Re: Stock market tick data

I worked on a system that served up quotes to a web server. We had so many quotes being served (individual and in "baskets" or quotes) that no database server was fast enough. We ended up parsing the quote feed and putting them in a shared memory segment accessible from the web servers.

(Note that writing a robust tick parser is no small matter.)

The same data was written to Sybase so that the shared memory segment could be populated if something happened to it during the day. We also used Sybase to record the end of day roll-up data such as high, low, open, close, etc., for historical graphs such.

Hope that helps.

Patrick McCurdy
mailto:alcalde_at_freewebemail.com
http://www.mccurdygroup.com

> >On 30 May 2001 10:47:24 -0500, tomko_at_earth.execpc.com (Paul Tomko)
> >wrote:
> >
> >>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
Received on Sat Jul 21 2001 - 18:21:59 CDT