I looking for recommendations to store and process (a little bit) tick market data from
ZMQ. I'm willing to store around 28 different instruments, but I have some questions regarding the design and type of database I should use.
What I'm mainly looking for is a good performance and don't have a very high CPU/RAM usage. For example, I would like to execute queries in 1-2 sec or less, while not making the vps explode. Also, and very important, at this stage it needs to be free (or extremely cheap). That's why I was looking at
Postgres, for example.
B) Design: Should I use a single table to store all instruments and use the
instrument name +
ingestion time as
index and use the
instrument name to cluster? Or I should use one table per instrument and just have the ingestion time as
index? What are the pros and cons of each approach?
Thank you for your time and suggestions :)