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level 2 TICK数据里的order queue在dolphindb中如何存储比较适合

请教一下,关于中国股市 level 2 TICK数据里的order queue在dolphindb中如何存储比较适合?这个数据是个变长List 最长50,也有可能为空。


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在DolphinDB中可以这么存储:

一种是宽表,横向预留50列,无值留空;另一种是纵向存,加一个 OrderQtyNo,值为1-50,SecurityID+SEQNo+OrderQtyNo +OrderQtyValue。如下图所示:

image
这种存储方法,原始数据在磁盘上的压缩率会很高。


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