Tag Archives: RDMS

NOSQL vs SQL RDMS for trading data

NOSQL vs SQL RDMS for trading data

I got this question from a member:

When storing my stock data, would it be better to use a NOSQL or SQL server I am a MS Partner so I receive $100 monthly credit for Azure services and it looks like a promising option. They have DocumentDB as well as SQL server options both on high bandwidth connections, I could run my IQFeed client on a compute node and just query database from mobile and desktop connections, but not sure which option is better for stock data.

I am unsure of your exact goals in terms are you using this for analytical real time purpose or to house data, If you are using for real time in a high frequency timeframe, use NOSQL with something like MongoDB or Redis. If you are using for historical or to permanently house (like a data warehouse), use a database like SQL Server. In terms of cloud, if the data is not sensitive, it can be useful.

As for me, I want to live in a non Windows world one day so I my modern open source database of choice is PostGres for now. It has worked as well as my experience with SQL Server plus PostGres is free as you know.

Hope this helps for now,

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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!

Which RDMS or NOSQL database do you use for R? MySQL, Cassandra, HBase, MongoDB, Oracle, PostgreSQL, CouchDB, SQLite?

Which RDMS or NOSQL database do you use for R? MySQL, Cassandra,  HBase, MongoDB, Oracle, PostgreSQL, CouchDB, SQLite?

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This R survey is kind of important. It will show a few things:

  1. Which R most users use regardless if they are commercial vs open source vs NOSQL .
  2. This will help us figure out which database is best for R using the scalability and speed depending on the requirements. This includes multiple writes for market tick data from C++ or a Java application and access by various R algorithms for analytics purposes.

Go here for the poll.

Here are some reasonable options with reasons:

MYSQL

I would assume this to be the number one choice since it is open source (or at least they say). It also contains sharding and other scalability needs with clustering. Is this something that people are using for their trading platform requirements? This includes using MYSQL as a tick data repository.

PostgreSQL

Is anyone actually using this open source database for their R needs?

Oracle

This is easily the most popular commercial RDMS for both Linux/Unix and Windows. As Oracle has open R into with a connector into their ecosystem, I wondered if people are actually using this.

SQL Server/DB2/Sybase

I am unsure if there are any R package connectors to any of these databases. I was just curious as I am really not interested in these as a real option.

Cassandra

There seems to be no R package support for this. I once posted something on R-Bloggers.com and it lit up the site, it made me wonder if this is actually more popular than people think. It seems to meet the needs of both quick write and read access.

Redis

Now the doRedis R package looked really hot. It even showcased how to use with a potential financial analytics system. I even saw Java sharding examples which left me excited on the capabilities of this database.

MongoDB

This seems to be strangely the most popular of all. I also found various R packages which seems to support it as well.

HBase which is part of Hadoop

Eh. No support even according to Revolutionary Analytics which their lacking install R package guides. I gave up pretty quickly on these R packages.

All others database options seem fine but the ones listed above seem the most viable for any R user as repository for scaling and clustering.

Go here for the poll.

http://quantlabs.net/surveys/2012/06/19/what-rdms-or-nosql-database-should-a-r-user-focus-on/

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!

What RDMS or NOSQL Database should a R user focus on? This helps us develop our future integrated trading platform with R analytics.

What RDMS or NOSQL Database should a R user focus on? This helps us develop our future integrated trading platform with R analytics. Thanks for the input.

Which database do R users? Commercial vs open source vs NOSQL?

Go here to take it.

http://quantlabs.net/surveys/2012/06/19/what-rdms-or-nosql-database-should-a-r-user-focus-on/

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!