Massoud Mazar

Sharing The Knowledge


From T-SQL to NoSQL

I know I have been stuck with SQL server for too long and a lot behind in adopting newer database technologies, but late is better than never. While updating a web application which uses SQL Server, I realized the current relational structure of my database is not really the optimal solution. I have more than 120 million rows of data in one of the tables which represent Option Chains for Stocks, one row per Option. I store this data as snapshots in time and do not change them after they are stored. Anyone familiar with this type of data knows that these individual rows are not really interesting by themselves and they are normally looked at alongside others which belong to the same Stock, and with same expiration. In real world you are presented with the whole chain (see an example of such data here). More...