Comment by tgrowazay
1 month ago
I tried exactly this - loading polygon.io data into TimescaleDB, and it was very inefficient.
Ended up using ClickHouse - much smaller on disk, and much faster on all metrics.
1 month ago
I tried exactly this - loading polygon.io data into TimescaleDB, and it was very inefficient.
Ended up using ClickHouse - much smaller on disk, and much faster on all metrics.
Interesting. I'm not familiar with ClickHouse. I've been manually triggering compression and continuous aggregates have been a huge boon. The database has been the least of my concerns. Can you tell me more about it?
You can take a look at this: https://github.com/ClickHouse/stockhouse The database schema is optimised for stock data