time-seriesmarklogichistorical-db

Time series data representation in MarkLogic

Time-series data such as historical stock prices are usually stored in an RDBMS.

I am evaluating various options to use this data, possibly store it in doc store or triple store in MarkLogic, and build some use cases on this data and/or along with the other kind of data stored in the doc/triple store.

Essentially, I am looking for ways to

  1. Store time series data such as historical stock prices in a MarkLogic database.
  2. Ways to query this data (stored in ML or queried across the RDBMS), through XQuery for example.
  3. Ways to query this data, along with the other data stored in the doc/triple store.

I would appreciate any recommendations in this regard.

Added some more info...

I am trying to figure a neat way of capturing this data as triples. The idea being that it would be nice to link this data with other related data. For example, if the historical stock price we are trying to store is for HSBC listed on NYSE, then we can in some way define resources for HSBC and NYSE and also capture the stock price as literals (perhaps) and then link the resource HSBC with for example, the company information stored in dbpedia.

Essentially, I am talking about creating linked data, such that it is easy to query across data fetched from different sources and also if possible, try to use inferencing. For example, if I use this approach, it would be possible for me to run a query such as 'Get me the stock price of the companies headquartered in London, whose turnover is greater than $1billion'.

Solution

  • I would recommend storing time-series data in a time-series database: https://en.wikipedia.org/wiki/Time_series_database

    Update 1:

    You can define HSBC as an entity, specify meta-data for the entity such as location or headcount, and then store quarterly revenue and traded tick prices as separate time-series. Then you can run queries that a) filter by meta-data tag such as Location and filter by aggregation, e.g. MAX(price). I would store headcount as series as well actually. This way I can investigate correlations between different series for research and analytics.