This adapter allows you to upload event-logs to the ClickHouse time-series database.

To note

  • You should create the database. Use the clickhouse-client command-line tool.

  • You can find all the table schemas in $PREFIX/share/roq-clickhouse.

  • Nested arrays are saved as such, e.g. bids from roq::MarketByPriceUpdate.



ClickHouse URI, e.g. http://localhost:8123.


ClickHouse username.


ClickHouse password.


You can use a flagfile to hide the password.


ClickHouse database name.


You must create the database and the tables.


Upper limit on number of rows to insert using a single request. Default is a maximum of 32,768 rows.


All timepoints are saved as DateTime(9). Anything beyond 2105-12-31 12:59:59 are truncated to this timepoint.