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Hi,
depending on what you want to do...
You can use SQL but you must have in-depth knowlegde of the specific
database sw.
Logical and mostly physical database design is crutial to success. Both
designs must be very efficent.
Generally SQL database engine is used as a storage system. So it is bit
overkill.
Using SQL is handy if you want to store data and from this store you want to
prepare/transform/export data to other processes. In such case it is very
flexible.
You CAN play back IB tick data at real time speed (~300ms snap shots) for a
few tickers directly from SQL db.
That should not be a problem with a good db design and on a good hw.
Going beyond this limit is not for SQL!
You must also consider SQL database resource needs. Disk and memory are
needed to achive good performance.
A binary file based storage system is very efficent but no really flexible.
SQL is flexible but not efficient...
You have to choose what you need..
Regards,
Y
--------------------------------------------------
From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
Sent: Monday, May 18, 2009 9:37 PM
To: <amibroker@xxxxxxxxxxxxxxx>
Subject: Re: [amibroker] ODBC + DDE
> SQL database & ODBC is wrong path for high-perf RT.
>
> ODBC is rather slow as it was never designed by Microsoft to be used as a
> real-time streaming tool.
> Also all standard SQL databases are way too slow for real time
> applications.
>
> Only proprietary binary low-level dbs like AmiBroker own, that are very
> low level and not SQL based
> are able to offer right speed.
>
> As for interfaces - only direct APIs (like AmiBroker Dev Kit) that operate
> directly
> on binary data via direct pointers and no need for copying data and
> without SQL overhead are fast enough.
>
> For commercial databases that offer better performance than SQL see
> Berkeley DB
> http://www.oracle.com/database/berkeley-db/db/index.html
>
> (Read their white papers that explain why all relational, sql-based
> databases are simply too slow)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "lucianomt" <lucianomt@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, May 18, 2009 6:30 PM
> Subject: [amibroker] ODBC + DDE
>
>
>>I am trying to set up real-time feeds on AB. I have a SQL database that
>>contains all the necessary data. The only problem is the
>>very high delay I get using the ODBC plug-in. To pull up about 1000 bars
>>for 150 tickers takes approx. 10 minutes, which makes it
>>impractical for real-time. (The same process using local database takes 1
>>second.)
>>
>> So my first question is: am I doing something wrong? Is there any way to
>> improve this performance significantly or is the ODBC
>> solution inherently slow?
>>
>> If nothing can be done to improve ODBC, I thought I could upload the
>> historical data into the local database and them use a
>> different source, say DDE, to update the real-time quotes for the current
>> day. Would that solution work?
>>
>> Please note that the historical data needs to be updated daily since it
>> is a total-return series.
>>
>>
>>
>> ------------------------------------
>>
>> **** IMPORTANT PLEASE READ ****
>> This group is for the discussion between users only.
>> This is *NOT* technical support channel.
>>
>> TO GET TECHNICAL SUPPORT send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>> http://www.amibroker.com/feedback/
>> (submissions sent via other channels won't be considered)
>>
>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> http://www.amibroker.com/devlog/
>>
>> Yahoo! Groups Links
>>
>>
>>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
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