TeaFiles.Net - Time Series Storage in Files

Use TeaFiles.Net to create, read and write files holding time series data.

Features

• highest performance
• very simple
• versatile - open TeaFiles with C++, C#, Python, R, on any platform

TeaFiles = Binary Data + Header

• TeaFile is a file format
• to store time series
• as binary flat files
• optional header holds a description of file contents (metadata)
• including a description of the item type layout (schema)
• simple format, designed to make API writing very easy
• http://www.discretelogics.com published the file format and
• releases APIs for C#, C++, Python under the GPL

Performance

250 Mio Items per seconds cold
465 Mio Items per seconds warm

benchmark results at http://www.discretelogics.com/resources/benchmarks/teafilesbm.htm

Installation

• Get the NuGet package from nuget.org/packages/TeaFiles.Net or

Documentation

The API class documentation is available online at www.discretelogics.com/doc/teafiles.net

TeaTime product family

TeaFiles are the foundation of the TeaTime product family, the toolset for persistence, visualisation and real time analysis of time series.

Related products:

• TeaShell - Browse Time Series like Photos

Examples

// define time series item type
struct Tick
{
    public Time Time;
    public double Price;
    public int Volume;
}
 // create file and write values
using (var tf = TeaFile<Tick>.Create("acme.tea"))
{
    tf.Write(new Tick { Price = 5, Time = DateTime.Now, Volume = 700 });
    tf.Write(new Tick { Price = 15, Time = DateTime.Now.AddHours(1), Volume = 1700 });
    // ...
}
// sum the prices of all items in the file
using (var tf = TeaFile<Tick>.OpenRead("acme.tea"))
{
    return tf.Items.Sum(item => item.Price);
}

License

Released under the MIT license.

Thanks

to contributors @larstbone and @SabotageAndi