F# Immutable data structures for high frequency real-time streaming data
问题 We are at the beginning of an f# project involving real-time and historical analysis of streaming data. The data is contained in a c# object (see below) and is sent as part of a standard .net event. In real-time, the number of events we typically receive can vary greatly from less than 1/sec to upwards of around 800 events per second per instrument and thus can be very bursty. A typical day might accumulate 5 million rows/elements per insturment A generic version of the C# event's data