We have an application that takes real time data and inserts it into database. it is online for 4.5 hours a day. We insert data second by second in 17 tables. The user at any time may query any table for the latest second data and some record in the history...

Handling the feed and insertion is done using a C# console application...

Handling user requests is done through a WCF service... 

We figured out that insertion is our bottleneck; most of the time is taken there. We invested a lot of time trying to finetune the tables and indecies yet the results were not satisfactory

Assuming that we have suffecient memory, what is the best practice to insert data into memory instead of having database. Currently we are using datatables that are updated and inserted every second
A colleague of ours suggested another WCF service instead of database between the feed-handler and the WCF user-requests-handler. The WCF mid-layer is supposed to be TCP-based and it keeps the data in its own memory. One may say that the feed handler might deal with user-requests instead of having a middle layer between 2 processes, but we want to seperate things so if the feed-handler crashes we want to still be able to provide the user with the current records

We are limited in time, and we want to move everything to memory in short period. Is having a WCF in the middle of 2 processes a bad thing to do? I know that the requests add some overhead, but all of these 3 process(feed-handler, In memory database (WCF), user-request-handler(WCF) are going to be on the same machine and bandwidth will not be that much of an issue. 

Please assist!