Hello Amar,

Why not to use arrays for this?

A> Hi,
A> I am part of a team building a stock exchange software  - Order
A> Management system'.
A> The current system that we have supports 200,000 orders per day.
A> All of this data is needed in memory.Ofc ourse this system was built
A> in
A> VC++.
A> what I want to know is :
A> -  Is there a alternative to storing data in dataset?
A> - this alternative doesnt have to be as flexible and as feature
A> filled
A> as the dataset.
A> -can you suggest some ideas for the same.
A> I have been tinkering around with specifalised business objects and
A> using them to store the data.
A> - can someone suggest something which has a smaller memory footprint
A>
---
WBR,
Michael  Nemtsev :: blog: http://spaces.msn.com/laflour

"At times one remains faithful to a cause only because its opponents do not
cease to be insipid." (c) Friedrich Nietzsche

Your might check this out
http://aspnet.4guysfromrolla.com/articles/102302-1.aspx make sure to look at
part 2 also.
You can store the arraylist in cache also.
Another alternative is a datareader.

I actually store realtime data for a stock exchange in memory for one of my
systems. I store everything in typed objects, I have alot of optimized
caching etc for it.

Just to give you an idea my major objects are.

Exchange
Ticker
   OrderBook (special collection of book items)
   TradeContainer (queue containing last n trades)
BookItem (some derive from here)
Trade

If you send me more on your specific problem space offline I might be able
to give you more specific advice.

Cheers,

Greg Young
MVP - C#
http://codebetter.com/blogs/gregyoung