It sounds like your dataset will fit comfortably in memcached. Run that on top of whatever DBMS you trust and whose SQL dialect you prefer to work with. For m

It sounds like your dataset will fit comfortably in memcached. Run that on top of whatever DBMS you trust and whose SQL dialect you prefer to work with. For me this means Postgre or Oracle, although MySQL 6 looks promising and I might have to drop my grudge against them once it's released. SQL Server 2005 is very buggy and sooner or later it will bite you in terrible ways. Bear in mind when you take this advice that the DBMSs I dislike the most are also the ones I have the most experience with, so it's possible that Postgre and Oracle are just as bad, and I just haven't discovered it yet :-) Don't store technical indicators in your database; compute them on-the-fly. Memoize them if necessary, but it's probably better not to since I don't think you'll be CPU-bound and the added latency will be negligible. If you're dealing with live quotes, don't store them in your database. Just keep them in memcached and re-fetch them if your server goes down. Do all your DB writes at once, at the end of the day after the market closing bell. (Aside from user-specific data, which obviously needs to be committed immediately.)