Recent Content by DevBrian

  1. Tick Database, Now Want to Run SQL

    True, my bottleneck has always been the strategies themselves. And none of our strategies can process greater than probably 500k messages a...
    Post by: DevBrian, Jul 26, 2012 in forum: Data Sets and Feeds

  2. Tick Database, Now Want to Run SQL

    After removing a bool check (if the background thread should keep processing) on the producer side, speed is above 10 million items per second....
    Post by: DevBrian, Jul 26, 2012 in forum: Data Sets and Feeds

  3. Tick Database, Now Want to Run SQL

    Thanks! I was under the impression I needed a BufferBlock for async behavior. Throughput is about 5 million messages per second by cutting that...
    Post by: DevBrian, Jul 25, 2012 in forum: Data Sets and Feeds

  4. Tick Database, Now Want to Run SQL

    I believe my bottleneck is just the call stack. I'm currently using my own implementation of a consumer producer pattern. It succeeds in...
    Post by: DevBrian, Jul 25, 2012 in forum: Data Sets and Feeds

  5. Tick Database, Now Want to Run SQL

    Sorry, I meant to say 200k-300k messages per second. ps - if I'm repeating myself, ET isn't showing my posts, so I'm trying again.
    Post by: DevBrian, Jul 24, 2012 in forum: Data Sets and Feeds

  6. Tick Database, Now Want to Run SQL

    I'm sorry, I meant to say 200k-300k.
    Post by: DevBrian, Jul 24, 2012 in forum: Data Sets and Feeds

  7. Tick Database, Now Want to Run SQL

    I'm sorry. I did mean 200k-300k, not 200-300. I was able to strip things down, to where I could pump 5 million messages per second. Few...
    Post by: DevBrian, Jul 24, 2012 in forum: Data Sets and Feeds

  8. Tick Database, Now Want to Run SQL

    I'm curious about your implementation. I too have written a "custom binary time series data storage for backtesting purpose". All in c#. I...
    Post by: DevBrian, Jul 24, 2012 in forum: Data Sets and Feeds