Re: Stock Market Price Data & postgreSQL? HELLPPP Please

From: Greg Stark <gsstark(at)mit(dot)edu>
To: Sanjay Arora <sanjay(dot)k(dot)arora(at)gmail(dot)com>
Cc: pgsql-general(at)postgresql(dot)org
Subject: Re: Stock Market Price Data & postgreSQL? HELLPPP Please
Date: 2009-08-19 20:34:39
Message-ID: 407d949e0908191334p22961590q9f25271e675bae32@mail.gmail.com
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On Wed, Aug 19, 2009 at 9:22 PM, Sanjay Arora<sanjay(dot)k(dot)arora(at)gmail(dot)com> wrote:
> - This is Time Series Data (I don't know what that is except that it
> relates to data marked/related to time) and not suited to a RDBMS.
> - You need it in Esper (a CEP engine used by Marketcetera, an open
> source trading platform) which needs to get a data stream, whereas an
> RDBMS will return a recordset.
> - A RDBMS including postgreSQL simply cannot handle the amount of
> real-time data coming in from a stock exchange.
> - A RDBMS simply cannot provide data, even if you build streams from
> recordsets returned, at the speeds required by any technical analysis
> charting program.

There are whole companies doing nothing but providing streaming RDBMS
used by traders, airline reservation systems, etc. c.f Streambase, and
Truviso amongst others.

I'm not aware of any open source streaming databaes so for a
shoestring budget you're going to be limited to using existing tools.
There are certainly people who scale up Postgres to high oltp traffic
but it does require time and money as you scale up, TANSTAAFL... I'm
sure it can be done, Postgres is very flexible, though whether it's a
perfect fit with your needs or not I can't say.

You might also consider whether one of the existing streaming database
system providers would give you a development license for free or on a
trial basis if you hope to be making big money down the road.

--
greg
http://mit.edu/~gsstark/resume.pdf

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