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Quantitative Finance · Glosarium

Apa itu Compression ratio?

Definition 2.5 Research, Data and Risk Platforms · Bab 2 — Capturing and Storing Tick Data

The compression ratio of a layout is the size of the uncompressed data divided by the size of the compressed data, CR=braw/bcomp\mathrm{CR} = b_{\mathrm{raw}} / b_{\mathrm{comp}}; bytes per message after compression are braw/CRb_{\mathrm{raw}} / \mathrm{CR}.

Bytes per message of the ten-minute session by layout: the raw capture of one line, the normalised 56-byte records, and each compressed by a generic compressor (zlib at level 6), in a columnar file with zstd (chapter 3), and as columns with the time, sequence and price columns delta-encoded before zlib. Data: pl_tickcap.study.
Figure 2.2. Bytes per message of the ten-minute session by layout: the raw capture of one line, the normalised 56-byte records, and each compressed by a generic compressor (zlib at level 6), in a columnar file with zstd (chapter 3), and as columns with the time, sequence and price columns delta-encoded before zlib. Data: pl_tickcap.study.
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