Hi Ivan

Thank you for your suggestions. I have managed to improve the performance by
around 30-40% using the index. I have also sent you some event log files
- two form before and two from after I switched to index-aided inserts.

I wonder if there is anything further we can do. As you will probably be able to
see from the event logs, the majority of insert (in terms of size) are those
related to the Market nodes. These have the following generic structure

<Market>
 <Bids>
  <LimitOrder>...</LimitOrder>
  ...
  <LimitOrder>...</LimitOrder>
 </Bids>
 <Offers>
  <LimitOrder>...</LimitOrder>
  ...
  <LimitOrder>...</LimitOrder>
 </Offers>
</Market>

An example of a limit order node is provided below

<LimitOrder>
 <depth>0</depth>
 <Order id="10703" >
  <price>91.570000000000007</price>
  <quantity>226</quantity>
  <is_bid>0</is_bid>
  <is_market>0</is_market>
  <order_time>9201</order_time>
  <owner_id>12</owner_id>
 </Order>
</LimitOrder> 

Now, quite often the number of LimitOrder nodes in a market node would be large
(above 100). I was wondering if there was some way to optimise those inserts


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