I’m hoping to get some clarification on how a splayed table should be arranged. There will be be a maximum of roughly 4 million rows and 600 columns.
This is what I’ve got right now:
c | t f a
---------| ------
date | d s
sym | s id g
open | f
high | f
low | f
close | f
volume | f
vwap | f
However, after reading the aj documentation I noticed that it recommends that the sym column be parted, and that date be sorted “within” sym. As far as I can tell, the s# attribute must be removed from date since it will no longer be ascending for its entire length.
Is my understanding of the documentation correct? How will applying the p# to date affect the speed of other queries? I do not anticipate needing frequent asof-joins and my table is pretty small - which attributes would you recommend I use?