Kaippallimalil J. Jacob
Morgan Stanley Dean Witter & Co., New York (email@example.com)
Prof, Computer Science Dept Department of Computer Science
Courant Institute of Mathematical Sciences
New York University
Dennis Shasha's home page
FinTime is a set of data and queries that reflects the needs of financial analysts who are studying patterns in stock market data, but it should appeal to the designers of any system that has pretensions of handling ordered data well.
Unlike some other benchmarks, this one makes no requirement that all queries be expressed in a given language (e.g. SQL 2000). If you claim you have a query language, that's good enough. It's up to your customers to decide on syntactic and semantic elegance.
FinTime has evolved from a tutorial on time series databases given by Shasha during VLDB 98 and reflects Jacob and Shasha's best understanding of typical data analysis queries issued by users. Since many vendors have products that handle ordered data, such a benchmark can help would-be customers to evaluate them. Already several large and small vendors have expressed interest.
We would like to acknowledge the comments and suggestions made by Lory Molesky of Oracle and Michael Caruso of Insyte. They helped make this a better benchmark.
Click here for the description of the schema, the data, and the queries.
Click here for software to generate the data.
Click here for frequently asked questions.
Click here for DB2 results done here at NYU.
Click here for Oracle results done here at NYU.
If you would like to be on a mailing list regarding this benchmark that we will use to disseminate updates, certification information, and so on, please let us know.
Two NYU students attempted FinTime using Oracle and the timeseries extension. You can see their results and their code.
This work was partly supported by grant 9531554 of the United States National Science Foundation. This support is greatly appreciated.
Last updated March, 2000