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.