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Quantitative Finance · Glosario

¿Qué es Time bucket, downsampling?

También llamado: time bucket · downsampling

Definition 5.2 Research, Data and Risk Platforms · Capítulo 5 — Time-Series Databases and the Alternatives

A time bucket is one of the equal, aligned intervals into which a time axis is cut (the minutes of a day); bucketing assigns each record to its interval. Downsampling replaces the records of each bucket by a summary (the last value, the count, an open-high-low-close bar), storing or returning one row per bucket.

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