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QuestionConvert a 2008 SQL SERVER MDF info 2005 ! Pin
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QuestionSeeking advice on setting up a database or data warehouse Pin
MAW3018-Nov-09 14:35
MAW3018-Nov-09 14:35 
I am trying to decide on how to implement the following database for a stock market program for historical data, using SQL Server.

Originally my thoughts were to have data columns with adjusted data (for stock splits) as follows:

Example 1:
DateTime,
DayOpen, DayHigh, DayLow, DayClose, DayVolume,
WeekOpen, WeekHigh, WeekLow, WeekClose, WeekVolume,
MonthOpen, MonthHigh, MonthLow, MonthClose, MonthVolume

But more recently my thoughts are to load the database with only historically real information, with a variable to calculate the split info as follows

Example 2:
DateTime, Open, High, Low, Close, Volume, AdjustmentVariable

I will be storing current needed data in C# datasets and only access historical data when needed (changes such as stock splits, new symbols to track, etc.). Everyday I will update the database with the current data and change the AdustmentVariable as needed when the stock splits, then reload new data to the datasets.

Considering speed, ease of use, memory, etc. what would be the better way to proceed with this.
1. Use the second example using stored procedures, calculate and retrieve data when requested per stock.
2. Use a combination of the two above and calculate data weekly, monthly and retrieve data as needed, will this be memory inefficient with all the unfilled dates during the middle of the week, months.
3. Setup a Data Warehouse which will calculate the data daily after updating and I retrieve as needed.

Any advice will be greatly appreciated,
Michael
AnswerRe: Seeking advice on setting up a database or data warehouse Pin
_Damian S_18-Nov-09 14:50
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