Daniel here, cofounder at Aperiodic. We live in microstucture data all day (trades, quotes, order books, etc) and tparquet got ours to about half the ZSTD size while its still just parquet.
Time series are everywhere though thats why we open sourced it!
Im really curious what else it could speed up (sensors, metrics, telemetry?). Contributions very welcome!
szemy2•1m ago
Time series are everywhere though thats why we open sourced it! Im really curious what else it could speed up (sensors, metrics, telemetry?). Contributions very welcome!