Looks like DB2 also supports real-time streams: http://www-306.ibm.com/software/data/db2/9/editions_features_rti.html nitro
An improvement in MySQL for those on a budget: Still a little early to adopt but moving in the right direction. http://www.mysql.org/doc/refman/5.1/en/se-falcon-features.html
I came to the conclusion of the memory mapped file/linear database. Prefer to roll my own for several reasons, mainly because it's more fun. I've gotten records written out at a rate of a couple million/per sec. to disk as I start to prototype this, although not piped in from the network. I fear Winsock will slow things considerably, although I'd like to pass the memory mapped file pointer right to the socket read function. My budget for this is 0, so I dont want to pay.. Anyone aware of any free live streams I can test against?
has anyone looked into Stream SQL. I discovered it today but as I am new to this auto-trading game I have not test it. I still wonder how StreamSQL can handle live matrix calculation. I think it will be real trouble trying to get it done properly. so is it true that everyone in auto trading has been handling this with Relational database then? I think for the size of it the best schema will be star schema, with Oracle or SQL2005 (?) you can have datatable partitioned so make it faster to do search. dont have index coz it will kill the insert process. it is a difficult problem indeed.
LMAO! I accidentally posted about streamSQL on a different thread about women !!!! AHAAHHAHAHA Anyway, here is the post http://www.elitetrader.com/vb/showthread.php?s=&postid=1319859#post1319859 nitro
Uuh, When I was less than 30 years old or so, I used to think about women about once every three seconds. I am 44 years old now and I think about them about once every half an hour or so nitro
I think if one could make the stream sit on top of a database that link to an olap tool it will be wicked!! it will be live olap.