Seeking generic advice on creating data source

AmiBroker
1

I just wanted to get some opinions and thought this would be the best place to look.

I’m looking at learning SQL so that I can create a database and connect to it via the ODBC plug in in Amibroker.

I plan to fill the database via websockets.

I’m looking for advice on what approach would be recommended to ‘fill’ the database and what the implications would be and whether anyone else has experience of this.

Would it be better to simply write close prices and a timestamp to a ticker table, or should I resample the data periodically and create OHLCV rows myself.

Are there issues with subscribing to multiple streams in websockets and then writing from those streams to the database, and are such actions blocking?

Any pointers before I get started are much appreciated. Thanks

2

Websockets is just a protocol.

The question "are there any issues with subscribing to mutliple streams in websockets" is the same as asking "are there any issues with TCP/IP".

Problems are not caused by protocol itself. Problems are caused by individual backend and frontend implementation.

One thing is for sure that SQL databases are not meant for real-time streaming and performance of SQL would be poor no doubt about it.

You really don't need relational database management system to store real time data. All you need is just an array in memory.

3

Thanks for saving me doing that work.