Library term·FinTech & data science
PostgreSQL TimescaleDB for Tick & OHLC Warehouses
Hypertables, compression tiers, retention, continuous aggregates — scaling research & BI without losing SQL.
Authored by·Editorially reviewed
Onur Erkan YıldızFounder, Financial Engineer · CMB-licensed
Higher education in Financial Engineering and Money & Capital Markets. SPK (Turkey CMB) licence. 16 years across institutional markets, research, and quant-driven analytics.
Hypertables
Automatic time partitioning amortises archival / vacuum pain. Pair with compression policies after cold windows.Continuous aggregates
Roll minute/hour bars for dashboards; tune refresh sliding windows vs CPU.Pitfalls
Full scans without symbol predicate are catastrophic — guard ORM auto-queries.Finvestopia
Immutable append logs mirror scientific reproducibility we value in analytics copy.Related entries
Node.js + Redis Sub-Second Financial Price Cache Architecture
Pub/sub fan-out, TTL discipline, stampede shields, Redis cluster trade-offs — honest staleness SLAs for market data.
Missing Data in Financial Time Series — Imputation Without Lookahead
MCAR/MAR/MNAR taxonomy, forward-only fills, Kalman-style smoothers vs naive ffill dangers in backtests.
Educational content authored by our team — informational only, not investment advice.