I have quotes data for around 15 currency pairs (like 'EUR/USD', 'USD/JPY' etc). For every currency pair there is a separate table (there are no inter-table joins) of a following structure:
id => int primary key,
timestamp => bigint, # epoch timestamp in milliseconds
bid => decimal,
ask => decimal,
bid_amount => int,
ask_amount => int,
data => varchar # lots of additional data that
# need not to be indexed nor normalized
The queries look like:
SELECT * FROM table WHERE timestamp > ? AND timestamp < ?
Or:
SELECT MAX(bid), MIN(bid), MAX(ask), MIN(ask) FROM table
WHERE timestamp > ? AND timestamp < ?
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