Re: Stock market tick data

This sounds like a Time Series data store. I have heard about a product called FAME which was the best for time series.

Paul Tomko wrote:

> 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