For instance orders would be open from week into week if the user enables it (each week). In my case "decision making" is only based on some fixed price thresh

For instance orders would be open from week into week if the user enables it (each week). In my case "decision making" is only based on some fixed price threshold in order to provide some risk management. So the amount of data to aggregate would be minimal. But the data to analyse came directly (as a huge stream) from the markets.