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Quantitative Finance · Glossary

What is Embedded database?

Definition 5.3 Research, Data and Risk Platforms · Chapter 5 — Time-Series Databases and the Alternatives

An embedded database runs inside the process that queries it, as a library: no server, no network, no serialisation of results, and data shared with the host program’s memory where the formats allow.

An embedded engine (left) runs inside the program that queries it and reads the files directly; a database server (right) is another process, reached over a connection, which returns its results serialised. The server can serve many users and writers; the embedded engine skips the round trip and the conversion.
Figure 5.2. An embedded engine (left) runs inside the program that queries it and reads the files directly; a database server (right) is another process, reached over a connection, which returns its results serialised. The server can serve many users and writers; the embedded engine skips the round trip and the conversion.
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