What would be the best way to use Geode (or GF) to store and utilize financial time series data like a stream of stock trades? I have ASCII files with timestamps that include microseconds:
2016-02-17 18:00:00.000660,1926.75,5,5,1926.75,1926.75,14644971,C,43,01, 2016-02-17 18:00:00.000660,1926.75,80,85,1926.75,1926.75,14644971,C,43,01, 2016-02-17 18:00:00.000660,1926.75,1,86,1926.75,1926.75,14644971,C,43,01, 2016-02-17 18:00:00.000660,1926.75,6,92,1926.75,1926.75,14644971,C,43,01, 2016-02-17 18:00:00.000660,1926.75,27,119,1926.75,1926.75,14644971,C,43,01, 2016-02-17 18:00:00.000660,1926.75,3,122,1926.75,1926.75,14644971,C,43,01, 2016-02-17 18:00:00.000660,1926.75,5,127,1926.75,1926.75,14644971,C,43,01, 2016-02-17 18:00:00.000660,1926.75,4,131,1926.75,1926.75,14644971,C,43,01, 2016-02-17 18:00:00.000660,1926.75,2,133,1926.75,1926.75,14644971,C,43,01, I have one file per day and each file can have over 1,000,000 rows. My thought is to fault in the files and parse the ASCII as needed. I know I could store the data as binary primitives in a file on disk instead of ASCII for a bit more speed. I don't have a cluster of machines to create an HDFS cluster with. My machine does have 128GB of RAM though. Thanks!
