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Performance & design for stockmarket db
I'm interested to know what database design anybody may be using to process stockmarket data.
I'm looking at end of day data only at this stage.
The specific data I'm looking at involves around 12,000 different stock codes and currently in total around 6 million rows growing at a rate of approximately 11,000 rows per trading day.
I want to be able to run regular scans over the day to find key indicator results.
I want to know if anybody has looked into whether a single table or many tables (eg one table per code = 12,000 tables) would be more efficient from a "SELECT" point of view.
For those that want to know before responding I'm currently looking at using PostgreSQL on a Linux based system.
Thanks for your time :-)