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SKolodynski avatar SKolodynski commented on June 2, 2024

Keyed tables are not supported in dataflow.cfg. Both time and sym column are required in tickHF. I recommend the dist component as the more flexible version of tickHF.

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strikeout avatar strikeout commented on June 2, 2024

Thank you for the info!
I've checked out the dist component and its very smooth to work with.
Are there any downsides to using this for everything instead of the tickHF component? My use-case is basically an exchange with all the usual components, so I plan to route (immutable) instrument definitions as well as trades, quotes and accounting through dist. Would that be a sane approach? Also, how should I work with sectors in the component? I could not get any info out of the documentation. Are they for better (concurrent) journal reading/writing?

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SKolodynski avatar SKolodynski commented on June 2, 2024

I personally consider dist to be strictly better than tickHF, but I don't know if any benchmarks have been run so maybe there is a performance penalty for some cases.
As for sectors the only use case I know to have more than one is when you are working under memory constrains and then you want to splay the table to disk (at eod, directly from a journal) in chunks to decrease your maximal memory usage.
Exxeleron discussion group at https://groups.google.com/forum/#!forum/exxeleron or StackOverflow (tag with KDB+) are better places to ask these kind of questions.

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strikeout avatar strikeout commented on June 2, 2024

Thank you for your kind explanation!

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