MySql select * performance

[Ewan Wilcox]

Hi

I have a reasonably simple table defined as:

create table company_price
(
company_price_id int(11) auto_increment,
company_id int(11),
open double,
high double,
low double,
close double,
volume double,
day date,
primary key(company_price_id, company_id)
);

I've also added another index on company_id and day.

I currently have 1.26m rows in this table which doesn't seem too excessive. However if I do a simple "select * from company_price;" from either the command line or in code the query takes between 30-45 seconds. Could anyone suggest what I'm doing wrong or how I can speed this up?

Platform: Toshiba laptop (3.2Ghz P4, 512MB Ram, VS.NET 5, mysql version 4)

Thanks and kind regards in advance

Ewan.