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OS DB for storing market update messages - Recommendations plz

read the Carbonado documentation. There is a way to do queries to retrieve recordsets. Carbonado calls them filters. It's a custom "where clause".
 
ParAccel

I am working with ParAccel on everyday basis ( ParAccel - Fast, columnar, MPP database for data warehousing, analytics). Although, I don't deal with financial data. The database is super fast. Also there is an option to use RAM instead of disks, it will be even faster. If interested to test performance with financial data, you can provide me with some data and some test scripts, I can run it and provide you with speed metrics.
 
alain said:
Kiryl, how much is this? free?
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No, it's not free. That's why I wanted to know how much is KDB, so I could compare. Plus I think, they will be willing to work with you on the price, especially if it is for non-commercial use (i actually was going to try that myself, but yet need to find time for this). What we have at IAGR is very large, so the price is rather high too. However, we use it for very different purposes.
 
Figure of speech. I had a chat with the guys who do the message updates interpretations for us about tick databases, in particular KDB and OneTick. They said it'd be in the order of 100k+.
 
tobias elbert said:
Figure of speech. I had a chat with the guys who do the message updates interpretations for us about tick databases, in particular KDB and OneTick. They said it'd be in the order of 100k+.
Click to expand...
Expensive...

Still if you know if that is just one time fee? Does it depend on the amount of data? What about support?

paraccel would run about 7K per 1Tb (yes it depends on the amount of data, the more Tbs you order the cheaper (well, relatively) it gets.
 
Sorry, can't help you there. We just discussed the initial investment. Also, in the case of OneTick, you apparently have to pay extra for the query engine. I wonder whether MonetDB is a viable option as it's columnar based as well.

Currently, I am looking into FastBit as well which by its description would suit financial data very well. It should make its way into HDF5 within the next two years as well.

I wanted to do a trial on FastBit today, but didnt get to it. Might have a few (hopefully) useful results to report in the next couple days.
 
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