Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Time bucket, downsampling?

Ook bekend als: time bucket · downsampling

Definition 5.2 Research, Data and Risk Platforms · Hoofdstuk 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.

Lees in het hoofdstuk →