See below:
Dear Steven, On 31. Mar 2017, at 17:13, Steven Varga <[email protected] <mailto:[email protected]> > wrote: I use HDF5 to store stream of irregular time series (IRTS) from financial sector. The events are organised per day into a data-set, where as the data-set is a variable length stream/vector with custom datatype. The custom record type is created to increase density, and and iterator in C/C++ to iterate through the event stream which is linked against Julia,R, python code. Because the custom datatype is saved into the file it is readily accessible though hdfview. this sounds very interesting. Do you have some public code to look at the implementation details? >>> here is something similar I've done for a compound data set, iterators, and random search: >>>> <https://github.com/rburkholder/trade-frame/tree/master/lib/TFHDF5TimeSeries > https://github.com/rburkholder/trade-frame/tree/master/lib/TFHDF5TimeSeries >>>> code currently works in linux, and should work in windows -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.
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