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Questions about handling, obtaining, generating, or analyzing all types of financial or economic data. Please use a more accurate tag if possible; for instance: tick-data, fundamentals, market-data, option-data, ticker-mapping, etc.

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What is the best data structure/implementation for representing a time series?

Timeseries joins are really about merging multiple streams (of data subsets) then processing the result. Cache management is the key here. Merging streams doesn't require indexes. …
DangerMouse's user avatar