New Contributor II
since ‎2023.02.01

User Statistics

  • 5 Posts
  • 0 Solutions
  • 2 Kudos given
  • 5 Kudos received

User Activity

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...
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...
Kudos given to