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I'm looking for a tick by tick high performance container.

So far I've been using List where Tick is a simple struct with a DateTime and double field. I'm using Linq for date lookups but it's painfully slow.

So after reading this I was thinking of using two arrays, one for date one for values, use binary search and wrapping it in my own data structure but I was wondering if there is something similar to pandas in python?

I had a look at deedle but didn't have time to test its performance, is it based the above mentionned method ( two arrays, one for date one for values) or is it based on linq. If it's based on linq, I don't expect it to perform well.

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    $\begingroup$ doesn't this better fit to stackoverflow? $\endgroup$
    – Richi W
    Jul 3, 2015 at 6:33
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    $\begingroup$ I would like to keep it as what you want do with the time series is domain specific and this might influence what is suitable. Thus it might be of more interest here. Of course feel free to vote. $\endgroup$
    – Bob Jansen ♦
    Jul 4, 2015 at 15:44

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http://bluemountaincapital.github.io/Deedle/

Disclaimer: I haven't used this.

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