I am Thomas Wang, my team are now looking for a TSDB solution to store the futures market informations including real time quote and K line data.
A high avaliable, distributed, scalable and replication-endabled solution is what are looking for.
Writes per second: 100k
Simple queries per second: 1k
Total data estimation per year: 100T
Something about the data format:
The front service will ingest the DB with furtures market quotes which one record are typically a set of data fileds:
time, contract, quote type, open price, close price, highest price, lowest price, buy price, sell price, buy volume, sell volume…
We are planning to save the records as k/v format:
Key: “contract,time” e.g. “A1002,20170225”
Value: “quote type|open price|close price|…” e.g. “1|35.0012|32.1235|…”
However, I don’t think this is the right way to use Druid, hence, please advise on this.