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ArcticDB is a high-performance database for quantitative data science, processing billions of rows and thousands of columns in seconds. Built for Python, optimised for time series data.
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データC++ · PythonGitHub @man-groupオンライン所有者未確認
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ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.
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Read the full README ↗ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem. Launched in March 2023, it is the successor to Arctic.
Use of ArcticDB in production (including business or commercial environments) or for a Database Service requires a paid for license from ArcticDB Limited . Please contact [email protected] for further details.
ArcticDB offers an intuitive Python-centric API enabling you to read and write Pandas DataFrames to S3 or LMDB utilising a fast C++ data-processing and compression engine.
ArcticDB allows you to:
ArcticDB handles data that is big in both row count and column count, so a 20-year history of more than 400,000 unique securities can be stored in a single symbol. Each symbol is maintained as a separate entity with no shared data which means ArcticDB can scale horizontally across symbols, maximising the performance potential of your compute, storage and network.
ArcticDB is designed from the outset to be resilient; there is no single point of failure, and persistent data structures in the storage mean that once a version of a symbol has been written, it can never be corrupted by subsequent updates. Pulling compressed data directly from storage to the client means that there is no server to overload, so your data is always available when you need it.
| PyPI (Python 3.9 - 3.14) | conda-forge (Python 3.10 - 3.14) | |
|---|---|---|
Linux x86_64 | ✔️ | ✔️ |
Linux arm64 | ➖ | ✔️ |
Windows x86_64 | ✔️ | ✔️ |
MacOS x86_64 | ➖ | ✔️ |
MacOS arm64 | ✔️ | ✔️ |
| Linux | Windows | Mac | |
|---|---|---|---|
| S3 | ✔️ | ✔️ | ✔️ |
| LMDB | ✔️ | ✔️ | ✔️ |
| Azure Blob Storage | ✔️ | ✔️ | ✔️ |
We have tested against the following S3 backends:
Install ArcticDB:
$ pip install arcticdb
or using conda-forge
$ conda install -c conda-forge arcticdb
Import ArcticDB:
>>> import arcticdb as adb
Create an instance on your S3 storage (with or without explicit credentials):
# Leave AWS to derive credential information
>>> ac = adb.Arctic('s3://MY_ENDPOINT:MY_BUCKET?aws_auth=true')
# Manually specify creds
>>> ac = adb.Arctic('s3://MY_ENDPOINT:MY_BUCKET?region=YOUR_REGION&access=ABCD&secret=DCBA')
Or create an instance on your local disk:
>>> ac = adb.Arctic("lmdb:///<path>")
Create your first library and list the libraries in the instance:
>>> ac.create_library('travel_data')
>>> ac.list_libraries()
Create a test dataframe:
>>> import numpy as np
>>> import pandas as pd
>>> NUM_COLUMNS=10
>>> NUM_ROWS=100_000
>>> df = pd.DataFrame(np.random.randint(0,100,size=(NUM_ROWS, NUM_COLUMNS)), columns=[f"COL_{i}" for i in range(NUM_COLUMNS)], index=pd.date_range('2000', periods=NUM_ROWS, freq='h'))
Get the library, write some data to it, and read it back:
>>> lib = ac['travel_data']
>>> lib.write("my_data", df)
>>> data = lib.read("my_data")
To find out more about working with data, visit our docs
The source code for the ArcticDB docs are located in the docs folder, and are hosted at docs.arcticdb.io.
ArcticDB is released under a Business Source License 1.1 (BSL)
BSL features are free to use and the source code is available, but users may not use ArcticDB for production use or for a Database Service, without agreement with Man Group Operations Limited.
Use of ArcticDB in production or for a Database Service requires a paid for license from ArcticDB Limited and is licensed under the ArcticDB Software License Agreement. For more information please contact [email protected].
This is the beginning of the README. Read the rest at the original. Read the full README ↗