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  • Insert performance question

    Hello everyone,

    We've built a rather large database for storing North American equity data (trade messages and quote messages).

    I store the current day messages in a series of tables broken out by stock ticker symbol. Currently I've broken the data out by "quote" messages and "trade" messages.

    There are 11 quote tables and 11 trade tables.

    Each of the quote tables has ~ 30 million rows at the end of the day

    Each of the trade tables has ~ 2.5 million rows at the end of the day

    We're using 3 Java threads to insert data using multiple values clauses. 1 thread is responsible for quote and trade messages for the 1st 3rd of the alphabet, 1 thread for the 2nd 3rd of the alphabet and 1 thread for the last 3rd of the alphabet

    The tables are heavily indexed in order to accommodate the real time queries coming in from end users.

    Below are table defns for trade and quote tables :

    create table if not exists TSQ_DAY_0_1_T
    (
    TICKER bigint not null,
    MSG_SEQUENCE int unsigned not null,
    TRADE_SEQUENCE mediumint(cool:,
    TRADE_CANCEL_IND tinyint unsigned,
    TRADE_QUOTE_TYPE tinyint unsigned not null,
    INCL_IN_VWAP tinyint unsigned,
    TRADE_QUOTE_COND_CODE1 varchar(2),
    TRADE_QUOTE_COND_CODE2 varchar(2),
    TRADE_QUOTE_COND_CODE3 varchar(2),
    TRADE_QUOTE_COND_CODE4 varchar(2),
    TRADE_QUOTE_TIME mediumint(6) unsigned not null,
    DATE_CREATED varchar(6) null,
    TRADE_PRICE decimal(15,4),
    VWAP decimal(15,4),
    TRADE_SIZE int unsigned,
    VOLUME bigint unsigned,
    BID_PRICE decimal(15,4),
    ASK_PRICE decimal(15,4),
    BID_SIZE mediumint(cool: unsigned,
    ASK_SIZE mediumint(cool: unsigned,
    TRADE_MARKET_CENTER varchar(2),
    BID_MARKET_CENTER varchar(2),
    ASK_MARKET_CENTER varchar(2)

    ) ENGINE=MyISAM;


    ALTER TABLE TSQ_DAY_0_1_T
    ADD INDEX (TICKER,TRADE_QUOTE_TIME,MSG_SEQUENCE,TRADE_PRICE, TRADE_SIZE ,TRADE_MARKET_CENTER,INCL_IN_VWAP),
    ADD INDEX (TICKER,TRADE_MARKET_CENTER,TRADE_QUOTE_TIME,MSG_S EQUENCE,TR ADE_PRICE,TRADE_SIZE,INCL_IN_VWAP),
    ADD INDEX (TICKER,TRADE_SIZE,TRADE_QUOTE_TIME,MSG_SEQUENCE,T RADE_PRICE ,TRADE_MARKET_CENTER,INCL_IN_VWAP),
    ADD INDEX (TICKER,TRADE_PRICE,TRADE_QUOTE_TIME,MSG_SEQUENCE, TRADE_SIZE ,TRADE_MARKET_CENTER,INCL_IN_VWAP),
    ADD INDEX (TICKER,TRADE_SEQUENCE,TRADE_MARKET_CENTER);

    create table if not exists TSQ_DAY_0_1_Q
    (
    TICKER bigint not null,
    MSG_SEQUENCE int unsigned not null,
    TRADE_SEQUENCE mediumint(cool:,
    TRADE_CANCEL_IND tinyint unsigned,
    TRADE_QUOTE_TYPE tinyint unsigned not null,
    INCL_IN_VWAP tinyint unsigned,
    TRADE_QUOTE_COND_CODE1 varchar(2),
    TRADE_QUOTE_COND_CODE2 varchar(2),
    TRADE_QUOTE_COND_CODE3 varchar(2),
    TRADE_QUOTE_COND_CODE4 varchar(2),
    TRADE_QUOTE_TIME mediumint(6) unsigned not null,
    DATE_CREATED varchar(6) null,
    TRADE_PRICE decimal(15,4),
    VWAP decimal(15,4),
    TRADE_SIZE int unsigned,
    VOLUME bigint unsigned,
    BID_PRICE decimal(15,4),
    ASK_PRICE decimal(15,4),
    BID_SIZE mediumint(cool: unsigned,
    ASK_SIZE mediumint(cool: unsigned,
    TRADE_MARKET_CENTER varchar(2),
    BID_MARKET_CENTER varchar(2),
    ASK_MARKET_CENTER varchar(2)

    ) ENGINE=MyISAM;


    ALTER TABLE TSQ_DAY_0_1_Q
    ADD INDEX (TICKER,TRADE_QUOTE_TIME,MSG_SEQUENCE),
    ADD INDEX (TICKER,BID_MARKET_CENTER,ASK_MARKET_CENTER,TRADE_ QUOTE_TIME ,MSG_SEQUENCE);

    When there's no to little load from select statements coming from client requests, we're easily able to insert the market data in almost real time.

    But when there's minimal load coming from client select requests, the inserts start to take much longer (sometimes up to 10x as long).

    I've played around with the buik_insert_buffer_size, but nothing seems to help.

    I was contemplating using "INSERT DELAYED" in hopes that MySQL might be better able to perform *bulk* inserts if it buffers the inserts and does everything at once, but haven't tried it out yet.

    I'm also considering using a shell script to perform a "LOAD DATRA INFILE" insetad of JDBC. I've read this can be significantly faster.

    Below are our MySQL "variable" and "status" outputs:

    mysql> show variables;
    +---------------------------------+------------------------- -----------------+
    | Variable_name | Value |
    +---------------------------------+------------------------- -----------------+
    | auto_increment_increment | 1 |
    | auto_increment_offset | 1 |
    | automatic_sp_privileges | ON |
    | back_log | 50 |
    | basedir | / |
    | binlog_cache_size | 32768 |
    | bulk_insert_buffer_size | 1073741824 |
    | character_set_client | latin1 |
    | character_set_connection | latin1 |
    | character_set_database | latin1 |
    | character_set_filesystem | binary |
    | character_set_results | latin1 |
    | character_set_server | latin1 |
    | character_set_system | utf8 |
    | character_sets_dir | /usr/share/mysql/charsets/ |
    | collation_connection | latin1_swedish_ci |
    | collation_database | latin1_swedish_ci |
    | collation_server | latin1_swedish_ci |
    | completion_type | 0 |
    | concurrent_insert | 1 |
    | connect_timeout | 5 |
    | datadir | /mnt/extnas/mysql/ |
    | date_format | %Y-%m-%d |
    | datetime_format | %Y-%m-%d %H:%i:%s |
    | default_week_format | 0 |
    | delay_key_write | ON |
    | delayed_insert_limit | 10000 |
    | delayed_insert_timeout | 300 |
    | delayed_queue_size | 50000 |
    | div_precision_increment | 4 |
    | engine_condition_pushdown | OFF |
    | expire_logs_days | 0 |
    | flush | OFF |
    | flush_time | 0 |
    | ft_boolean_syntax | + -><()~*:""&| |
    | ft_max_word_len | 84 |
    | ft_min_word_len | 4 |
    | ft_query_expansion_limit | 20 |
    | ft_stopword_file | (built-in) |
    | group_concat_max_len | 1024 |
    | have_archive | YES |
    | have_bdb | NO |
    | have_blackhole_engine | NO |
    | have_compress | YES |
    | have_crypt | YES |
    | have_csv | NO |
    | have_dynamic_loading | YES |
    | have_example_engine | NO |
    | have_federated_engine | NO |
    | have_geometry | YES |
    | have_innodb | YES |
    | have_isam | NO |
    | have_ndbcluster | NO |
    | have_merge_engine | YES |
    | have_openssl | DISABLED |
    | have_query_cache | YES |
    | have_raid | NO |
    | have_rtree_keys | YES |
    | have_symlink | YES |
    | init_connect | |
    | init_file | |
    | init_slave | |
    | innodb_additional_mem_pool_size | 1048576 |
    | innodb_autoextend_increment | 8 |
    | innodb_buffer_pool_awe_mem_mb | 0 |
    | innodb_buffer_pool_size | 8388608 |
    | innodb_checksums | ON |
    | innodb_commit_concurrency | 0 |
    | innodb_concurrency_tickets | 500 |
    | innodb_data_file_path | ibdata1:10M:autoextend |
    | innodb_data_home_dir | |
    | innodb_doublewrite | ON |
    | innodb_fast_shutdown | 1 |
    | innodb_file_io_threads | 4 |
    | innodb_file_per_table | OFF |
    | innodb_flush_log_at_trx_commit | 1 |
    | innodb_flush_method | |
    | innodb_force_recovery | 0 |
    | innodb_lock_wait_timeout | 50 |
    | innodb_locks_unsafe_for_binlog | OFF |
    | innodb_log_arch_dir | |
    | innodb_log_archive | OFF |
    | innodb_log_buffer_size | 1048576 |
    | innodb_log_file_size | 5242880 |
    | innodb_log_files_in_group | 2 |
    | innodb_log_group_home_dir | ./ |
    | innodb_max_dirty_pages_pct | 90 |
    | innodb_max_purge_lag | 0 |
    | innodb_mirrored_log_groups | 1 |
    | innodb_open_files | 300 |
    | innodb_support_xa | ON |
    | innodb_sync_spin_loops | 20 |
    | innodb_table_locks | ON |
    | innodb_thread_concurrency | 8 |
    | innodb_thread_sleep_delay | 10000 |
    | interactive_timeout | 28800 |
    | join_buffer_size | 131072 |
    | key_buffer_size | 2147483648 |
    | key_cache_age_threshold | 300 |
    | key_cache_block_size | 1024 |
    | key_cache_division_limit | 100 |
    | language | /usr/share/mysql/english/ |
    | large_files_support | ON |
    | large_page_size | 0 |
    | large_pages | OFF |
    | license | GPL |
    | local_infile | ON |
    | locked_in_memory | OFF |
    | log | OFF |
    | log_bin | OFF |
    | log_bin_trust_function_creators | OFF |
    | log_error | |
    | log_queries_not_using_indexes | OFF |
    | log_slave_updates | OFF |
    | log_slow_queries | OFF |
    | log_warnings | 1 |
    | long_query_time | 10 |
    | low_priority_updates | OFF |
    | lower_case_file_system | OFF |
    | lower_case_table_names | 0 |
    | max_allowed_packet | 33553408 |
    | max_binlog_cache_size | 18446744073709551615 |
    | max_binlog_size | 1073741824 |
    | max_connect_errors | 10 |
    | max_connections | 100 |
    | max_delayed_threads | 20 |
    | max_error_count | 64 |
    | max_heap_table_size | 16777216 |
    | max_insert_delayed_threads | 20 |
    | max_join_size | 18446744073709551615 |
    | max_length_for_sort_data | 1024 |
    | max_prepared_stmt_count | 16382 |
    | max_relay_log_size | 0 |
    | max_seeks_for_key | 18446744073709551615 |
    | max_sort_length | 1024 |
    | max_sp_recursion_depth | 0 |
    | max_tmp_tables | 32 |
    | max_user_connections | 0 |
    | max_write_lock_count | 18446744073709551615 |
    | multi_range_count | 256 |
    | myisam_data_pointer_size | 6 |
    | myisam_max_sort_file_size | 9223372036854775807 |
    | myisam_recover_options | OFF |
    | myisam_repair_threads | 1 |
    | myisam_sort_buffer_size | 67108864 |
    | myisam_stats_method | nulls_unequal |
    | net_buffer_length | 16384 |
    | net_read_timeout | 30 |
    | net_retry_count | 10 |
    | net_write_timeout | 60 |
    | new | OFF |
    | old_passwords | OFF |
    | open_files_limit | 1134 |
    | optimizer_prune_level | 1 |
    | optimizer_search_depth | 62 |
    | pid_file | /mnt/extnas/mysql/fastdb1.pid |
    | port | 3306 |
    | preload_buffer_size | 32768 |
    | prepared_stmt_count | 0 |
    | protocol_version | 10 |
    | query_alloc_block_size | 8192 |
    | query_cache_limit | 1048576 |
    | query_cache_min_res_unit | 4096 |
    | query_cache_size | 0 |
    | query_cache_type | ON |
    | query_cache_wlock_invalidate | OFF |
    | query_prealloc_size | 8192 |
    | range_alloc_block_size | 2048 |
    | read_buffer_size | 2093056 |
    | read_only | OFF |
    | read_rnd_buffer_size | 8384512 |
    | relay_log_purge | ON |
    | relay_log_space_limit | 0 |
    | rpl_recovery_rank | 0 |
    | secure_auth | OFF |
    | server_id | 1 |
    | skip_external_locking | ON |
    | skip_networking | OFF |
    | skip_show_database | OFF |
    | slave_compressed_protocol | OFF |
    | slave_load_tmpdir | /tmp/ |
    | slave_net_timeout | 3600 |
    | slave_skip_errors | OFF |
    | slave_transaction_retries | 10 |
    | slow_launch_time | 2 |
    | socket | /mnt/extnas/mysql/mysql.sock |
    | sort_buffer_size | 2097144 |
    | sql_big_selects | ON |
    | sql_mode | |
    | sql_notes | ON |
    | sql_warnings | OFF |
    | ssl_ca | |
    | ssl_capath | |
    | ssl_cert | |
    | ssl_cipher | |
    | ssl_key | |
    | storage_engine | MyISAM |
    | sync_binlog | 0 |
    | sync_frm | ON |
    | system_time_zone | EDT |
    | table_cache | 512 |
    | table_lock_wait_timeout | 50 |
    | table_type | MyISAM |
    | thread_cache_size | 8 |
    | thread_stack | 262144 |
    | time_format | %H:%i:%s |
    | time_zone | SYSTEM |
    | timed_mutexes | OFF |
    | tmp_table_size | 33554432 |
    | tmpdir | /tmp/ |
    | transaction_alloc_block_size | 8192 |
    | transaction_prealloc_size | 4096 |
    | tx_isolation | REPEATABLE-READ |
    | updatable_views_with_limit | YES |
    | version | 5.0.24-standard |
    | version_comment | MySQL Community Edition - Standard (GPL) |
    | version_compile_machine | x86_64 |
    | version_compile_os | unknown-linux-gnu |
    | wait_timeout | 28800 |
    +---------------------------------+------------------------- -----------------+

    mysql> show status;
    +-----------------------------------+------------+
    | Variable_name | Value |
    +-----------------------------------+------------+
    | Aborted_clients | 7 |
    | Aborted_connects | 834 |
    | Binlog_cache_disk_use | 0 |
    | Binlog_cache_use | 0 |
    | Bytes_received | 130 |
    | Bytes_sent | 6389 |
    | Com_admin_commands | 0 |
    | Com_alter_db | 0 |
    | Com_alter_table | 0 |
    | Com_analyze | 0 |
    | Com_backup_table | 0 |
    | Com_begin | 0 |
    | Com_change_db | 1 |
    | Com_change_master | 0 |
    | Com_check | 0 |
    | Com_checksum | 0 |
    | Com_commit | 0 |
    | Com_create_db | 0 |
    | Com_create_function | 0 |
    | Com_create_index | 0 |
    | Com_create_table | 0 |
    | Com_dealloc_sql | 0 |
    | Com_delete | 0 |
    | Com_delete_multi | 0 |
    | Com_do | 0 |
    | Com_drop_db | 0 |
    | Com_drop_function | 0 |
    | Com_drop_index | 0 |
    | Com_drop_table | 0 |
    | Com_drop_user | 0 |
    | Com_execute_sql | 0 |
    | Com_flush | 0 |
    | Com_grant | 0 |
    | Com_ha_close | 0 |
    | Com_ha_open | 0 |
    | Com_ha_read | 0 |
    | Com_help | 0 |
    | Com_insert | 0 |
    | Com_insert_select | 0 |
    | Com_kill | 0 |
    | Com_load | 0 |
    | Com_load_master_data | 0 |
    | Com_load_master_table | 0 |
    | Com_lock_tables | 0 |
    | Com_optimize | 0 |
    | Com_preload_keys | 0 |
    | Com_prepare_sql | 0 |
    | Com_purge | 0 |
    | Com_purge_before_date | 0 |
    | Com_rename_table | 0 |
    | Com_repair | 0 |
    | Com_replace | 0 |
    | Com_replace_select | 0 |
    | Com_reset | 0 |
    | Com_restore_table | 0 |
    | Com_revoke | 0 |
    | Com_revoke_all | 0 |
    | Com_rollback | 0 |
    | Com_savepoint | 0 |
    | Com_select | 1 |
    | Com_set_option | 0 |
    | Com_show_binlog_events | 0 |
    | Com_show_binlogs | 0 |
    | Com_show_charsets | 0 |
    | Com_show_collations | 0 |
    | Com_show_column_types | 0 |
    | Com_show_create_db | 0 |
    | Com_show_create_table | 0 |
    | Com_show_databases | 0 |
    | Com_show_errors | 0 |
    | Com_show_fields | 0 |
    | Com_show_grants | 0 |
    | Com_show_innodb_status | 0 |
    | Com_show_keys | 0 |
    | Com_show_logs | 0 |
    | Com_show_master_status | 0 |
    | Com_show_ndb_status | 0 |
    | Com_show_new_master | 0 |
    | Com_show_open_tables | 0 |
    | Com_show_privileges | 0 |
    | Com_show_processlist | 0 |
    | Com_show_slave_hosts | 0 |
    | Com_show_slave_status | 0 |
    | Com_show_status | 1 |
    | Com_show_storage_engines | 0 |
    | Com_show_tables | 0 |
    | Com_show_triggers | 0 |
    | Com_show_variables | 1 |
    | Com_show_warnings | 0 |
    | Com_slave_start | 0 |
    | Com_slave_stop | 0 |
    | Com_stmt_close | 0 |
    | Com_stmt_execute | 0 |
    | Com_stmt_fetch | 0 |
    | Com_stmt_prepare | 0 |
    | Com_stmt_reset | 0 |
    | Com_stmt_send_long_data | 0 |
    | Com_truncate | 0 |
    | Com_unlock_tables | 0 |
    | Com_update | 0 |
    | Com_update_multi | 0 |
    | Com_xa_commit | 0 |
    | Com_xa_end | 0 |
    | Com_xa_prepare | 0 |
    | Com_xa_recover | 0 |
    | Com_xa_rollback | 0 |
    | Com_xa_start | 0 |
    | Compression | OFF |
    | Connections | 906 |
    | Created_tmp_disk_tables | 0 |
    | Created_tmp_files | 5 |
    | Created_tmp_tables | 2 |
    | Delayed_errors | 0 |
    | Delayed_insert_threads | 0 |
    | Delayed_writes | 0 |
    | Flush_commands | 1 |
    | Handler_commit | 0 |
    | Handler_delete | 0 |
    | Handler_discover | 0 |
    | Handler_prepare | 0 |
    | Handler_read_first | 0 |
    | Handler_read_key | 0 |
    | Handler_read_next | 0 |
    | Handler_read_prev | 0 |
    | Handler_read_rnd | 0 |
    | Handler_read_rnd_next | 220 |
    | Handler_rollback | 0 |
    | Handler_savepoint | 0 |
    | Handler_savepoint_rollback | 0 |
    | Handler_update | 0 |
    | Handler_write | 349 |
    | Innodb_buffer_pool_pages_data | 19 |
    | Innodb_buffer_pool_pages_dirty | 0 |
    | Innodb_buffer_pool_pages_flushed | 0 |
    | Innodb_buffer_pool_pages_free | 493 |
    | Innodb_buffer_pool_pages_latched | 0 |
    | Innodb_buffer_pool_pages_misc | 0 |
    | Innodb_buffer_pool_pages_total | 512 |
    | Innodb_buffer_pool_read_ahead_rnd | 1 |
    | Innodb_buffer_pool_read_ahead_seq | 0 |
    | Innodb_buffer_pool_read_requests | 77 |
    | Innodb_buffer_pool_reads | 12 |
    | Innodb_buffer_pool_wait_free | 0 |
    | Innodb_buffer_pool_write_requests | 0 |
    | Innodb_data_fsyncs | 3 |
    | Innodb_data_pending_fsyncs | 0 |
    | Innodb_data_pending_reads | 0 |
    | Innodb_data_pending_writes | 0 |
    | Innodb_data_read | 2494464 |
    | Innodb_data_reads | 25 |
    | Innodb_data_writes | 3 |
    | Innodb_data_written | 1536 |
    | Innodb_dblwr_pages_written | 0 |
    | Innodb_dblwr_writes | 0 |
    | Innodb_log_waits | 0 |
    | Innodb_log_write_requests | 0 |
    | Innodb_log_writes | 1 |
    | Innodb_os_log_fsyncs | 3 |
    | Innodb_os_log_pending_fsyncs | 0 |
    | Innodb_os_log_pending_writes | 0 |
    | Innodb_os_log_written | 512 |
    | Innodb_page_size | 16384 |
    | Innodb_pages_created | 0 |
    | Innodb_pages_read | 19 |
    | Innodb_pages_written | 0 |
    | Innodb_row_lock_current_waits | 0 |
    | Innodb_row_lock_time | 0 |
    | Innodb_row_lock_time_avg | 0 |
    | Innodb_row_lock_time_max | 0 |
    | Innodb_row_lock_waits | 0 |
    | Innodb_rows_deleted | 0 |
    | Innodb_rows_inserted | 0 |
    | Innodb_rows_read | 0 |
    | Innodb_rows_updated | 0 |
    | Key_blocks_not_flushed | 4215 |
    | Key_blocks_unused | 0 |
    | Key_blocks_used | 1714736 |
    | Key_read_requests | 5534979538 |
    | Key_reads | 214061430 |
    | Key_write_requests | 1199737290 |
    | Key_writes | 257643745 |
    | Last_query_cost | 10.499000 |
    | Max_used_connections | 8 |
    | Not_flushed_delayed_rows | 0 |
    | Open_files | 78 |
    | Open_streams | 0 |
    | Open_tables | 40 |
    | Opened_tables | 0 |
    | Qcache_free_blocks | 0 |
    | Qcache_free_memory | 0 |
    | Qcache_hits | 0 |
    | Qcache_inserts | 0 |
    | Qcache_lowmem_prunes | 0 |
    | Qcache_not_cached | 0 |
    | Qcache_queries_in_cache | 0 |
    | Qcache_total_blocks | 0 |
    | Questions | 354598 |
    | Rpl_status | NULL |
    | Select_full_join | 0 |
    | Select_full_range_join | 0 |
    | Select_range | 0 |
    | Select_range_check | 0 |
    | Select_scan | 2 |
    | Slave_open_temp_tables | 0 |
    | Slave_retried_transactions | 0 |
    | Slave_running | OFF |
    | Slow_launch_threads | 0 |
    | Slow_queries | 0 |
    | Sort_merge_passes | 0 |
    | Sort_range | 0 |
    | Sort_rows | 0 |
    | Sort_scan | 0 |
    | Ssl_accept_renegotiates | 0 |
    | Ssl_accepts | 0 |
    | Ssl_callback_cache_hits | 0 |
    | Ssl_cipher | |
    | Ssl_cipher_list | |
    | Ssl_client_connects | 0 |
    | Ssl_connect_renegotiates | 0 |
    | Ssl_ctx_verify_depth | 0 |
    | Ssl_ctx_verify_mode | 0 |
    | Ssl_default_timeout | 0 |
    | Ssl_finished_accepts | 0 |
    | Ssl_finished_connects | 0 |
    | Ssl_session_cache_hits | 0 |
    | Ssl_session_cache_misses | 0 |
    | Ssl_session_cache_mode | NONE |
    | Ssl_session_cache_overflows | 0 |
    | Ssl_session_cache_size | 0 |
    | Ssl_session_cache_timeouts | 0 |
    | Ssl_sessions_reused | 0 |
    | Ssl_used_session_cache_entries | 0 |
    | Ssl_verify_depth | 0 |
    | Ssl_verify_mode | 0 |
    | Ssl_version | |
    | Table_locks_immediate | 353769 |
    | Table_locks_waited | 0 |
    | Tc_log_max_pages_used | 0 |
    | Tc_log_page_size | 0 |
    | Tc_log_page_waits | 0 |
    | Threads_cached | 1 |
    | Threads_connected | 7 |
    | Threads_created | 8 |
    | Threads_running | 4 |
    | Uptime | 249208 |
    +-----------------------------------+------------+

    I realize this is a rather general question, but any help is greatly appreciated.

    Best,

    Andy

  • #2
    Why a shell script for "load data [local] infile"? That command is supported by JDBC, and is even somewhat more flexible than "mysql"'s version of it in that you can reference URLs as sources of data as well.

    Comment


    • #3
      What is your server spec that you're doing this on?

      And how big are your indexes? I figured they are less
      than 2GIGs....since your key buffer is 2GIGs...

      Comment

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