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Bob Paddock wrote:
My question is what is the most effective way to build a data base, for fast access? It will be write once, read many.

When extracting the data I will be giving a start and end time, and a
channel number.

Because the data is sampled every three seconds for several days, this data base could get large fast. However I'm more interested in speed than disk space. Tho I don't want have to take up all of the computer memory with the data file.

There are MySQL bindings for Lua. If you need to do complex queries, that may be a good choice. Otherwise, I'd recommend writing some bindings for BerkelyDB. It's extremely fast and simple to use, though you'll have to add a locking mechanism
or server if you want to use it from multiple processes at the same time.