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Quantitative Finance · Glossaire

Qu'est-ce que « Storage tier, retention policy » ?

Aussi appelé : storage tier · retention policy

Definition 2.10 Research, Data and Risk Platforms · Chapitre 2 — Capturing and Storing Tick Data

A storage tier is a class of storage with its own price, access time and access charge (hot storage read in milliseconds, infrequent-access storage, archive storage restored in hours). A retention policy states how long each dataset is kept, in which tier at each age, and when it is deleted.

layoutTB a dayPB a yearPB in 5 yearsUSD a year, tiered
raw capture, both lines37.959.5647.81 989 000
raw capture, one line18.974.7823.9995 000
normalised17.424.3921.9913 000
delta columns, zlib 63.700.934.67194 000
Table 2.1. Full capture of the options feed at its planned daily capacity (dated box), with the simulated session’s bytes per message: storage a day, a year and after five years, and the yearly cost of keeping five years in three tiers at the dated prices. Data: pl_tickcap.economics.
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