ClickHouse

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.

Flags

--uri

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

--username

ClickHouse username.

--password

ClickHouse password.

Note

You can use a flagfile to hide the password.

--database

ClickHouse database name.

Note

You must create the database and the tables.

--max_rows

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

Special

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