Describe the problem you’re experiencing?
We would like to be able to store timestamps with nanoseconds. The finance industry, specifically US Equities, has been required by regulation to capture and report timestamps in nanoseconds for a while now. See this: https://www.finra.org/rules-guidance/notices/20-41. Singlestore doesn’t support TIMESTAMP(9)
, which causes us to store data using multiple fields, a TIMESTAMP(6)
for human readability, and another bigint
field which contains nanoseconds since epoch. We use columnstore tables that are sorted by this nanosecond field, but we often query using the TIMESTAMP(6)
column because it is easier to interact with. This is not only wasteful in terms of space but not great for performance.
We have tried using a calculated field for this purpose (a calculated timestamp field based on the nanoseconds-since-epoch field), but were disappointed to find that calculated fields cannot have a TIMESTAMP
datatype.
What is your ideal solution? What are you looking for?
Be able to use TIMESTAMP(9)
or at least a calculated field of type TIMESTAMP(6)
What version(s) of MemSQL or related tools is this affecting?
All