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Database Performance Stats
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| Query | MySQL/PostgreSQL | ClickHouse | DolphinDB | MemSQL | |
|---|---|---|---|---|---|
| Load 35M trades | DNF (out of memory) | ~32 sec | ~6 sec | ~80 sec | |
| Load 719M quotes | DNF (out of memory) | ~13 min | ~11 min | ~24 min | |
| As-of join for SPY | - | 1.3 sec | 358 ms | 52 sec | |
| As-of join for all symbols | - | DNF (out of memory) | 25 sec | 1 h | |
| VWAP by minute for all symbols | - | 1.3 sec | 5.7 sec | 2 sec | |
| OHLC minute bars for all symbols | - | 1.7 sec | 771 ms | 3.9 sec | |
| Time-weighted spread for all symbols | - | 49 sec | 23 sec | 124 sec |
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