Postgres
redis for market data - why i ditched postgres
·1319 words
moved all my real-time market data from postgres to redis about 8 weeks ago. latency dropped from ~15ms to sub-millisecond. should’ve done this way earlier.
the postgres problem # when i first built my algo infrastructure i stored everything in postgres because that’s what i knew. tick data, order book snapshots, greeks, everything went into timescaledb (postgres extension for time-series).