Re:Using SIMD to aggregate billions of values per second
by patrick73_uk on Wednesday April 08, 2020 @05:02AM
(#22811246)
I'm a QuestDB dev, with regards to nano timestamps, we dont use a nanosecond timestamp because its not possible to be accurate to that resolution with current hardware. However, on a single host the nano second clocks are precise and monotonic, they would be useful to maintain order. I think they do make sense and we will have to look into providing timestamps to that resolution.
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Re:Using SIMD to aggregate billions of values per second
by salmonlogs on Wednesday April 08, 2020 @07:31AM
(#22811929)
"its not possible to be accurate to that resolution with current hardware"
Are you referring to the clock precision of consumer grade hardware here?
In my experience the vast majority of financial time series data is reported in nanoseconds. The data providers, vendors, exchanges and data brokers absolutely have hardware capable of measuring timestamps in nanoseconds.
The accuracy doesn't have to be to 1ns of resolution to warrant measuring in nanos - even to the nearest 100ns is a useful and meaningful improvement beyond micros.
Re:Using SIMD to aggregate billions of values per second
by bluestreak on Wednesday April 08, 2020 @08:34AM
(#22812327)
We are going to add a new type in the future to support nanos! Sorry for the confusion.
Re:Using SIMD to aggregate billions of values per second
by jnordwick on Thursday April 09, 2020 @03:01AM
(#22820422)
can you please contact me to [email protected]?
Re:Using SIMD to aggregate billions of values per second
by binomiq on Wednesday April 08, 2020 @07:40AM
(#22811985)
KDB works around this by storing the nanos in 64 bits but only for a particular time range.
1707.09.22D00:12:43.145224194 (max negative) to 2292.04.10D23:47:16.854775806 (max positive)
With 0 at 2000.01.01D00:00:00.000000000