Return-Path: X-Original-To: apmail-cassandra-user-archive@www.apache.org Delivered-To: apmail-cassandra-user-archive@www.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id 10838CBCB for ; Fri, 7 Jun 2013 16:34:54 +0000 (UTC) Received: (qmail 78656 invoked by uid 500); 7 Jun 2013 16:34:51 -0000 Delivered-To: apmail-cassandra-user-archive@cassandra.apache.org Received: (qmail 78331 invoked by uid 500); 7 Jun 2013 16:34:51 -0000 Mailing-List: contact user-help@cassandra.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: user@cassandra.apache.org Delivered-To: mailing list user@cassandra.apache.org Received: (qmail 78322 invoked by uid 99); 7 Jun 2013 16:34:50 -0000 Received: from athena.apache.org (HELO athena.apache.org) (140.211.11.136) by apache.org (qpsmtpd/0.29) with ESMTP; Fri, 07 Jun 2013 16:34:50 +0000 X-ASF-Spam-Status: No, hits=2.2 required=5.0 tests=HTML_MESSAGE,RCVD_IN_DNSWL_NONE,UNPARSEABLE_RELAY X-Spam-Check-By: apache.org Received-SPF: error (athena.apache.org: local policy) Received: from [195.245.231.137] (HELO mail1.bemta5.messagelabs.com) (195.245.231.137) by apache.org (qpsmtpd/0.29) with ESMTP; Fri, 07 Jun 2013 16:34:44 +0000 Received: from [85.158.136.35:33392] by server-1.bemta-5.messagelabs.com id 7D/E1-01720-A7B02B15; Fri, 07 Jun 2013 16:34:02 +0000 X-Env-Sender: Davide.Anastasia@qualitycapital.com X-Msg-Ref: server-11.tower-125.messagelabs.com!1370622840!30042400!3 X-Originating-IP: [217.28.130.38] X-StarScan-Received: X-StarScan-Version: 6.9.6; banners=-,-,- X-VirusChecked: Checked Received: (qmail 17841 invoked from network); 7 Jun 2013 16:34:01 -0000 Received: from hostedexchange.hostedservice.com (HELO outlook.hslive.net) (217.28.130.38) by server-11.tower-125.messagelabs.com with AES128-SHA encrypted SMTP; 7 Jun 2013 16:34:01 -0000 Received: from THHSLE14HT01.hslive.net (192.168.131.31) by THHSLE14HT03.hslive.net (192.168.131.33) with Microsoft SMTP Server (TLS) id 14.1.438.1; Fri, 7 Jun 2013 17:34:01 +0100 Received: from THHSLE14MBX5.hslive.net ([fe80::982e:48c:14ec:9b1a]) by THHSLE14HT01.hslive.net ([::1]) with mapi id 14.01.0438.001; Fri, 7 Jun 2013 17:34:01 +0100 From: Davide Anastasia To: "user@cassandra.apache.org" Subject: Data model for financial time series Thread-Topic: Data model for financial time series Thread-Index: Ac5jnIS2I0rId1U1TBS4KnaxeS3L5Q== Date: Fri, 7 Jun 2013 16:34:00 +0000 Message-ID: <021C07AF2F2DAE4F9F4B7B9D43B7C505B8FBAA@THHSLE14MBX5.hslive.net> Accept-Language: en-GB, en-US Content-Language: en-US X-MS-Has-Attach: X-MS-TNEF-Correlator: x-originating-ip: [192.168.130.252] Content-Type: multipart/alternative; boundary="_000_021C07AF2F2DAE4F9F4B7B9D43B7C505B8FBAATHHSLE14MBX5hsliv_" MIME-Version: 1.0 X-Virus-Checked: Checked by ClamAV on apache.org --_000_021C07AF2F2DAE4F9F4B7B9D43B7C505B8FBAATHHSLE14MBX5hsliv_ Content-Type: text/plain; charset="us-ascii" Content-Transfer-Encoding: quoted-printable Hi, I am trying to build the storage of stock prices in Cassandra. My queries a= re 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 ascen= ding 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 --_000_021C07AF2F2DAE4F9F4B7B9D43B7C505B8FBAATHHSLE14MBX5hsliv_ Content-Type: text/html; charset="us-ascii" Content-Transfer-Encoding: quoted-printable

Hi,

I am trying to build the storage of stock pric= es 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. Someth= ing 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 timest= amp (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 doesn̵= 7;t perform the query.

 

Does anybody have any suggestion to get a good= design the fits my queries?

Thanks,

David

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