Once upon a time, i had a application that graphed asx data (australian stock exchange). It got imported from some csv files in sql server. For performance reasons i had each code as a seperate table. But that was before i knew about indexes.
Now there may be a better way, by using Partitioning. I will be able to have the same tables, and then a view on top of them that i can query. The partitioning will happen on the stock code. With sql server 2005 this will happen automatically. Nice.