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.