"Mike Zang" ...
> In fact, the file is stock data and one file is for one stock, so they are
> all in the same format.
>
> Then, in most case, only one stock should be selected.
>
Then, from a 'disk' operating system and memory management perspective, 
wouldn't one file per stock continue to be faster and more efficient than 
having all the stocks in one big file? A master database with pointers to 
each of the stock databases, ATTACH as many as you want to view at one time, 
maybe combine data into temporary table(s), create and drop indexes on the 
fly thus keeping storage at a minimum. 



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