Use Case Time series

Hiperspace is well suited to Time-series requirements because it imposes a minimal overhead to write and is integrated with RocksDB which provides the highest performance for write intensive workloads. Four features enable Hiperspace to be used with streaming price tick data:

  1. When SetSpace.Bind() is used with ‘cache = false’ elements are not cached for re-read and released from memory.
  2. All SetSpace functions have an Asynchronous version that does not block the data producer.
  3. Functions are implemented in the host language ( see hours function, and sample usage in the Plan example ).
  4. Scoped SubSpaces release cached data as when they are closed.

For very large objects like volatility surfaces snappy compression (with Hiperspace.Rocks) provides very high throughput with low compression overhead.

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