Change RedisTimeSeries resolution from milliseconds to microseconds #1465
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The Redis time series has only millisecond time resolution. The timestamps are expected to be UNIX timestamp in milliseconds. That resolution is not good enough for high-frequency data, for example trading data. This change updates the TS. commands so that the commands accepts as timestamp microseconds instead. Since the timestamps as numbers by large passing timestamp as microsecond timestamps just works (64 bit integers used as timestamps are able to hold the timestamps). This change just adds a cosmetic changes, so that TS.ADD with timestamp * adds a timestamp in microseconds, instead of milliseconds. Also retention policy code has been updated to convert retention to microseconds. As art of this change, the Redis SDK was upgraded to version 7.0. This is needed since method Redis_microseconds() is available only since version 7.0.
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LiorKogan
reviewed
Sep 14, 2023
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Milliseconds resolution is not enough today for fast computers.
In many financial data the granularity of data is higher than milliseconds.