in memory database for trading app

Question

I'm looking for in-memory database for trading application (so single microsec is extremely important) but with "delayed" dbms backend like postgresql if possible. Can you suggest anything please?

Thx Marcin

Answer 1

Full disclosure: I work for the vendor of eXtremeDB.

eXtremeDB and TimesTen come to mind.

TimesTen can automatically synch with an Oracle backend.

eXtremeDB has an open replication scheme that allows you to synch to any backend (with some programming effort).

kdb+ would also probably meet your performance requirement, but synching to a backend would fall on you.

There might be other solutions: MySQL as an in-memory DB. Vertica. TBH, I don't know what would be involved to synch them to a backend; it seems like, though, that MySQL ought to be able to replicate between an in-memory instance and persistent instance. Maybe someone else can chime in.

Without knowing the details of how the database is accessed, it's impossible to say that any potential solution can meet the single-digit microsecond objective.