XMIM Database Server

The MIM database/server is a high-performance, scalable engine designed to process time series data. Clients can connect through one of several APIs. Multiple clients, both readers and writers, can connect simultaneously to a given server. The server then routes the request to one of a pool of slave servers, thus achieving load balancing, as well as parallelism on distributed or multi-processor environments. The client, master and slave servers can all reside on the same machine or can reside on separate machines on the network.

The server supports simple retrieval of the data stored in the database. It also supports a sophisticated query language which was designed specifically for market historical research.

The MIM database itself resides on the UNIX file system. The data is kept in a proprietary format designed specifically for efficient retrieval of time series data, featuring compression of historical data and fast updating of real-time data. The database can be split across multiple disks and/or file systems. Very large databases, containing hundreds of thousands of symbols and several gigabytes of data, have been created using the MIM database server.

System Highlights:

Client/Server Architecture
C/C++, Java, Visual Basic, and C# APIs
Server platform - Solaris and Linux
Client platforms include MS Windows NT, 2000, ME/XP
Built-in knowledge of financial markets
Specialized tools for equities, futures, options, fundamental data
Sophisticated rollover language
Specialized storage for options data
Holiday schedules
Distinction between types of NaNs and different fill options
Real tick, intraday and daily data
Aggregation and frequencies
Dynamic schema (extensional database)
Entitlements
Data management utility
High-frequency data handling
Weekend data
Multi-valued data
Multi-field data
Time-varying trading patterns
Non-contiguous trading patterns