Financial Python

Studies in Finance and Python

Sqlite or Pytables or Text?

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I’m wondering whether it makes more sense to store time series data in sqlite or a hierarchical database (like PyTables, which is based on the HDF5 format). Or maybe even straight-up text files!

Sqlite is nice because it runs everywhere and can connect to almost anything. Could serve as the ‘Rosetta Stone‘ for slinging data around.

But PyTables is nice because it integrates with multidimensional numpy arrays and offers object-like convenience, meaning inter-row analysis is probably easier. Pytables is probably faster than sqlite but that’s not really a big concern for me. Both hold plenty of data.

Text files, like CSV, are dead-simple and immediately accessible, but would require more logical work.

Decisions, decisions…

Written by DK

August 7, 2009 at 12:32 am

Posted in Python

Tagged with ,

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