What would be the most optimal approach for storing cryptocurrency values in kdb/q, considering the limitations posed by insufficient precision when using floats and potential limitations when using integers? Specifically, certain cryptocurrencies li...
Our access patterns are heavily based upon accessing one sym for a long history, rather than accessing everything for a given date. As such it would be massively more efficient for us to partition by sym rather than by date. Or even to maintain two H...
A new table has been added to the KDB Ticker for new functionality in the system. However, HDB cannot know information about the new table unless RDB saves memory data as an End of Day file.Is there a good way?
I understand that kdb-tick should be run in order from ticker. However, if ticker is terminated for some reason, rdb does not subscribe to the re-run ticker. Need a way to re-subscribe or a reference for implementation.
I am trying to come up with an efficient way to load data from disk, for multiple instruments over different date ranges. The actual problem we're trying to solve is loading rolled series for futures, forwards, and other derivatives. Say we want to l...
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