Hello there,
I'm coding a data intensive app in c#. Currently, the app loads loads and loads of timeseries from a distant sql server, does a lot of calculation to create other timeseries, and I'd like to access to these timeseries fast.
Each timeserie has a unique identifier, and should map from DateTime to anything (mostly floats, but sometime strings, stringarray, etc).
Do you know any library I could use for that, giving me :
- fast and parallel access to these timeseries ?
- access to the "tree" version of these timeseries, to lookup the latest date, last previous date, etc ?
I've had a look a massive parallel cache, such as memcached, tokyo-tyrant or redis, but I'd have to store a somehow serialized version of each timeseries to solve my problem.
Cheers !