Millions of Inserts | The ideal database?
TLDR - When Mongo isn't webscale
Disclaimer: I haven’t ran any benchmarks or ran any of these databases in HA mode for proof of concepts but this was my experience with trying to work with lots of data for my HFT Trading Bot.
The Data: (all indexed on time)
1 minute candle: {timestamp, instrument, high, low, open close, volume, trades}, 1 inserts per minute Individual trade: {timestamp, instrument, price, side, type}, 0-2000 inserts per minute Individual order: {timestamp, instrument, price, side, type, status}, 0-5000 inserts per minute Note: There will exist one collection/database per exchange as certain exchanges provide more valuable information than others.
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