James Munro
@james_j_munro
ID: 1759901
21-03-2007 15:36:12
75 Tweet
27 Followers
166 Following
dub @OBS_orderflow Got it. I would say arcticdb might work for you. You're right that your live capture to CSV is probably the best solution. But to save older (say older than 1 day) you can use arcticdb - compresses very well - 10ish x for me vs csv, allows fast parallel reads for when you need
QuantStack steps up to support ApacheArrow with new dedicated team. Antoine Pitrou, Apache Arrow maintainer, and core CPython developer will lead this new initiative at QuantStack. medium.com/@QuantStack/qu…