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From Jake Luciani <jak...@gmail.com>
Subject Re: Data model for financial time series
Date Fri, 07 Jun 2013 19:16:46 GMT
We have built a similar system, you can ready about our data model in CQL3
here:

http://www.slideshare.net/carlyeks/nyc-big-tech-day-2013

We are going to be presenting a similar talk next week at the cassandra
summit.


On Fri, Jun 7, 2013 at 12:34 PM, Davide Anastasia <
Davide.Anastasia@qualitycapital.com> wrote:

>  Hi,****
>
> I am trying to build the storage of stock prices in Cassandra. My queries
> are ideally of three types:****
>
> - give me everything between time A and time B;****
>
> - give me everything about symbol X;****
>
> - give me everything of type Y;****
>
> …or an intersection of the three. Something I will be happy doing is:****
>
> - give me all the trades about APPL between 7:00am and 3:00pm of a certain
> day.****
>
> ** **
>
> However, being a time series, I will be happy to retrieve the data in
> ascending order of timestamp (from 7:00 to 3:00).****
>
> ** **
>
> I have tried to build my table with the timestamp (as timeuuid) as primary
> key, however I cannot manage to get my data in order and and “order by” in
> CQL3 raise an error and doesn’t perform the query.****
>
> ** **
>
> Does anybody have any suggestion to get a good design the fits my queries?
> ****
>
> Thanks,****
>
> David****
>



-- 
http://twitter.com/tjake

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