Reputation: 11
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