How to make standalone database application? [closed]

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How to make standalone database application like metastock, tradestation etc. ? They colud handle some what large amount of database and those database files can take one computer to another. It is possible to read, write or delete data of those database from the application. Can anybody have any idea of how those applications are working? And what type of database they are?How to develop an database system like this? If you know know anything about it, Please share it. Thaks in advance.

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Well, if you're just looking for a standalone db, you could do it in access but I don't know how big you are going to want it to get, so access may be limiting.

MYSQL is also another option (mostly as it's free for the common folk).

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look into sqlite. It's very portable. However it can't handle concurrent queries. http://www.sqlite.org/