No to Oracle TimesTen? It seems Redis is the next logical choice in a C++ HFT as compared to SQLite or BerkeleyDB
It is always that debate of which is the best real time trading engine for C++ platform with R analytics through RCpp/Rinside.
First I mentioned Oracle TimesTen which look solid over the last weekend. It seems someone who is highly experienced has convinced me the product is entirely slow. Who knew? I am not in a position to argue so I will take their word for it. Without doubt, that lead me to three choices:
1. Berkeley DB
After reading the usual BerkeleyDB vs SQLite debate, it seems BDB wins without doubt as any trading platform needs concurrency which BDB offers over SQLite.
As indicated above, BDB is not a network database or database server.
So I guess that brings me back to Redis. I can only use the hiredis C client which is recommended by their site. The C++ client is very outdated.
Some further decent comparisons with other NOSQL as well:
I would have gone with MongoDB but when you read this for C++,
My experience is the same with MongoDB:
I am dumping NOSQL including MongoDB clustering, trying MYSQL Cluster
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