26.10.2014 21:53, Dan E пишет:
I have equity options historical data, now in csv files - one file for
each day, that I'd like to store in one or multiple h5 files for
efficient resource usage and fast access. One row of data is about a
dozen columns (date, symbol name, options characteristics (maturiy,
exercise price etc..), price (open/high/low/close), volume + some other
infos). One day is about 700,000 rows accross 4,000 different symbols.
Hi Dan!
It seems that indexed SQLite database would do the job for you.
HDF5 is best for homogeneous array-like primitive-type data. However,
you are going to store tabular data. In any case, I recommend you to
test proposed HDF5 solutions vs SQLite solution.
Best wishes,
Andrey Paramonov
--
This message has been scanned for viruses and
dangerous content by MailScanner, and is
believed to be clean.
_______________________________________________
Hdf-forum is for HDF software users discussion.
[email protected]
http://mail.lists.hdfgroup.org/mailman/listinfo/hdf-forum_lists.hdfgroup.org
Twitter: https://twitter.com/hdf5
