Re: huge price database question.. - Mailing list pgsql-general

Also look at a clustered index on timestamp


Brent Wood

GIS/DBA consultant
NIWA
+64 (4) 4 386-0300
________________________________________
From: pgsql-general-owner@postgresql.org [pgsql-general-owner@postgresql.org] on behalf of Jim Green
[student.northwestern@gmail.com]
Sent: Wednesday, March 21, 2012 2:50 PM
To: David Kerr
Cc: pgsql-general@postgresql.org
Subject: Re: [GENERAL] huge price database question..

On 20 March 2012 21:40, David Kerr <dmk@mr-paradox.net> wrote:
> On 03/20/2012 04:27 PM, Jim Green wrote:
>
> Greetings list!
> I am pretty new to postgresql from mysql and did a fairly extensive
> search of the list and came up with a few good ones but didn't find
> the exact same situation as I have now. so I am venturing asking here.
>
> I have daily minute stock price data from 2005 on and each day with
> columns timestamp, open,high,low,close,volume and a few more. each
> day's data is about 1.2million rows. I want import all the data to
> postgresql and analyze using R with the help of Rpostgresql.
>
> right now I am having about 7000 tables for individual stock and I use
> perl to do inserts, it's very slow. I would like to use copy or other
> bulk loading tool to load the daily raw gz data. but I need the split
> the file to per stock files first before I do bulk loading. I consider
> this a bit messy.
>
> I would seek advise on the following idea:
> store everything in a big table, partition by month(this gives a
> reasonable number of partitions) and do bulk loading on the daily
> file. my queries would consist mostly select on a particular symbol on
> a particular day.
>
> Also in the future, I will import daily data to the db every day.
>
> my hardware is 16G Ram, 4x5400rpm raid10 with enough space.
>
> Thanks!
>
> Jim.
>
>
> Seems like you'd want to do this?
> http://search.cpan.org/~turnstep/DBD-Pg-2.19.2/Pg.pm#pg_putcopydata
> COPY support
>
> DBD::Pg allows for quick (bulk) reading and storing of data by using the
> COPY command. The basic process is to use $dbh->do to issue a COPY command,
> and then to either add rows using "pg_putcopydata", or to read them by using
> "pg_getcopydata".

Thanks! would you comment on the table setup as well?

Jim.
>
>
>

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