Dumping Lots of Data to Disk in Realtime?

AmiChris asks: "At work I need something that can dump sequential entries for several hundred thousand instruments in realtime. It also needs to be able to retrieve data for a single instrument relatively quickly. A standard relational database won't cut it. It has to keep up with 2000+ updates per second, mostly on a subset of a few hundred instruments active at a given time. I've got some ideas of how I would build such a beast, based on flat files and a system of caching entries in memory. I would like to know if: someone has already built something like this; and if not, would someone want to use it if I build it? I'm not sure what other applications there might be. I could see recording massive amounts of network traffic or scientific data with such a library. I'm guessing someone out there has done something like this before. I'm currently working with C++ on Windows. "

Comments

2-stage approach

[eagl]

Have you considered a 2-stage approach? Stuff it to disk, and process/index it separately? A fast stream of data would let it all get recorded without loss, and then you could use whatever resources are necessary to index and search without impacting the data dump.

Cost... Are you going to go for local storage or NAS? Need SCSI and RAID or a less expensive hardware setup? Do you think gigabit ethernet will be sufficient for the transfer from the data dump hardware to the processing/indexing/search machines?

Sounds like you might want to run a test case using commodity hardware first.