Method and system for storing and processing high-frequency data
First Claim
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1. A system for storing one or more time series comprising:
- (a) a language for describing the storing of the one or more time series; and
(b) a subsystem storing the one or more time series in accordance with said language.
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Abstract
High-frequency financial data analysis has significantly stressed current time series database implementations because of regularly requiring the request of tens of millions of irregularly spaced data points. In addition, describing the data in these systems makes it difficult for researchers to use. The present invention includes a method and system for storing and processing high frequency data. It also includes a language for the storage and query of the data.
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Citations
83 Claims
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1. A system for storing one or more time series comprising:
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(a) a language for describing the storing of the one or more time series; and
(b) a subsystem storing the one or more time series in accordance with said language. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26)
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27. A system for managing one or more time series comprising:
(a) a language defining a first one of the time series as a subset of a second one of the time series. - View Dependent Claims (28)
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29. A system for retrieving desired data from one or more time series comprising:
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(a) at least one request comprising one or more restrictions for defining the desired data; and
(b) at least one utility retrieving data from the one or more time series that satisfies said one or more restrictions. - View Dependent Claims (30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43)
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44. A system for processing data from one or more time series comprising:
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(a) one or more processing modules for processing the data;
(b) one or more connections for linking said modules in a network; and
(c) a first subsystem for activating said one or more processing modules and for moving the data through the network. - View Dependent Claims (45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78, 79, 80, 81, 82, 83)
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Specification