Record high-frequency order book depth, hardware

Discussion in 'Automated Trading' started by stephencrowley, May 9, 2005.

  1. Echoing what others have said, I would stream it to a binary file and then (off-hours) bulk-import into SQL which tends to be a much more efficient operation then many single row insert operations.
     
    #11     May 10, 2005
  2. alanm

    alanm

    Like winter said, a bulk insert can be orders of magnitude faster than individual row inserts. The latency/overhead of those millions of ODBC calls is huge.
     
    #12     May 11, 2005
  3. I just switched to a Berkeley DB backend for my high-volume tables and still use SQL for everything

    nice and fast. :D

    http://www.sleepycat.com/
     
    #13     May 30, 2005