search

man-group / arctic

High performance datastore for time series and tick data
https://arctic.readthedocs.io/en/latest/
GNU Lesser General Public License v2.1
3.05k stars 583 forks source link

best practice usage #975

Closed RockScience closed 1 year ago

RockScience commented 1 year ago

Hello, thank you very much for making this open source

1/ is there a optimised way to access timeseries of revisions. In the VersionStore if we have saved several versions

version1 saved at 2022-01-04 2022-01-01 1 2022-01-02 2

version2 saved at 2022-01-05 2022-01-01 1 2022-01-02 3

then I would like to retrieve in an efficient manner the timeseries of change for the value as of 2022-01-02, ie: 2022-01-04 2 2022-01-05 3

2/ is there a permission layer allowing to choose who has access to which ticker?

dunckerr commented 1 year ago

Q1. have a look at https://github.com/man-group/arctic/blob/master/docs/versionstore.md Q2. no. We have a credentials system which sits on top of arctic.