Q? securities market data DB structures, management systems etc..

I'm looking for any source materials a/o advice on exactly how market data databases are structured and the various architectures they employ.

really basic stuff, such as:
~table definitions - are there any widely accepted standards to these
~segregation of data elements & hierarchy (eg. is a given stock's price
commonly listed in the same table as its derived indicators - RSI, LMA etc..)
~Where are charting and indicator operations usually performed - at the
distribution point , or within the client device/ or secondary distribution point.
~specialized or formal query structures
~routing, prioritization and distribution of queries and responses
~localization of data (i.e. caching via multicast on clients)
~peculiarities of real-time streaming data administration
~what DBMS's are favored.

+ anything else you might know

thanks;

David Received on Mon Mar 27 2000 - 00:00:00 CEST