedic spatial data blade and partnered w ESRI for over a decade.
Then there’s oracle’s bolt on that’s been around for a long time.

What’s new and different here?

 

==

The difference is the one that you identified yourself. Oracle has a
bolt-on Geospatial option, with Ingres 10S the capability is built-in. The
DBMS engine has the capability to perform the GeoS functional requirements
natively

The Geospatial code is optimised to the needs of today’s applications by
building from the ground up all of the main GeoS functions as a coherent
set.

==

 

I think you missed the point.

From the end user perspective, bolted on or added to the core product is irrelevant. Not to mention that while you addressed Oracle, you forgot I also pointed to IFMX…

Like I said, yawn… Geodesic, and geospatial was an interesting topic 10+ years ago…
Sorry?…

 

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!