I just edited my original posting we crossed postings ;) Intermediate result actually were a possible factors. The goal of the research is to...
I am referring to an aggregation. If you have several tables which totally have ~1,000 columns if you want to access just one column of each table...
This is not one 1,000 columns monster table - MS SQL do not allows so much columns in one table - it allows up to ~500. I was referring for a...
It is ~1,000 columns per stock. I created a benchmark to look how long it would take the generate these ~1,000 columns just for EOD DJIA because...
Thanks - it is a lot effort to formulate the problem and solve it - it took more than three years to figure out how to make a good screener and...
I don't know if this new feature will help now but 2 years ago obviously .NET was not ready for the task we are talking about.
Matching involves a search right? Faster search means faster matching. Faster matching - faster execution. Do you see where this is going?...
So you process just 1 order at a time, serially?
It seems to me MS or the others wanted to use all their stack in this project, .NET, MS SQL, the OS. If this is just a pass through problem - just...
A good point. ;) But you still have to store these data somewhere right? They can be used. ;) I suppose the orders are first stored in the...
I believe they wanted to store these data somewhere and for that used MS SQL server right?
I am working with .NET from the very beginning ~5 years ago ver 1.0. In the beginning was very excited. Speeds the development time a lot, UI...
The LSE TradeElect abandoned. http://blogs.computerworld.com/london_stock_exchange_to_abandon_failed_windows_platform "TradElect runs on HP...
By warehouse oriented I mean a large TB size DB's. I don't believe a lot of interested parties have an access to TB size financial data, probably...
1) Amazon EC2-hosted 2) 500GB/$500/month/1 node 1TB/~$4,000/month/3 nodes 1) Is not the best idea for high performance computing. 1.1) you...
We are developing a historical time series screener/backtest/replay software with innovations such as multiple synchronized windows capable to...
A quick note - Vertica is more oriented toward large warehouses like inventory analysis, etc. We need more time series oriented DB.
There is a different access pattern with SSD and the optimal way to write/read is still not researched well. When they stop the deterioration...
That is because C-Store developer moved to Vertica ;)
I believe for your needs SQLIte is probably the right solution. If you r needs grow then you will need something more powerful. The simplest...
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