Module Memory_mapped.TimeSeries

Time series file format for market data

type header = {
  1. magic : int32;
  2. version : int32;
  3. record_size : int32;
  4. record_count : int64;
  5. start_time : int64;
  6. end_time : int64;
  7. symbol_length : int32;
  8. reserved : bytes;
}

File header

val header_size : int
val magic_number : int32
val current_version : int32
val write_header : mmap_handle -> header -> unit
val read_header : mmap_handle -> header
val get_record_offset : int -> int32 -> int
val find_timestamp : mmap_handle -> header -> int64 -> int option
val find_time_range : mmap_handle -> header -> int64 -> int64 -> int * int