Database or store to handle 30 Mb/sec and 40,000 inserts/sec
29 answers - 558 bytes -

We have a need for some sort of database package that can handle the
following specs:
Average data rate - 30 megabits/sec.
Max # inserts - 40,000 records/sec.
What sort of database or store could handle this load? I'm looking to
price out a repository, basically capturing the best bid/ask and last
information from all 6 option exchanges, and then have a retrieval
application query this data in a timely fashion.
suggestions (with links to benchmarks/info) are much appreciated
thanks much
No.1 | | 1359 bytes |
| 
uspensky@gmail.com schrieb:
We have a need for some sort of database package that can handle the
following specs:
Average data rate - 30 megabits/sec.
Max # inserts - 40,000 records/sec.
What sort of database or store could handle this load? I'm looking to
price out a repository, basically capturing the best bid/ask and last
information from all 6 option exchanges, and then have a retrieval
application query this data in a timely fashion.
suggestions (with links to benchmarks/info) are much appreciated
Have you looked at TimesTen?
This is a in memory database that can also be coupled to a standard
oracle database. The division of labour typically goes like, TimesTen
does the data reception and event handling (and can do processing too)
and then bulk transfers it to the oracle server, in case you have need
to store the data.
than that, Real Application clusters can probably take
quite a bit of load.
But, really, what kind of hardware are you talking about? You sure
can't do that on a standard PC or workstation.
Btw, I'm not recommending oracle because I get paid by them but because
I run a small oracle db in my company and that's the only database system
I know, apart from mysql.
Lots of Greetings!
Volker
No.2 | | 486 bytes |
| 
<uspensky@gmail.comwrote in message
news:1139324525.832574.135350@
We have a need for some sort of database package that can handle the
following specs:
Average data rate - 30 megabits/sec.
Max # inserts - 40,000 records/sec.
What sort of database or store could handle this load?
There are probably seismic data recorders that can handle data at those
rates ;-)
Maybe www.streambase.com has something for you.
Roy
No.3 | | 1280 bytes |
| 
uspensky@gmail.com wrote:
We have a need for some sort of database package that can handle the
following specs:
Average data rate - 30 megabits/sec.
Max # inserts - 40,000 records/sec.
What sort of database or store could handle this load? I'm looking to
price out a repository, basically capturing the best bid/ask and last
information from all 6 option exchanges, and then have a retrieval
application query this data in a timely fashion.
suggestions (with links to benchmarks/info) are much appreciated
thanks much
You probably have to go with some main-memory data management solution
to achieve this high rate. GemStone provides a very high speed main
memory based distributed data management platform that is specifically
geared to meets the extreme performance requirements in capital
markets.
Take a look at this white paper ->
Here you would find the concepts described along with a use case that
describes the use of the technology in a program trading environment.
The following link provides more information on the applicability of
the technology in several areas in capital markets
Best regards,
-- Jags Ramnarayan
(jramnara@gemstone.com)
No.4 | | 1105 bytes |
| 
Hi,
Its more getting the hardware sorted than the database, you need gear
capable of writing to disk at that speed and more, and with todays hardware
that isn't a problem.
Even a pair of mirrored SATA disks on Windows 2003 Server will write at
around 50MBytes / second.
you have your hardware set, personally i'd be looking at something with
a couple of GB of RAM (nice big cache) and a couple of mirrored SCSI 15Krpm
disks for a dedicated transaction log and a set of 4 disks scsi 15Krpm disks
in a RAID 10 array.
Microsoft SQL Server 2005 is another option, workground edition which is all
you'll need for that is around 2K per physical CPU if you have a lot of
users or just go for CAL version which is cheaper.
You can use the new committed snapshot isolation so that writers aren't
blocking readers so you won't have a contention problem.
Check out http://microsoft.com/sql for more information.
What sort of DR / high availability do you want on it? Clustering? Database
mirroring?
Tony.
No.5 | | 209 bytes |
| 
How much history you are going to keep for how long and how many
concurent users going to access data.
here is math:
1 see 30mb
1 min 1.8gb
1 hour 108 gb
1 day 2.592 TB
No.6 | | 663 bytes |
| 
Upenskygive me a shout. We could probably help you with this
problem.
uspensky@gmail.com wrote:
We have a need for some sort of database package that can handle the
following specs:
Average data rate - 30 megabits/sec.
Max # inserts - 40,000 records/sec.
What sort of database or store could handle this load? I'm looking to
price out a repository, basically capturing the best bid/ask and last
information from all 6 option exchanges, and then have a retrieval
application query this data in a timely fashion.
suggestions (with links to benchmarks/info) are much appreciated
thanks much
No.7 | | 646 bytes |
| 
This should handle it with enough Iron under it
uspensky@gmail.com wrote:
We have a need for some sort of database package that can handle the
following specs:
Average data rate - 30 megabits/sec.
Max # inserts - 40,000 records/sec.
What sort of database or store could handle this load? I'm looking to
price out a repository, basically capturing the best bid/ask and last
information from all 6 option exchanges, and then have a retrieval
application query this data in a timely fashion.
suggestions (with links to benchmarks/info) are much appreciated
thanks much
No.8 | | 201 bytes |
| 
Average data rate - 30 megabits/sec.
Max # inserts - 40,000 records/sec.
that's not much. these is what we do on daily basis with kdb+
(http://kx.com).
felix
No.9 | | 574 bytes |
| 
Chan wrote:
How much history you are going to keep for how long and how many
concurent users going to access data.
here is math:
1 see 30mb
1 min 1.8gb
1 hour 108 gb
1 day 2.592 TB
Folks, the P said:
30Mbits/sec
That's "bits", not "Bytes"!
In bytes, that's around 3.333 MB/s.
Which is fine with most current hardware.
40000 records/sec means nothing: what we
need to know is how many bytes/rec on average,
and how many rows can be batched into a single
write operation.
No.10 | | 199 bytes |
| 
I can send you a white paper which outlines how a benchmark we did with
C exceeds this by a large factor.
If you are interested, drop me a line.
Regards
Jon
No.11 | | 300 bytes |
| 
To Paul,
I tried to email you but your domain is unreachable.
Jon
Jon wrote:
I can send you a white paper which outlines how a benchmark we did with
C exceeds this by a large factor.
If you are interested, drop me a line.
Regards
Jon
No.12 | | 297 bytes |
| 
Noons wrote:
>That's "bits", not "Bytes"!
>In bytes, that's around 3.333 MB/s.
So that's an average of 2TB/week. Do you really defend what Tony said:
Windows/pair of SATA drives can do that?
jg
No.13 | | 818 bytes |
| 
Joel Garry wrote:
>
>That's "bits", not "Bytes"!
>
>In bytes, that's around 3.333 MB/s.
>
So that's an average of 2TB/week. Do you really defend what Tony said:
Windows/pair of SATA drives can do that?
course not. They can cope with the data capture volumes.
The P said nothing about retention periods nor can anyone
extrapolate how long they will be.
If the P wants to keep that volume of data online for a
relatively long period of time, then partitioning and some form
of pruning will be required.
The same applies to any database or hardware you'd care to mention.
I'd love to see how a memory-only db architecture would cope with
2TB/week non-stop without any purges.
No.14 | | 802 bytes |
| 
Noons said:
>The P said nothing about retention periods nor can anyone
>extrapolate how long they will be.
The P said:
>What sort of database or store could handle this load? I'm looking to
>price out a repository, basically capturing the best bid/ask and last
>information from all 6 option exchanges, and then have a retrieval
>application query this data in a timely fashion.
I see "repository" and "option exchanges," sounds to me like data one
needs to keep for a long time. Unless it's some unregulated
penny-stock exchange, or someone trying to sell a day-trading advice
service
I didn't mean to pick on you, I meant to pick on the Windows guy.
jg
No.15 | | 580 bytes |
| 
Right then Joel, lets have a go then.
Whats your argument?
Even on a build your own box costing around 500 can deliver over 50MBytes /
second write and read speeds using Windows Server.
Go for the 64 bit version and you can get quite a few GBytes of memory, most
entry level boards <100 take 4GB of DDR.
REmember the poster said 30megabits (which I read as MBytes) and 40,000 rows
per second; SQL Server will do that without problem.
SQL Server will handle TB's too, if like with ALL vendor databases, you
design it properly.
No.16 | | 895 bytes |
| 
Tony Rogerson wrote:
Right then Joel, lets have a go then.
Whats your argument?
Even on a build your own box costing around 500 can deliver over 50MBytes /
second write and read speeds using Windows Server.
Go for the 64 bit version and you can get quite a few GBytes of memory, most
entry level boards <100 take 4GB of DDR.
Don't top post - can I suggest you use a decent news reader?
As you see, your ugly format/utility cuts off the rest of the thread.
Point is: a decent Linux will deliver better throughput on the *same*
hardware. Changed 'twice the' into 'better'. Can't substantiate twice,
can better.
And personally, I'd love to see you stop promoting non-oracle stuff
here. It's annoying; most people here hate Microsoft anyway.
Just a little further, and you're spamming.
No.17 | | 1574 bytes |
| 
Well, then , Frank, I guess you won't reply to this one, eh?
No I don't use a decent new reader myself and I would appreciate it if all
WULD top post. Many's the time I don't bother to read something because its
too frigging long way down.
So thanks, Tony, for making it easy to read
Chandru Murthi
"Frank van Bortel" <frank.van.bortel@gmail.comwrote in message
news:dsimqj$1tp$1@news2.zwoll1.ov.home.nl
Tony Rogerson wrote:
>Right then Joel, lets have a go then.
>>
>Whats your argument?
>>
>Even on a build your own box costing around 500 can deliver over
>50MBytes /
>second write and read speeds using Windows Server.
>>
>Go for the 64 bit version and you can get quite a few GBytes of memory,
>most
>entry level boards <100 take 4GB of DDR.
>>
>
Don't top post - can I suggest you use a decent news reader?
As you see, your ugly format/utility cuts off the rest of the thread.
Point is: a decent Linux will deliver better throughput on the *same*
hardware. Changed 'twice the' into 'better'. Can't substantiate twice,
can better.
And personally, I'd love to see you stop promoting non-oracle stuff
here. It's annoying; most people here hate Microsoft anyway.
Just a little further, and you're spamming.
No.18 | | 1917 bytes |
| 
Hi Murthi
Thanks for the response. People not top posting drive me nuts. I have
followed a thread and want to sea the latest response not piles of pointy
brackets. Who dreamed up this so-called etiquette anyway?
Peter McMurray
"murthi" <c_xyz_murthi@seeing_xyz_green.netwrote in message
news:a47Hf.21$Hn.19@trndny05
Well, then , Frank, I guess you won't reply to this one, eh?
No I don't use a decent new reader myself and I would appreciate it if all
WULD top post. Many's the time I don't bother to read something because
its
too frigging long way down.
So thanks, Tony, for making it easy to read
Chandru Murthi
"Frank van Bortel" <frank.van.bortel@gmail.comwrote in message
news:dsimqj$1tp$1@news2.zwoll1.ov.home.nl
Tony Rogerson wrote:
>Right then Joel, lets have a go then.
>>
>Whats your argument?
>>
>Even on a build your own box costing around 500 can deliver over
>50MBytes /
>second write and read speeds using Windows Server.
>>
>Go for the 64 bit version and you can get quite a few GBytes of memory,
>most
>entry level boards <100 take 4GB of DDR.
>>
>
Don't top post - can I suggest you use a decent news reader?
As you see, your ugly format/utility cuts off the rest of the thread.
Point is: a decent Linux will deliver better throughput on the *same*
hardware. Changed 'twice the' into 'better'. Can't substantiate twice,
can better.
And personally, I'd love to see you stop promoting non-oracle stuff
here. It's annoying; most people here hate Microsoft anyway.
Just a little further, and you're spamming.
No.19 | | 41425 bytes |
| 
"Excalibur" <excalibur21@bigpond.comwrote in message
news:QD8Hf.4873$yK1.4465@news-server.bigpond.net.au
Hi Murthi
Thanks for the response. People not top posting drive me nuts. I have
followed a thread and want to sea the latest response not piles of pointy
brackets. Who dreamed up this so-called etiquette anyway?
Peter McMurray
"murthi" <c_xyz_murthi@seeing_xyz_green.netwrote in message
news:a47Hf.21$Hn.19@trndny05
>Well, then , Frank, I guess you won't reply to this one, eh?
>>
>No I don't use a decent new reader myself and I would appreciate it if
>all
>WULD top post. Many's the time I don't bother to read something because
its
>too frigging long way down.
>>
>So thanks, Tony, for making it easy to read
>>
>Chandru Murthi
>>
>"Frank van Bortel" <frank.van.bortel@gmail.comwrote in message
>news:dsimqj$1tp$1@news2.zwoll1.ov.home.nl
>Tony Rogerson wrote:
>>Right then Joel, lets have a go then.
>>>
>>Whats your argument?
>>>
>>Even on a build your own box costing around 500 can deliver over
>>50MBytes /
>>second write and read speeds using Windows Server.
>>>
>>Go for the 64 bit version and you can get quite a few GBytes of
>>memory,
>>most
>>entry level boards <100 take 4GB of DDR.
>>>
>>
>Don't top post - can I suggest you use a decent news reader?
>As you see, your ugly format/utility cuts off the rest of the thread.
>>
>Point is: a decent Linux will deliver better throughput on the *same*
>hardware. Changed 'twice the' into 'better'. Can't substantiate twice,
>can better.
>>
>And personally, I'd love to see you stop promoting non-oracle stuff
>here. It's annoying; most people here hate Microsoft anyway.
>Just a little further, and you're spamming.
>--
>Regards,
>Frank van Bortel
>>
>Top-posting is one way to shut me up
>>
>>
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I agree.
Ed
No.20 | | 2227 bytes |
| 
Tony Rogerson wrote:
Right then Joel, lets have a go then.
Whats your argument?
Even on a build your own box costing around 500 can deliver over 50MBytes /
second write and read speeds using Windows Server.
Go for the 64 bit version and you can get quite a few GBytes of memory, most
entry level boards <100 take 4GB of DDR.
REmember the poster said 30megabits (which I read as MBytes) and 40,000 rows
per second; SQL Server will do that without problem.
SQL Server will handle TB's too, if like with ALL vendor databases, you
design it properly.
Well, here's where I disagree. The design necessary to get SQL Server
to handle TB's of data along with random transactional queries puts the
onus on programmers to do it right. All you need is one newbie and you
are screwed. Unless you use the new feature that makes it work like
So let's see: New unproven feature or risk of manual error.
New unproven feature or risk of manual error. New unproven feature
that probably has bugs (like with ALL vendor databases new features),
or near-100% chance of manual error.
I'll pass. handles MVCC right by default, environments
have more problems with SQL-Server people who haven't unlearned doing
it wrong than with the actual native environment.
Then there's recovery. May be a lot simpler in your way, but simpler
isn't necessarily better when you get to TB. Depends. There is no
such thing as "without problem."
A few years ago I would have said Rdb, by the way, but has blown
by, even with some historical baggage.
Every couple of years I think to myself "self, MS has a new generation
of stuff, let's give it a try." And every couple of years I discover
all the things wrong, the hard way. And then I become an /unix
bigot all over again. Perhaps it's because I started on similar
hardware as Bill Gates and can't understand why he allows things to be
so bad, he ought to know better. I'd think "Maybe he just forked off
too early," but considering the previous experience of the NT team,
that doesn't work.
jg
No.21 | | 1356 bytes |
| 
Hi Joel,
I read a lot of words but no substance there, you don't mention features,
you don't go into detail, you don't specify links to back up your case.
For a fully documented reference implementation on how they did Barnes and
Noble go here: -
it contains a ton of white papers and architecture documents, a very good
source of material if you are starting to develop a big system, if you need
more just ask.
A design necessary to get SQL Server to handles TB's puts the onus on the
database designer to get the database design and physical implementation of
it right and also of your system engineer to get the hardware right; that is
the same for ALL vendors. The days when you brush SQL Server away as a
developer tool are long gone.
DB2 was my foundation, 5 years DB2 and the past 13 years Microsoft SQL
Server, I have done a bit of but not worth mentioning.
For ALL vendor databases all you need is one newbie writing a cross join
between big tables and you suddenly have a load on your system.
I here the MS biggotry often, my take is that you should use the right tool
for the right job and at the right cost and not blindly lead yourselves down
alleys you can't get out of, I recall the pricing model and lock-into
their software model.
No.22 | | 761 bytes |
| 
Fri, 10 Feb 2006 22:40:48 GMT, "Excalibur"
<excalibur21@bigpond.comwrote:
>Hi Murthi
>Thanks for the response. People not top posting drive me nuts. I have
>followed a thread and want to sea the latest response not piles of pointy
>brackets. Who dreamed up this so-called etiquette anyway?
>Peter McMurray
In this group it's exactly the opposite: many posters just hate morons
like you insisting on top-posting. The human species happens to read
from top to bottom: that is apart from the people brainwashed by the
Evil Empire driven by Bill Gates, who - you are a specific example-
demonstrate over and over and over again they are just too damn lazy
to scroll down.
No.23 | | 176 bytes |
| 
Fri, 10 Feb 2006 16:48:57 -0700, "Ed Sheehan"
<NSPAM@xmission.comwrote:
>
>I agree.
>
>Ed
Yet another moron.
No.24 | | 196 bytes |
| 
7 Feb 2006 13:06:29 -0800, axwack@gmail.com wrote:
>Upenskygive me a shout. We could probably help you with this
>problem.
Please stop top-posting
No.25 | | 208 bytes |
| 
Tue, 07 Feb 2006 16:38:47 -0500, "(latimerp)"
<"(latimerp)"@comcast.netwrote:
>This should handle it with enough Iron under it
>
Please stop top-posting
No.26 | | 478 bytes |
| 
Some of us use a nice threaded interface so can see what the previous
message, suggestion is to get a better news reader, try google groups if you
only have a browser.
Unless you are replying to a specific comment of the previous thread then
why quote it?
In life, you do not repeat a sentance back to the person you have just
listened to in order to reply or give your opinion.
Perhaps you have too much time on your hands, does your boss know?
No.27 | | 722 bytes |
| 
Aha. That explains why the Barnes & Noble web site insists that my
Mozilla on Linux doesn't support cookies. I rather buy my books from
Amazon, who have understood how to write browser-independent web apps.
Probably a bug on the website, have you done the professional thing and
reported it?
Also, thats very little if anything to do with the underlying database
platform; the web code / middle tier is a different business unit from the
SQL team.
Instead of 'bitching' why not comment on the discussion, perhaps thats a
trait from the linux community - they are just too busy bashing microsoft
and feeding their egos to consider what the business wants (or needs).
No.28 | | 604 bytes |
| 
Sat, 11 Feb 2006 13:42:04 -0000, "Tony Rogerson"
<tonyrogerson@sqlserverfaq.comwrote:
>In life, you do not repeat a sentance back to the person you have just
>listened to in order to reply or give your opinion.
>
>Perhaps you have too much time on your hands, does your boss know?
>
>Tony Rogerson
>SQL Server MVP
>http://sqlserverfaq.com - free video tutorials
It appears you insist on being rude, and ignore netiquette.Am I right
in asssuming you mother forgot to civilize you?
No.29 | | 870 bytes |
| 
Sat, 11 Feb 2006 11:07:51 -0000, "Tony Rogerson"
<tonyrogerson@sqlserverfaq.comwrote:
>I here the MS biggotry often, my take is that you should use the right tool
>for the right job and at the right cost and not blindly lead yourselves down
>alleys you can't get out of, I recall the pricing model and lock-into
>their software model.
>
>Tony Rogerson
>SQL Server MVP
>http://sqlserverfaq.com - free video tutorials
>
I agree there are people who are blind and can't see sqlserver will
not have the same set of features as in even a hundred years
from now. Those people also prefer to be locked in by the Evil Empire,
aka Microsoft, and show their slavery to this Empire by insisting on
being rude and ignore Netiquette.