Building a Trading Platform – Part 10: Historisation

Using orders, we now have a way to track past changes to our data. For financial analytics, this is particularly important to get accurate results for queries that intend to look at the impact of object attributes on our model. For example, if we want to compare the stock market performance of EU countries in 2010, we need to know which countries were actually part of the European Union at that point in time.

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