Is SQL Fast Enough for Tick Data?

 

TabbFORUM article by Steven Graves, McObject CEO and co-founder
Published on November 5, 2015

Trading systems have eschewed SQL due to its perceived performance latency and unpredictability, in favor of more labor-intensive, lower-level programming languages (namely q and C/C++) for database operations.  But is SQL really too slow for trading systems?

 

Preview

The fact that a SQL DBMS now “owns” nine of the 17 STAC-M3 tests demonstrates that SQL, in and of itself, is not a performance bottleneck. And this stands to reason. SQL (like q) is merely a language; it is the implementation of the language, and characteristics of the underlying DBMS, that determine performance.

So what SQL DBMS characteristics contributed to the record-setting STAC-M3 results?
• Columnar layout
• Pipelining
• Distributed Query Processing

 

Reprinted with permission.  Please use the following link to activate the download. 

 

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