Mitch,

Short answer… no, it doesn’t scale.

Longer answer…

You are using an UUID as the row key?  Why?  (My guess is that you want to 
avoid hot spotting)

So you’re going to have to pull in all of the data… meaning a full table scan… 
and then perform a sort order transformation, dropping the UUID in the process.

You would be better off not using HBase and storing the data in Parquet files 
in a directory partitioned on date.  Or rather the rowkey would be the max_ts - 
TS so that your data is in LIFO.
Note: I’ve used the term epoch to describe the max value of a long (8 bytes of 
‘FF’ ) for the max_ts. This isn’t a good use of the term epoch, but if anyone 
has a better term, please let me know.



Having said that… if you want to use HBase, you could do the same thing.  If 
you want to avoid hot spotting, you could load the day’s transactions using a 
bulk loader so that you don’t have to worry about splits.

But that’s just my $0.02 cents worth.

HTH

-Mike

PS. If you wanted to capture the transactions… you could do the following 
schemea:

1) Rowkey = max_ts - TS
2) Rows contain the following:
CUSIP (Transaction ID)
Party 1 (Seller)
Party 2 (Buyer)
Symbol
Qty
Price

This is a trade ticket.



On Oct 16, 2016, at 1:37 PM, Mich Talebzadeh 
<mich.talebza...@gmail.com<mailto:mich.talebza...@gmail.com>> wrote:

Hi,

I have trade data stored in Hbase table. Data arrives in csv format to HDFS and 
then loaded into Hbase via periodic load with 
org.apache.hadoop.hbase.mapreduce.ImportTsv.

The Hbase table has one Column family "trade_info" and three columns: ticker, 
timecreated, price.

The RowKey is UUID. So each row has UUID, ticker, timecreated and price in the 
csv file

Each row in Hbase is a key, value map. In my case, I have one Column Family and 
three columns. Without going into semantics I see Hbase as a column oriented 
database where column data stay together.

So I thought of this way of accessing the data.

I define an RDD for each column in the column family as below. In this case 
column trade_info:ticker

//create rdd
val hBaseRDD = sc.newAPIHadoopRDD(conf, 
classOf[TableInputFormat],classOf[org.apache.hadoop.hbase.io.ImmutableBytesWritable],classOf[org.apache.hadoop.hbase.client.Result])
val rdd1 = hBaseRDD.map(tuple => tuple._2).map(result => (result.getRow, 
result.getColumn("price_info".getBytes(), "ticker".getBytes()))).map(row => {
(
  row._1.map(_.toChar).mkString,
  row._2.asScala.reduceLeft {
    (a, b) => if (a.getTimestamp > b.getTimestamp) a else b
  }.getValue.map(_.toChar).mkString
)
})
case class columns (key: String, ticker: String)
val dfticker = rdd1.toDF.map(p => columns(p(0).toString,p(1).toString))

Note that the end result is a DataFrame with the RowKey -> key and column -> 
ticker

I use the same approach to create two other DataFrames, namely dftimecreated 
and dfprice for the two other columns.

Note that if I don't need a column, then I do not create a DF for it. So a DF 
with each column I use. I am not sure how this compares if I read the full row 
through other methods if any.

Anyway all I need to do after creating a DataFrame for each column is to join 
themthrough RowKey to slice and dice data. Like below.

Get me the latest prices ordered by timecreated and ticker (ticker is stock)

val rs = 
dfticker.join(dftimecreated,"key").join(dfprice,"key").orderBy('timecreated 
desc, 'price desc).select('timecreated, 'ticker, 
'price.cast("Float").as("Latest price"))
rs.show(10)

+-------------------+------+------------+
|        timecreated|ticker|Latest price|
+-------------------+------+------------+
|2016-10-16T18:44:57|   S16|   97.631966|
|2016-10-16T18:44:57|   S13|    92.11406|
|2016-10-16T18:44:57|   S19|    85.93021|
|2016-10-16T18:44:57|   S09|   85.714645|
|2016-10-16T18:44:57|   S15|    82.38932|
|2016-10-16T18:44:57|   S17|    80.77747|
|2016-10-16T18:44:57|   S06|    79.81854|
|2016-10-16T18:44:57|   S18|    74.10128|
|2016-10-16T18:44:57|   S07|    66.13622|
|2016-10-16T18:44:57|   S20|    60.35727|
+-------------------+------+------------+
only showing top 10 rows

Is this a workable solution?


Thanks


Dr Mich Talebzadeh



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