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sonthonax | 1 year ago

> Loading your rust code into your existing KDB data lake and periodically updating it will be a significantly smaller lift than rewriting your data lake.

This is probably going to be what I do until KDB creaks over.

> You sound very set on some sort of rewrite

I vacillate between the two things. I'm personally used to data engineering with parquet and spark, which are widely used outside of finance, and don't have expensive vendor lock in.

And then I realise that I'd have to own this stuff, and my job isn't a data engineer, and I'm a quant dev.

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