vaex VS TypedTables.jl

Try vaex, vaex, using lazy evaluation and parallel calculations, you should be fine.

I'd recommend QuestDB. Worked with it multiple times for different algorithmic trading needs and it didn't disappoint. If you want to load data fast, I'd recommend this Python library.

How about vaex?

You might find vaex (https://github.com/vaexio/vaex) interesting if you work with HDF5.

My guess is that should be possible, feel free to hop onto https://github.com/vaexio/vaex/discussions !

Indeed DataFrames.jl isn't and won't be the fastest way to do many things. It makes a lot of trade offs in performance for flexibility. The columns of the dataframe can be any indexable array, so while most examples use 64-bit floating point numbers, strings, and categorical arrays, the nice thing about DataFrames.jl is that using arbitrary precision floats, pointers to binaries, etc. are all fine inside of a DataFrame without any modification. This is compared to things like the Pandas allowed datatypes (https://pbpython.com/pandas_dtypes.html). I'm quite impressed by the DataFrames.jl developers given how they've kept it dynamic yet seem to have achieved pretty good performance. Most of it is smart use of function barriers to avoid the dynamism in the core algorithms. But from that knowledge it's very clear that systems should be able to exist that outperform it even with the same algorithms, in some cases just by tens of nanoseconds but in theory that bump is always there.

In the Julia world the one which optimizes to be fully non-dynamic is TypedTables (https://github.com/JuliaData/TypedTables.jl) where all column types are known at compile time, removing the dynamic dispatch overhead. But in Julia the minor performance gain of using TypedTables vs the major flexibility loss is the reason why you pretty much never hear about it. Probably not even worth mentioning but it's a fun tidbit.

> For what it's worth, data.table is my favourite to use and I believe it has the nicest ergonomics of the three I spoke about.

I would be interested to hear what about the ergonomics of data.table you find useful. if there are some ideas that would be helpful for DataFrames.jl to learn from data.table directly I'd be happy to share it with the devs. Generally when I hear about R people talk about tidyverse. Tidier (https://github.com/TidierOrg/Tidier.jl) is making some big strides in bringing a tidy syntax to Julia and I hear that it has had some rapid adoption and happy users, so there are some ongoing efforts to use the learnings of R API's but I'm not sure if someone is looking directly at the data.table parts.

Not that I am a heavy DataFrame user, but I have felt more at home with the comparatively light-weight TypeTables [1]. My understanding is that the rather complicated DataFrame ecosystem in Julia [2] mostly stems from whether tables should be immutable and/or typed. As far as I am aware there has not been any major push at the compiler level to speed up untyped code yet – although there should be plenty of room for improvements – which I suspect would benefit DataFrames greatly.

[1]: https://github.com/JuliaData/TypedTables.jl

[2]: https://typedtables.juliadata.org/stable/man/table/#datafram...