[MonetDB-users] Is MonetDB for me?

Dear Community, I plan to bulid a database of stock market data. The database structure is very simple, there will be a main table with columns like timestamp, stockID, price, volume. The size of the database is about 4 TB. I would like to use the database to search certain patterns, like "5% stock price change in 5 minutes", so all my queries will likely touch all the data in the database. Is MonetDB for me? Is it considerably faster than an OLTP database (Mysql, Oracle)? Another question: would you use cheap SATA hard drives for this, or is it worth to invest in 15k SAS drives? Is HDD an important performance factor? Thanks in advance for all your answers, Andras Bohak

Hello Andras,
Your application seems to perform data-mining-like queries, for which
MonetDB was actually designed in the first place. MonetDB should
therefore be a good choice. However, there is an issue to consider:
MonetDB was designed as a main-memory database, it will perform best
when a single column or an initial selection of it fits in memory.
This basically means that the number of columns of your data does not
matter, but the number of records is relevant and the amount of memory
in your machine is relevant. MonetDB would (in most cases) not perform
much better when exchanging regular hard disks with SCSI drives. The
main benefit for MonetDB performance would be more memory (the more
the better).
Some background reading material which might be interesting:
http://old-www.cwi.nl/htbin/ins1/publications?request=abstract&key=Bo:DISS:02
There is also a (short) overview of this work available at:
http://monetdb.cwi.nl/projects/monetdb/Development/Assets/index.html
Note that this overview and the thesis have been written a while ago,
but the concepts basically have not changed.
Hope this helps a little.
Greetings,
Wouter Alink
2009/6/11 Bohák András
Dear Community,
I plan to bulid a database of stock market data. The database structure is very simple, there will be a main table with columns like timestamp, stockID, price, volume. The size of the database is about 4 TB. I would like to use the database to search certain patterns, like "5% stock price change in 5 minutes", so all my queries will likely touch all the data in the database. Is MonetDB for me? Is it considerably faster than an OLTP database (Mysql, Oracle)? Another question: would you use cheap SATA hard drives for this, or is it worth to invest in 15k SAS drives? Is HDD an important performance factor?
Thanks in advance for all your answers,
Andras Bohak
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participants (2)
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Bohák András
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Wouter Alink