[{"_1":2,"_46":-5,"_47":-5},"loaderData",{"_3":4,"_14":15,"_44":-5,"_45":-5},"root",{"_5":-5,"_6":-5,"_7":-5,"_8":9,"_10":11},"user","shoppingCartId","toast","locale","en","constants",{"_12":13},"paypalClientId","AenrHU49peF-ZUH-Yq7AXLLNZYGUGlml474U16NCjB4ZznmQCEjiliN3whyuVZmkb7VxEzmTALgtKEKE","routes/_store+/_readers+/email_author.$slug/route",{"_16":17,"_43":-5},"book",{"_18":19,"_20":21,"_22":23,"_24":25,"_26":27,"_28":29},"id","Z2lkOi8vbGVhbnB1Yi9TdG9yZTo6Qm9va1Byb2R1Y3QvNTQxMjI","title","SQF6: A Practitioner's Guide to ClickHouse","state","published","contactAuthorMethod","email","aboutText","

This is a crash course on the inner working of the column-based database ClickHouse. The intended audience are engineers implementing ClickHouse and quants using ClickHouse, and the estimated reading time is about 30 minutes. Equity tick data and web browsing data are used to illustrate the mechanism of ClickHouse.

ClickHouse is easy to implement, easy to scale up, and highly efficient when used properly, hence its popularity. But why should we care about its inner working?

At high level, this question is equivalent to \"should we understand what is happening at the machine level throughout the lifecycle of a C++ object?\" I think the answer is an unquestionable \"Yes\" (check out Stanley Lippman's Inside the C++ Object Model).

Indeed, (mis)understanding leads to (in)efficiency. I have seen in my career how poorly constructed query statements froze servers. This is because the user, a quant, did not bother to understand the impact of executing his queries.

In my opinion, not only engineers and quant developers need to be first class programmers and develop intimate knowledge of infrastructures, so do quant researchers. This is because researchers often need to write highly scalable and extremely efficient code to conduct experiments -- if you have been there, you know what I'm talking about.

Leanpub does not allow free books, so I make the free sample identical with the full version. Please ignore the \"Add Ebook to Cart\" button and click on the \"Read Free Sample\" button.

References

· 朱凯：《ClickHouse原理解析与应用实践》，机械工业出版社，2020.

· Vijay Anand: Up and Running with ClickHouse, BPB Publications, India, 2020.

· ClickHouse Official Documentation: https://clickhouse.com/docs/en/intro

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