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>
> Subject: looking for opinions on storage issues
> Date: Fri, 26 Dec 2003 15:19:40 -0700
> From: "cwest" <cwest@xxxxxxxxxxxx>
> To: "Omegalist" <omega-list@xxxxxxxxxx>
>
> This is off topic to actually trading, but there are probably a few
> folks on the list that would have some input which would help me address
> a design issue for a data repository (www.ufdb.com).
>
> Keeping track and applying stock-splits is error prone, which is why
> several data vendors prefer to store data in its raw format and split
> information separately. However, adopting this approach for an on-demand
> historical data serving implies that before split adjusted data could be
> retrieved, splits would have to be run against it. That's compute
> intensive if done on the fly when there are several users retrieving
> data almost simultaneously, and resources could be overwhelmed.
>
> Deploying a computer (servers) that address the level of capability
> needed to make any delay in on-demand retrieval of on the fly
> split-adjusted data transparent probably isn't an economic option given
> the cost of software licensing-Enterprise versions of Windows Server and
> SQL Server, per processor. (clustered 64 bit quad processors, for
> example). So a design paradox arises-compromising error proneness and
> split-adjustment.
>
> The solution seems to be to store historical data in both formats-split
> adjusted as of today and raw data. However, implicitly that doubles the
> size of a db (for stocks), which has flow on effects to local,
> redundant, colocated and backup storage, bandwidth usage, and
> performance if all of the tables are on the same computer.
>
> In short, if you had to make a decision about the above, what would you
> do?
>
> Thanks in advance for any suggestions
> Colin West
Check out Worden Bros. TC2000 program. It allows displaying data
unadjusted. That indicates to me that the data is downloaded adjusted
with split information and then unadjusted on the user's computer.
There will be a problem if the data is to be downloaded independent
of the processing program.
donc
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