A proof of concept for an efficient stock price file format based on Akka Streams and Scodec.
Switch branches/tags
Nothing to show
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
project
src/main
.gitignore
LICENSE
README.md
build.sbt
ticks_1MM.csv
ticks_1MM.dtff

README.md

Dense Tick File Format

A proof of concept for an efficient stock price file format based on Akka Streams and Scodec.

About the project

This project demonstrates the usage of Scodec and Akka Streams to develop an efficient binary file protocol to store stock prices. We will use variable length encoding and delta encoding to improve the storage efficiency step by step.

You can read the whole process in this two part series on my blog.