Column Stores for Analytics: Why Row-Based Is Wrong for This Problem
The analytics team’s query: “Give me total notional, average spread, and fill rate for every instrument over the last 90 days, broken down by hour.” On our Postgres trade history table with ~2 billion rows: 4 hours, 23 minutes. After the columnar rewrite: 8 seconds. This post is about why, not how to install Parquet. ...