I built this for Morgan Stanley (the same place where kdb originally came from) and put it to use in some major high-volume/low-latency trading systems where a significant fraction of US equity trades execute every day:
Nice job btw.
[0] https://hobbes.readthedocs.io/en/latest/language/types.html#...
Yes you could say it’s row oriented and not column oriented. It’s possible to arrange data in column vectors, and that does get better performance in some situations. I have some ideas to unify the two approaches (so either layout can be decided, ad-hoc), but need a better approach to dependent types.