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Postgres and Timescale Schema Guide

TimescaleDB stores market time-series and supports historical queries used by runtime and backtests.

Deployment Components

  • PostgreSQL/Timescale service in your environment
  • schema bootstrap SQL for initial setup
  • migration workflow for schema updates

Local start shortcut:

npx @tradejs/cli infra-init
npx @tradejs/cli infra-up

What to Keep in Schema Design

  • Use hypertables for candle-like time-series.
  • Index by time and by high-cardinality dimensions (symbol, interval, provider).
  • Keep ingestion idempotent where possible.

Query and Performance Tips

  • Avoid full scans on wide windows without filters.
  • Ensure symbol + interval + time paths are indexed.
  • Watch for slow range queries used by backtest/signal APIs.

Migrations

  • Run schema changes in maintenance windows.
  • Always keep rollback SQL for destructive changes.
  • Version migrations and test them on staging snapshots first.