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> And I only mentioned options. How do you store "every stock quote and options trade in the past 4 years" in 263 GB!? I think this would be pretty straightfor
by jtbaker 6mo ago
> And I only mentioned options. How do you store "every stock quote and options trade in the past 4 years" in 263 GB!?
I think this would be pretty straightforward for Parquet with ZSTD compression and some smart ordering/partitioning strategies.