hi does anyone know if there are any companies which offer a real time relational database product that is updated with live quotes and level 2 data? i'm interested in doing real time scanning but would like to harness the power of SQL statement for its flexibility.
It is not that difficult to set this up yourself if you master the "power of SQL". Get your data the vendor's format, usually csv or equivalent ascii, and upload to your rdb, in realtime as required. The "scanning" and "power harnessing" looks like the more difficult part
wouldn't the processing of the ascii file take a bit of overhead to process and update the appropriate rows, hence slowing down the system? i was wondering if there is something which will interact directly with your database.
the easiest way (imho) is to get a data feed into excel, then write some vba sub routines to dump it into the DB at time intervals (or ticks if you have the power). Look up "ADO Excel Access" on the web for some examples. - The New Guy
I could keep this information myself, but the database would be humongous so I don't. For a weeks worth it would not be terrible... nitro