Hello - I am trying to build a local database ( SQL CE or sqlserver) with a goal of populating various events:
- date,time(potentially till millisecond), price - these events are expected to be around 20 events per day per instrument.
- few processes would be populating this data
- few processes would be "consuming/reading" this data for various purposes( analysis/order management interface, statistical analysis - like co-relating events etc)
- would like the database connection to be persistent for each of these running process - as the connection would be little expensive if made multiple times through the life cycle of the process trying to populate/consume this data.
- potentially using streamInsight as well for CEP.
- I have checked various threads on similar topics - but majority of them are towards storing tick data information or based on other formats.
all I am looking for is a simple - indicator or something which populates the OHLCV information to database(based on the chart it is applied). I can expand further on that.
Appreciate if any one can share this information if they have built something similar.