There are many reasons you may want to use an ORM.
I use a db to store everything related to my market applications, and users using those applications.
For example, the layout of a user is a typical case. Someone may be quoting CSCO MSFT IBM, and someone else GOOG AAPL and GE, and each user/trader has particular parameters, charts, etc that he is employing to quote those assets. All that is stored in a database so that when they log in the next trading day, all that is inhaled from database tables into objects in memory, that then configure the GUI customized to his preferences. If he changes something, that in turn is persisted if he chooses. If you have ever seen IBs "Store settings on server" that is a similar example.
I use a db extensively to for all sorts of things. An ORM is a way to keep the DAL (data acess layer) of your application abstracted into objects and classes, without having to worry about SQL.
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