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Does BtrDB support non-scalar data? #62

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vegabook opened this issue Apr 6, 2019 · 0 comments
Open

Does BtrDB support non-scalar data? #62

vegabook opened this issue Apr 6, 2019 · 0 comments

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@vegabook
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vegabook commented Apr 6, 2019

Love the idea behind btrdb. I get thousands of ticks per second of financial data, but I often only want to get the aggregates out.

Problem is I also want to use this for computed data. So for example, as time series come in, I create yield curves. These yield curve structures require two numeric vectors to describe. Is it possible to store data that is more than scalar, in BtrDB, and in a related question, can I pass my own aggregation functions in (since in this vector structure case, mean, min, max etc will require custom functions)?

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