Updating local database constantly VS writing data into a file constantly

I am in situation where i am supposed to write data into some sort of storage constantly (Almost less than a second or close to a second). I am not sure what to use for this purpose. I was in favor of local database (SQlite) as i can arrange things better this way. However, i am not sure if it is fast enough to update data in database constantly. Is writing data to a file is better than using database?