Tick Database Implementations

An improvement in MySQL for those on a budget:
The (MySql) Falcon storage engine is designed to work within high-traffic transactional applications. It supports a number of key features that make this possible:

* True Multi Version Concurrency Control (MVCC) enables records and tables to be updated without the overhead associated with row-level locking mechanisms. The MVCC implementation virtually eliminates the need to lock tables or rows during the update process.
* Flexible locking, including flexible locking levels and smart deadlock detection keep data protected and transactions and operations flowing at full speed.
* Optimized for modern CPUs and environments to support multiple threads allowing multiple transactions and fast transaction handling.
* Transaction-safe (fully ACID-compliant) and able to handle multiple concurrent transactions.
* Serial Log provides high performance and recovery capabilities without sacrificing performance.
* Advanced B-Tree indexes.
* Data compression stores the information on disk in a compressed format, compressing and decompressing data on the fly. The result is in smaller and more efficient physical data sizes.
* Intelligent disk management automatically manages disk file size, extensions and space reclamation.
* Data and index caching provides quick access to data without the requirement to load index data from disk.
* Implicit savepoints ensure data integrity during transactions.
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Still a little early to adopt but moving in the right direction.
http://www.mysql.org/doc/refman/5.1/en/se-falcon-features.html
 
I came to the conclusion of the memory mapped file/linear database. Prefer to roll my own for several reasons, mainly because it's more fun.

I've gotten records written out at a rate of a couple million/per sec. to disk as I start to prototype this, although not piped in from the network. I fear Winsock will slow things considerably, although I'd like to pass the memory mapped file pointer right to the socket read function.

My budget for this is 0, so I dont want to pay.. Anyone aware of any free live streams I can test against?
 
has anyone looked into Stream SQL. I discovered it today but as I am new to this auto-trading game I have not test it.

I still wonder how StreamSQL can handle live matrix calculation. I think it will be real trouble trying to get it done properly.

so is it true that everyone in auto trading has been handling this with Relational database then? I think for the size of it the best schema will be star schema, with Oracle or SQL2005 (?) you can have datatable partitioned so make it faster to do search. dont have index coz it will kill the insert process.

it is a difficult problem indeed.
 
Quote from nitro:

LMAO!

I accidentally posted about streamSQL on a different thread about women !!!! AHAAHHAHAHA :D
nitro :D :D :D
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You should stop thinking about women during trading dude.
 
Quote from Bowgett:

You should stop thinking about women during trading dude.
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Uuh,

When I was less than 30 years old or so, I used to think about women about once every three seconds. I am 44 years old now and I think about them about once every half an hour or so :(

nitro :D
 
I think if one could make the stream sit on top of a database that link to an olap tool it will be wicked!!

it will be live olap.
 
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