title: How to store real time data
body: <p>I am looking for a way (database ? data file ?) to store a large amount of real time data. 
  There can be 20,000 points each seconds (time + 32bits data).
  To avoid 20K samples per seconds, I can buffer it (because of 32bits, it would not be too much memory consumming to buffer).</p>
  
  <p>I then must be able to read it while still recording data. I saw that kdb+ would be a good fit, but the solution must be open source and work with C# and run on the Windows OS.</p>
  
  <p>Thanks.</p>