1
1
# [ Arctic TimeSeries and Tick store] ( https://github.com/ahlmss/arctic )
2
2
3
- Arctic is a high performance datastore for numeric data. It supports [ Pandas] ( http://pandas.pydata.org/ ) ,
4
- [ numpy] ( http://www.numpy.org/ ) arrays and pickled objects out-of-the-box, with pluggable support for
3
+ Arctic is a high performance datastore for numeric data. It supports [ Pandas] ( http://pandas.pydata.org/ ) ,
4
+ [ numpy] ( http://www.numpy.org/ ) arrays and pickled objects out-of-the-box, with pluggable support for
5
5
other data types and optional versioning.
6
6
7
- Arctic can query millions of rows per second per client, achieves ~ 10x compression on network bandwidth,
8
- ~ 10x compression on disk, and scales to hundreds of millions of rows per second per
7
+ Arctic can query millions of rows per second per client, achieves ~ 10x compression on network bandwidth,
8
+ ~ 10x compression on disk, and scales to hundreds of millions of rows per second per
9
9
[ MongoDB] ( https://www.mongodb.org/ ) instance.
10
10
11
11
Arctic has been under active development at [ Man AHL] ( http://www.ahl.com/ ) since 2012.
@@ -65,17 +65,17 @@ End-Of-Day; Minute Bars; etc.).
65
65
66
66
Arctic supports multiple data libraries per user. A user (or namespace)
67
67
maps to a MongoDB database (the granularity of mongo authentication). The library
68
- itself is composed of a number of collections within the database. Libraries look like:
68
+ itself is composed of a number of collections within the database. Libraries look like:
69
69
70
- * user.EOD
70
+ * user.EOD
71
71
* user.ONEMINUTE
72
72
73
73
A library is mapped to a Python class. All library databases in MongoDB are prefixed with 'arctic_ '
74
74
75
75
### Storage Engines
76
76
77
77
Arctic includes two storage engines:
78
-
78
+
79
79
* [ VersionStore] ( arctic/store/version_store.py ) : a key-value versioned TimeSeries store. It supports:
80
80
* Pandas data types (other Python types pickled)
81
81
* Multiple versions of each data item. Can easily read previous versions.
@@ -85,7 +85,7 @@ Arctic includes two storage engines:
85
85
* Audited writes: API for saving metadata and data before and after a write.
86
86
* a wide range of TimeSeries data frequencies: End-Of-Day to Minute bars
87
87
* [ See the HowTo] ( howtos/how_to_use_arctic.py )
88
- * [ TickStore] ( arctic/tickstore/tickstore.py ) : Column oriented tick database. Supports
88
+ * [ TickStore] ( arctic/tickstore/tickstore.py ) : Column oriented tick database. Supports
89
89
dynamic fields, chunks aren't versioned. Designed for large continuously ticking data.
90
90
91
91
Arctic storage implementations are ** pluggable** . VersionStore is the default.
@@ -113,8 +113,10 @@ It wouldn't be possible without the work of the AHL Data Engineering Team includ
113
113
* Tom Taylor
114
114
* Tope Olukemi
115
115
* Drake Siard
116
- * ... and many others ...
117
-
116
+ * [ Slavi Marinov] ( https://github.com/slavi )
117
+ * [ Wilfred Hughes] ( https://github.com/wilfred )
118
+ * ... and many others ...
119
+
118
120
Contributions welcome!
119
121
120
122
## License
0 commit comments