Database insert performance

Question

We are planning to implement a system for logging a high frequency of market ticks into a DB for further analysis. To simply get a little what kind of storage performance we can

Answer 1

I can only really comment on sql-server, but there are some things to try:

• command batching (i.e. do multiple INSERT in a single hit to the db)
• bulk insert (via SqlBulkCopy)

either should give significant improvements on single-row inserts (the latter being fastest)

Answer 2

If you want insert-only operations, you can get more out of mysql by using Archive engine and INSERT DELAYED.

Otherwise, try any of the local-storage KV engines: BDB, QDBM, Tokyo Cabinet, etc.