Qn: Best practices for storing multiple levels of data granularity for one symbol

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High performance datastore for time series and tick data

https://arctic.readthedocs.io/en/latest/

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Qn: Best practices for storing multiple levels of data granularity for one symbol #876

Closed luongjames8 closed 3 years ago

luongjames8 commented 4 years ago

Can anyone share some best practices for storing multiple levels of data granularity for one symbol?

For example, say my primary reference data is of daily frequency, but for some symbols I also have minute data (but it may not be for the entire span of the daily data).

Do I need separate symbols for daily/intraday in version store? Is there a better way to do this?

shashank88 commented 3 years ago

Yeah, I would suggest storing data of different granularity in separate symbols (or even different libraries) given it doesn't make much sense to read out the minute bar granularity when you care about the daily data. Closing this for now, please reopen if you have more questions.