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I think I didn't explain correctly what I am trying to do. Good info on db's. I had a look at your suggestions as database work is something I'm into. I've been programming since 1981 ... started with cobol (punch cards) on a mainframe. I have code I use for live trading on multiple...

Thanks for your reply. I didn't know much about large dbs and your comments about scaling up to those got me into reading about them. It's not quite what I'm after though as the database part is already supplied. In fact the strategy engine is supplied to. What I'm writing is a DLL that is...

I'm struggling how best to code my ohlc series data for performance during back testing. Typically, I am using Hourly, 15 minute, 5 minute and 1 minute ohlc data. I am only interested in persisting the most recent 100 bars of each. I have ideas in mind but really concerned that they're too...