I am using SQLite in my application. The scenario is that I have stock market data and each company is a database with 1 table. That table stores records which can range from couple thousand to half a million.
Currently when I update the data in real time I - open connection, check if that particular data exists or not. If not, I then insert it and close the connection. This is then done in a loop and each database (representing a company) is updated. The number of records inserted is low and is not the problem. But is the process okay?
An alternate way is to have 1 database with many tables (each company can be a table) and each table can have a lot of records. Is this better or not?
You can expect at around 500 companies. I am coding in VS 2010. The language is VB.NET.