Re: Stock market tick data

A few thoughts:
1) Oracle will handle your kind of volumes, it's just a question of sizing the server.
2) If you use separate tablespaces for time frames (months, years), you can put them offline when you no longer need instant access to the data. 3) Make sure your design is as normalised as possible. I.e. Use unique ids everywhere, especially for your instruments, as tickers can change, but a sequetial number will stay. You can use materialized views to get query performance up to scratch.

"Paul Tomko" <tomko_at_earth.execpc.com> wrote in message news:3b166b8f$0$18891$272ea4a1_at_news.execpc.com...
> In article <9f4rt1$350$1_at_rex.ip-plus.net>,
> Ian Ledzion <ian.ledzion_at_lgxbow.com> wrote:
> >What do you mean by tick data?
>
> Every time a transaction occurs on a particular instrument, I want to
 record
> the time, number of shares transacted, and various other information. The
 thing
> that worries me is that even one stock can have 10s of thousands of
> transactions in one day, and if you are tracking hundreds of stocks, then
> I could anticipate that loading them into a RDBMS in real time could be a
 real
> chore. The sheer amount of data accumulated over time would lead to huge
> tables as well. I could see a need to have at least one table for each
 stock,
> although each table would have the exact same record layout. Further, I
> could see a possible need to break down each stock table by a time
> period.
> Has anyone had experience in recording real time stock data in an RDBMS
 and
> could share some insight?
> Thanks,
> Paul
>
> >"Paul Tomko" <tomko_at_earth.execpc.com> wrote in message
> >news:3b15169e$0$18895$272ea4a1_at_news.execpc.com...
> >> Has anyone worked with storing tick data in an RDBMS? I would be
 interested
> >> in hearing some examples of how this has been implemented. If there
> >> are any Case studies, books, or data models out there, I would like to
> >> hear about them. I have some ideas of my own on the subject and would
> >> like to dialog with people who have done an implementation.
> >> Thanks,
> >> Paul Tomko
> >> --
> >> Paul Tomko paul@tomkoinc.com http://www.tomkoinc.com
> >> 10000+ Humorous Quotes http://www.tomkoinc.com/quotes.html
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> >
> >
>
>
> --
> Paul Tomko paul@tomkoinc.com http://www.tomkoinc.com
> 10000+ Humorous Quotes http://www.tomkoinc.com/quotes.html
> "Behold the warranty ... the bold print giveth and the fine
> print taketh away." - fortune file
Received on Sat Jul 21 2001 - 18:09:03 CDT