I am writing a feed-handler for financial market data. Peak data rate is upto 50k ticks/sec and averages around 10k ticks/sec. The requirement is also to store this data is a structured way in real-time. I have used Berkeley DB in the past which worked well but its a pain for others to directly connect to it.
I am now going to try and setup a MySQL cluster to achieve this. The NDB Storage engine stores all data in memory (i have 48 Gigs of RAM on this machine). It even has a C++ NDB API that lets you work with the database without using the slow SQL statements.
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