I would suggest that you do some analysis first to see
1. how much data do you plan to save per day? total size?
2. what is the most usage pattern (reading? writing? searching?)?
3. based on 1 & 2, you could either use the "save" function provided by R if
it suffices your need or come up with some custom binary format which is
easy to search and provide an R interface to load/write/search it.
