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Quantitative Finance · Glossary

What is Partitioning, partition key?

Also known as: partitioning · partition key

Definition 2.7 Research, Data and Risk Platforms · Chapter 2 — Capturing and Storing Tick Data

Partitioning splits a dataset into separately stored parts by the value of one or more fields, its partition key (the trading date, the instrument), so that a query that names key values reads only the parts that carry them.

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