How to reuse results with a schema for end of day stock-data
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Published on 2010-03-20T22:51:10Z
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I am creating a database schema to be used for technical analysis like top-volume gainers, top-price gainers etc.I have checked answers to questions here, like the design question. Having taken the hint from boe100 's answer there I have a schema modeled pretty much on it, thusly:
Symbol - char 6 //primary
Date - date //primary
Open - decimal 18, 4
High - decimal 18, 4
Low - decimal 18, 4
Close - decimal 18, 4
Volume - int
Right now this table containing End Of Day( EOD) data will be about 3 million rows for 3 years. Later when I get/need more data it could be 20 million rows.
The front end will be asking requests like "give me the top price gainers on date X over Y days". That request is one of the simpler ones, and as such is not too costly, time wise, I assume.
But a request like " give me top volume gainers for the last 10 days, with the previous 100 days acting as baseline", could prove 10-100 times costlier. The result of such a request would be a float which signifies how many times the volume as grown etc.
One option I have is adding a column for each such result. And if the user asks for volume gain in 10 days over 20 days, that would require another table. The total such tables could easily cross 100, specially if I start using other results as tables, like MACD-10, MACD-100. each of which will require its own column.
Is this a feasible solution?
Another option being that I keep the result in cached html files and present them to the user. I dont have much experience in web-development, so to me it looks messy; but I could be wrong ( ofc!) . Is that a option too?
Let me add that I am/will be using mod_perl to present the response to the user. With much of the work on mysql database being done using perl. I would like to have a response time of 1-2 seconds.
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