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@prerak-proof
Last active December 9, 2019 13:44
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Database Performance Stats
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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