Interesting because they mention many of the same issues our crypto arb had to resolve.
As far as data, there are lots of ways to handle it. Initially the old team had used kdb mainly because they literally thought that was the only possible solution. I made something called `timequerylog` that uses newline-terminated JSON files separated out by date and hour.
As far as data, there are lots of ways to handle it. Initially the old team had used kdb mainly because they literally thought that was the only possible solution. I made something called `timequerylog` that uses newline-terminated JSON files separated out by date and hour.