We do have a specialist time-series index, optimised for things like tick-data. It compresses fairly well but we generally optimise for read-time. Not all over the place random-access, but slicing out date-ranges. There are two layers of index, a high level index of the data-objects, and the index in each object in S3.
A built-in as-of join is something we want to build.
A built-in as-of join is something we want to build.