.Net API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.
C#
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README.md

TeaFiles.Net - Time Series Storage in Files

Use TeaFiles.Net to create, read and write files holding time series data.

Features

  • highest performance
  • very simple
  • versatile - open TeaFiles with C++, C#, Python, R, on any platform

TeaFiles = Binary Data + Header

  • TeaFile is a file format
  • to store time series
  • as binary flat files
  • optional header holds a description of file contents (metadata)
  • including a description of the item type layout (schema)
  • simple format, designed to make API writing very easy
  • http://www.discretelogics.com published the file format and
  • releases APIs for C#, C++, Python under the GPL

Performance

250 Mio Items per seconds cold
465 Mio Items per seconds warm

benchmark results at http://www.discretelogics.com/resources/benchmarks/teafilesbm.htm

Installation

  • Get the NuGet package from nuget.org/packages/TeaFiles.Net or

Documentation

The API class documentation is available online at www.discretelogics.com/doc/teafiles.net

TeaTime product family

TeaFiles are the foundation of the TeaTime product family, the toolset for persistence, visualisation and real time analysis of time series.

Related products:

  • TeaShell - Browse Time Series like Photos

Examples

// define time series item type
struct Tick
{
    public Time Time;
    public double Price;
    public int Volume;
}
 // create file and write values
using (var tf = TeaFile<Tick>.Create("acme.tea"))
{
    tf.Write(new Tick { Price = 5, Time = DateTime.Now, Volume = 700 });
    tf.Write(new Tick { Price = 15, Time = DateTime.Now.AddHours(1), Volume = 1700 });
    // ...
}
// sum the prices of all items in the file
using (var tf = TeaFile<Tick>.OpenRead("acme.tea"))
{
    return tf.Items.Sum(item => item.Price);
}