The project involves the implementation of a database for high frequency financial data.I have currently very large csv files that contain records of stock prices for the last years of stock data ordered by a time. (each csv file contains data for one stock). The amount of data can reach 10.000.000 records for each stock and therefore the files are often about 100MB large. Each record in the csv file contains stock price, size, time stamp and other relevant data for this particular stock. until now I was not using high frequency data and was relying on relational databases (e.g. Access) but these large amount of data pose limits to relational databases. Professionals have suggested to use a database storage model which is called "vertically fragmented" (which is another word for storage-by-column) to solve this problem.
Examples og this databases are:
MonetDB ([[login to view URL]][1], open source)
streambase ([[login to view URL]][2], commercial)
oracle8 ([[login to view URL], commercial][3])
AleriLabs ([[login to view URL]][4], commercial)
kdb (<http://www.kx.com/products/kdb+[login to view URL]>)
I need the coder to design a database structure and a small app which can read CSV files and store it into the database and/ or update it. The aim is to be able to query a large number of stocks and sort the output by time so that the market action for these stocks can be simulated and played back
/replicated.
I would prefer using MonetDB since it is an open source database that is suitable for large amounts of data (as I heard), but would as well like to listen to ideas/ suggestions of coders how to solve this problem.
## Deliverables
1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done.
2) Deliverables must be in ready-to-run condition, as follows (depending on the nature of the deliverables):
a) For web sites or other server-side deliverables intended to only ever exist in one place in the Buyer's environment--Deliverables must be installed by the Seller in ready-to-run condition in the Buyer's environment.
b) For all others including desktop software or software the buyer intends to distribute: A software installation package that will install the software in ready-to-run condition on the platform(s) specified in this bid request.
3) All deliverables will be considered "work made for hire" under U.S. Copyright law. Buyer will receive exclusive and complete copyrights to all work purchased. (No GPL, GNU, 3rd party components, etc. unless all copyright ramifications are explained AND AGREED TO by the buyer on the site per the coder's Seller Legal Agreement).
## Platform
Platform: Windows XP
Programming Language for csv file input application: generally open (would prefer Visual Basic)
Database: MonetDB, kdb, streambase, oracle8, arelilabs