Does BtrDB support non-scalar data? #62
Description
Love the idea behind btrdb. I get thousands of ticks per second of financial data, but I often only want to get the aggregates out.
Problem is I also want to use this for computed data. So for example, as time series come in, I create yield curves. These yield curve structures require two numeric vectors to describe. Is it possible to store data that is more than scalar, in BtrDB, and in a related question, can I pass my own aggregation functions in (since in this vector structure case, mean, min, max etc will require custom functions)?