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Quantitative Finance · Glossaire

Qu'est-ce que « Time-series database » ?

Definition 5.1 Research, Data and Risk Platforms · Chapitre 5 — Time-Series Databases and the Alternatives

A time-series database is a database designed for records keyed by time that mostly arrive in time order and are mostly read by time ranges: it stores them partitioned and ordered by time, appends quickly, and offers time-specific operations (aggregation into time intervals, as-of joins, retention by age).

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