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.Net Write continuously data to the disk in different files

We have an application that extract data from several hardware devices. Each device's data should be stored in a different file.
Currently we have one FileStream by file and doing a write when a data comes and that's it.
We have a lot of data coming in, the disk is struggling with an HDD(not a SSD), I guess because the flash is faster, but also because we do not have to jump to different file places all the time.
Some metrics for the default case: 400 different data source(each should have his own file) and we receive ~50KB/s for each data(so 20MB/s). Each data source acquisition is running concurrently and at total we are using ~6% of the CPU.
Is there a way to organize the flush to the disk in order to ensure the better flow?
We will also consider improving the hardware, but it's not really the subject here, since it's a good way to improve our read/write

Windows and NTFS handle multiple concurrent sequential IO streams to the same disk terribly inefficiently. Probably, you are suffering from random IO. You need to schedule the IO yourself in bigger chunks.
You might also see extreme fragmentation. In such cases NTFS sometimes allocates every Nth sector to each of the N files. It is hard to believe how bad NTFS is in such scenarios.
Buffer data for each file until you have like 16MB. Then, flush it out. Do not write to multiple files at the same time. That way you have one disk seek for each 16MB segment which reduces seek overhead to near zero.

Storing file in byte array vs reading and writing with file stream?

I'm working on a program that modifies a file, and I'm wondering if the way I'm working with it is wrong.
The file is stored in blocks inside another file and is separated by a bunch of hashes. It's only about 1mb in size, so I just calculate its location once and read it into a byte array and work with it like that.
I'm wondering if it's some kind of horrendous programming habit to a read an entire file, despite its size, into a byte array in memory. It is the sole purpose of my program though and is about the only memory it takes up.

This depends entirely on the expected size (range) of the files you will be reading in. If your input files can reach over a hundred MB in size, this approach doesn't make much sense.
If your input files are small relative to the memory of machines your software will run on, and your program design benefits from having the entire contents in memory, then it's not horrendous; it's sensible.
However, if your software doesn't actually require the entire file's contents in memory, then there's not much of an argument for doing this (even for smaller files.)

If you require random read/write access to the file in order to modify it then reading it into memory is probably ok as long as you can be sure the file will never ever exceed a certain size (you don't want to read a few hundred MB file into memory).
Usually using a stream reader (like a BinaryReader) and processing the data as you go is a better option.

It's horrendous -- like most memory-/CPU-hogging activities -- if you don't have to do it.

Create contiguous file using C#?

Is it possible to create a large (physically) contiguous file on a disk using C#? Preferably using only managed code, but if it's not possible then an unmanaged solution would be appreciated.

Any file you create will be logically contiguous.
If you want physically contiguous you are on OS and FS territory. Really (far) beyond the control of normal I/O API's.
But what will probably come close is to claim the space up-front: create an Empty stream and set the Length or Position property to what you need.

Writing a defragger?
It sounds like you're after the defragmentation API anyway:-
http://msdn.microsoft.com/en-us/library/aa363911%28v=vs.85%29.aspx
The link from the bottom, cos it seems you've missed the C# wrapper that someone has kindly produced.
http://blogs.msdn.com/b/jeffrey_wall/archive/2004/09/13/229137.aspx

With modern file systems it is hard to ensure a contiguous file on the hard disk. Logically the file is always contiguous, but the physical blocks that keep the data vary from file system to file system.
The best bet for this would be to use an old file system (ext2, FAT32, etc.) and just ask for a large file using seek to the file size you want and then flushing this file. More up-to-date file systems will probably mark a large file size, but won't actually write anything to the hard disk, instead returning zeros on a future read without actually reading.
int fileSize = 1024 * 1024 * 512;
FileStream file = new FileStream("C:\\MyFile", FileMode.Create, FileAccess.Write);
file.Seek(fileSize, SeekOrigin.Begin);
file.Close();

To build a database, you will need to use the scatter-gather I/O functions provided by the Windows API. This is a special type of file I/O that allows you to either "scatter" data from a file into memory or "gather" data from memory and write it to a contiguous region of a file. While the buffers into which the data is scattered or from which it is gathered need not be contiguous, the source or destination file region is always contiguous.
This functionality consists of two primary functions, both of which work asynchronously. The ReadFileScatter function reads contiguous data from a file on disk and writes it into an array of non-contiguous memory buffers. The WriteFileGather function reads non-contiguous data from memory buffers and writes it to a contiguous file on disk. Of course, you'll also need the OVERLAPPED structure that is used by both of these functions.
This is exactly what SQL Server uses when it reads and writes to the database and/or its log files, and in fact this functionality was added to an early service pack for NT 4.0 specifically for SQL Server's use.
Of course, this is pretty advanced level stuff, and hardly for the faint of heart. Surprisingly, you can actually find the P/Invoke definitions on pinvoke.net, but I have an intensely skeptical mistrust of the site. Since you'll need to spend a lot of quality time with the documentation just to understand how these functions work, you might as well write the declarations yourself. And doing it from C# will create a whole host of additional problems for you, such that I don't even recommend it. If this kind of I/O performance is important to you, I think you're using the wrong tool for the job.
The poor man's solution is contig.exe, a single-file defragmenter available for free download here.

In short no then
The OS will do this in the background, what i would do is make the file as big as you expect it to be, that way the OS will place it contigously. And if you need to grow the file, you again grow it by like 10% each time.
This is simular to how a SQL server keeps it database files.
Open opening the FileStream you open it with append.
Example:
FileStream fwriter = new FileStream("C:\\test.txt", FileMode.Append, FileAccess.Write, FileShare.Read);

c# Memory Mapped file Read

I am trying to read a few text files ( around 300 kb each ). Until now I've been using the Filestream to open the file and read it. ( TAB DELIMITED ). However, I heard about the memory mapped file in .net 4.0. Would it make my reads any faster ?
Is there any sample code that does the read of a simple file and compare performance ?

If the files are on disk and just need to be read into memory, then using a memory mapped file will not help at all, as you still need to read them from disk.
If all you are doing is reading the files, there is no point in memory mapping them.
Memory mapped files are for use when you are doing intensive work with the file (reading, writing, changing) and want to avoid the disk IO.

If you're just reading once then memory-mapped files don't make sense; it still takes the same amount of time to load the data from disk. Memory-mapped files excel when many random reads and/or writes must be performed on a file since there's no need to interrupt the read or write operations with seek operations.

With your amount of data MMFs don't give any advantage. However, in general, if one bothers to carry the tests, he will find, that copying large (huge) files using MMFs is faster than calling ReadFile/WriteFile sequentially. This is caused by different mechanisms used internally in Windows for MMF management and for file IO.

Processing data in memory always faster than doing something similar via disk IO. If your processing is sequential and easily fit into memory, you can use File.ReadLines() to get data line by line and process them fast without hard memory overhead. Here example: How to open a large text file in C#
Check this answer too: When to use memory-mapped files?

Memory Mapped File is not recommended to read text files. To read text file you are doing right with Filestream. MMP is best to read binary data.

Reading huge amounts of small files in sequence

I have this problem: I have a collection of small files that are about 2000 bytes large each (they are all the exact same size) and there are about ~100.000 of em which equals about 200 megabytes of space. I need to be able to, in real time, select a range in these files. Say file 1000 to 1100 (100 files total), read them and send them over the network decently fast.
The good thing is the files will always be read in sequence, i.e. it's always going to be a range of say "from this file and a hundred more" and not "this file here, and that file over there, etc.".
Files can also be added to this collection during runtime, so it's not a fixed amount of files.
The current scheme I've come up with is this: No file is larger then 2000 bytes, so instead of having several files allocated on the disk I'm going to have one large file containing all other files at even 2048 byte intervals with the 2 first bytes of each 2048 block being the actual byte size of the file contained in the next 2046 bytes (the files range between 1800 and 1950 bytes or so in size) and then seek inside this file instead of opening a new file handle for each file I need to read.
So when I need to get file at position X i will just do X*2048, read the first two bytes and then read the bytes from (X*2048)+2 to the size contained in the first two bytes. This large 200mb file will be append only so it's safe to read even while the serialized input thread/process (haven't decided yet) appends more data to it.
This has to be doable on Windows, C is an option but I would prefer C#.

Do you have anything against storing these files in a database?
A simple RDBMS would drastically speed up the searching and sorting of a bunch fo 2k files

I think your idea is probably the best you can do with decent work.
Alternatively you could buy a solid state disk and not care about the filesize.
Or you could just preload the entire data into a collection into memory if you don't depend on keeping RAM usage low (will also be the fastest option).
Or you could use a database, but the overhead here will be substantial.

That sounds like a reasonable option.
When reading the data for the range, I'd be quite tempted to seek to the start of the "block of data", and read the whole lot into memory (i.e. the 2048 byte buffers for all the files) in one go. That will get the file IO down to a minimum.
Once you've got all the data in memory, you can decode the sizes and send just the bits which are real data.
Loading all of it into memory may well be a good idea, but that will entirely depend on how often it's modified and how often it's queried.
Was there anything more to the question than just "is this a sane thing to do"?

Are you sure you will never want to delete files from, say, 1200 to 1400? What happens when you are done transferring? Is the data archived or will it continuously grow?
I really don't see why appending all of the data to a single file would improve performance. Instead it's likely to cause more issues for you down the line. So, why would you combine them?
Other things to consider are, what happens if the massive file gets some corruption in the middle from bad sectors on the disk? Looks like you lose everything. Keeping them separate should increase their survivability.
You can certainly work with large files without loading the entire thing in memory, but that's not exactly easy and you will ultimately have to drop down to some low level coding to do it. Don't constrain yourself. Also, what if the file requires a bit of hand editing? Most programs would force you to load and lock the entire thing.
Further, having a single large file would mean that you can't have multiple processes reading / writing the data. This limits scalability.
If you know you need files from #1000 to 1100, you can use the built in (c#) code to get a collection of files meeting that criteria.

You can simply concatenate all the files in one big file 'dbase' without any header or footer.
In another file 'index', you can save the position of all the small files in 'dbase'. This index file, as very small, can be cached completely in memory.
This scheme allows you to fast read the required files, and to add new ones at the end of your collection.

Your plan sounds workable. It seems like a filestream can peform the seeks and reads that you need. Are you running into specific problems with implementation, or are you looking for a better way to do it?
Whether there is a better way might depend upon how fast you can read the files vs how fast you can transmit them on the network. Assuming that you can read tons of individual files faster than you can send them, perhaps you could set up a bounded buffer, where you read ahead x number of files into a queue. Another thread would be reading from the queue and sending them on the network

I would modify your scheme in one way: instead of reading the first two bytes, then using those to determine the size of the next read, I'd just read 2KiB immediately, then use the first two bytes to determine how many bytes you transmit.
You'll probably save more time by using only one disk read than by avoiding transferring the last ~150 bytes from the disk into memory.
The other possibility would be to pack the data for the files together, and maintain a separate index to tell you the start position of each. For your situation, this has the advantage that instead of doing a lot of small (2K) reads from the disk, you can combine an arbitrary number into one large read. Getting up to around 64-128K per read will generally save a fair amount of time.

You could stick with your solution of one big file but use memory mapping to access it (see here e.g.). This might be a bit more performant, since you also avoid paging and the virtual memory management is optimized for transferring chunks of 4096 bytes.
Afaik, there's no direct support for memory mapping, but here is some example how to wrap the WIN32 API calls for C#.
See also here for a related question on SO.

Interestingly, this problem reminds me of the question in this older SO question:
Is this an over-the-top question for Senior Java developer role?