Data storage for backtesting

[Kevin Schmit]

Quote from PocketChange:

This is one of those exception to the "rules" cases. The views are simple and result columns are all contained in the index...... all columns that were to be fetched from the table are already available in the index itself, SQL will use the values contained in the index and will never look up the original table row. This saves one binary search for each row and can make many queries run twice as fast.

You're right, thanks for pointing this out. I should look at what is being done before regurgitating my standard opinion of MySQL views.

 

[sle]

I hear stories that Infobright is the way to go for dealing with financial data on the cheap. It is a column-oriented database, with a scalable cost solution ( "Community" edition is free, "Enterprize" edition is not). As a bonus, all of the tools for MySQL work with it and you don't have to learn Q to do queries. Also, for me, there is an added benefit vs KDB of being able to store binary objects (vol surfaces).

Does anyone have any experience or at least heard more concrete stories about this product? Any color would be helpful.