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Compression for market data files

XZ can be used for storing data in compressed format. It provides very good compression and allows random access to the data.


https://tukaani.org/xz/



https://tukaani.org/xz/xz-javadoc/org/tukaani/xz/SeekableFileInputStream.html




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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

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MF
#1

Mark Fric

14.10.2020 14:35

Status changed from New to Refused

thank you for suggestion, but the data files are already optimized. We need to optimize not only to size but also to speed of reading.


There is some room for improvement for sure, but I'm not sure if XZ is the best format, there are other special formats for timeseries data.

Votes: +1

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