Kim
Kim

Reputation: 11

Does DolphinDB support embedded lists (array columns) in a table?

I’m evaluating whether DolphinDB supports storing embedded lists (e.g., arrays) as a column in a table. Our use case involves calculating cumulative ask/bid quantities from orderbook data and storing them in a column. Based on these quantities, we need to compute corresponding price levels and their distances from the mid-price.

Example Scenario:

We process 64–128 levels of orderbook data. A simplified example column might look like: ask_volumes = [[100, 200, 150, ...], [300, 250, ...], ...] // Array of arrays
Questions:

Does DolphinDB natively support array/list columns (e.g., ARRAY or LIST types)? Are there any limitations for such columns in distributed tables?

Upvotes: 0

Views: 13

Answers (0)

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