"As of now, SIMD operations are available for non-keyed aggregation queries, such as select sum(value) from table."
not even sure if they support where clauses on that, sums of functions of a column, or even other things like stddev of the column.
their storage format though looks good and simple (similar to kdb actually), but they really should have an 8-byte char instead of the 16-byte one since that would be far more used.
their partitioning scheme is only on time so less advanced than other system.
single designated timestamp column (so no bitemporal), but do support asof joins which is nice.
they totally screwed up on dates and time. dates only to milli and timestamps only to micros. huge mistake.
long256 which is nice, but strangely no long128s (which wind up being nice when you have base-10 fixed-point numbers normalized to a large number of decimals).
i didn't see any fixed-width string/byte columns. Does have 32-bit symbols (i assume similar to kdb?) that might cover some of those use cases.
some good and some bad in there. never going to compete with kdb or onetick on performance (and nobody competes with kdb on query language/extensibity) , but could find a niche based on price and having simpler more easily adapted to querying and more human interface.
- we will extend SIMD to where clause, keyed aggregations, sampling, ordering, joins etc. It is a matter of time.
- do you mind elaborating on how we screwed up date and time?
- what makes you think we are never going to compete on performance with kdb+?
Also when you are trying to do calculations on high-frequency data (tick, iot) it ruins your ability to take meaningful deltas (eg, arrival rates) since you get a lot of 0s and 1s for the time deltas. Its difficult to take weighted averages with weights of 0s.
the issues solving that (if you really need a wider range) are easier to solve that having to force everything down to micros and creating ways around that. (eg, kdb uses multiple date, time, and timestamp types and it doesn't use the unix epoch since it isn't very useful for tick, censor, or any high-frequency data i've seen).
better than a double that some systems still use.
-kdb's secret sauce that people don't seem to understand is its query language that more naturally fits the time series domain. It isn't really a database as more it is an array language with a database component. (eg, try to write an efficient sql query that calculates 5 minute bars on tick data).
I actually like Java too - I've written or worked on a couple trading systems written in core java. just get good devs who understand what it means to write zero gc code, abuse off-heap memory, and understand what hotspot can intrinsify. If you can stay in the simd code for all the heavy lifting loops (filters, aggregates, etc), I don't think java will be an impediment.
I think you have parts going in the correct direction, and you seem to have good experience from looking at the bios. Nothing really un-fixable (or un-addable) in what I saw glancing at your docs. I did bookmark you to see how the db goes. Will prob check out soon.
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.
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
I, of course, am not disparaging your work, the performance numbers are very impressive!
The reason we are showcasing this instead of other more complex queries is because this is a simple, easily reproducible benchmark. It provides point of reference for performance figures.