I believe that there are several in-memory database vendors out there - there is Cache (with an accented e) and one called TenTimes I think as well.
Most likely, you want to read up on TP (transaction processing) monitors which monitor the state of transactions across more than one database. They are usually pretty pricy. Your programmed trades sound like triggers implemented on every update to the price of the item.
Alternatively, put a big mainframe on the task with lots of fast disk.
