diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/.gitattributes b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/.gitattributes new file mode 100644 index 0000000..14eb4b1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/.gitattributes @@ -0,0 +1,3 @@ +# Preserve native CSV evidence and matplotlib SVG formatting. +*.csv whitespace=cr-at-eol,-blank-at-eol +*.svg whitespace=-blank-at-eol diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/.gitignore b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/.gitignore new file mode 100644 index 0000000..ee0cdaa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/.gitignore @@ -0,0 +1,3 @@ +__pycache__/ +.venv/ +*.pyc diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/README.md b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/README.md new file mode 100644 index 0000000..d45a031 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/README.md @@ -0,0 +1,99 @@ +# Reader CPU scaling on a 59-vCPU service + +Controlled warm-cache measurements for the six original quotes-benchmark queries against a fixed **113.2B-quote dataset**. The curve uses **CPU cores** at 2, 4, 8, 16, 30 and 59. Parallelism is controlled with `max_threads` while the physical read service stays at **59 vCPUs / 236 GiB**. This isolates query parallelism; it does not measure six physically resized service tiers. + +See [REPORT.md](REPORT.md) for measured findings, environment checks and limits. The [16-vCPU baseline](../2026-10-11/README.md) is preserved separately. All six points in this folder come from the larger service; lower-core points are not spliced from the baseline. + +## Evidence map + +| Path | Contents | +|---|---| +| `run-design.json` | Fixed settings, repetition count, dataset and workload weights | +| `queries/`, `source-manifest.json` | Original query/schema definitions and source hashes | +| `sql/` | Exact treatment, extraction and pipeline SQL | +| `raw/*.jsonl` | Append-only observations, including pilot and warmup | +| `raw/*-manifest.json` | Predetermined shuffled execution order | +| `results/query-logs-all.csv` | Initial query records, full ProfileEvents and changed settings | +| `results/` | Before/after identity, parts, capacity and background activity | +| `derived/all-trials.csv` | Complete joined ledger | +| `derived/scaling-summary.csv` | Individual-query pooled throughput and timing distributions | +| `derived/combined-workload.csv` | Fixed primary workload mix and separate sensitivity mix | +| `derived/combined-rounds.csv` | Combined rates for each measured round | +| `derived/adjacent-core-comparisons.csv` | Individual-query speedups for neighboring core settings | +| `derived/cross-node-same-cap.csv` | Same-cap comparison with the 16-vCPU baseline | +| `derived/validation.json` | Completeness, cache and environment checks | +| `derived/*.png`, `derived/*.svg` | Evidence-native plots without smoothing | +| `SHA256SUMS` | Hashes of saved evidence, reports and code | + +## Measurement contract + +The six queries are D1/D2 (selective drill-downs on AAPL in the raw table), A1/A2 (small symbol selections from the daily summary), and A3/A4 (full scans of the maintained summary table). The raw table contains exactly **113,217,743,918 quotes**, and the summary table has **1,860,254 rows**. Each drill-down scans about 89.4M rows / 3.49GB uncompressed; neither scans the entire raw dataset. + +One pilot round and one additional warmup round precede 12 measured rounds: 36 + 36 + **432 executions**. Query order rotates by round; core settings are shuffled using seed 6112026. Queries run sequentially, with no overlapping test queries, automatic retries or discarded outliers. The result cache is explicitly disabled; underlying data, mark and query-condition caches may warm. Parallel replicas are explicitly disabled. + +**Throughput:** uncompressed read bytes / server elapsed seconds, in decimal GB/s. Each individual-query summary pools bytes and elapsed time. The primary combined mix mirrors the original frequency: D1 and D2 once each, A1–A4 six times each. Its rate is weighted bytes / weighted execution time, excluding scheduling idle gaps. The alternative one-of-each mix and the explicitly scoped drill-down-only subset are saved separately. All weights remain fixed across core settings. The drill-down-only plots also show actual read rows per second; index-skipped rows are excluded. For mixed raw/summary queries, `million_read_rows_s` counts storage rows and must not be called raw quotes per second. + +**Timing:** HTTP-summary `elapsed_ns` measures server execution; client wall time, including transport, is also preserved. `FORMAT Null` avoids result-transfer overhead. These timings should not be described as application end-to-end response times. Query-log rounded milliseconds are cross-checked against the HTTP timing. + +**CPU:** `UserTimeMicroseconds + SystemTimeMicroseconds`, divided by server elapsed time, gives average concurrent CPU use in core equivalents. Tiny queries can lack nonzero CPU counters; those CPU-derived fields remain unavailable rather than treating real work as zero. Their measured throughput and timing observations remain included. Peak thread counts include helper threads and do not equal busy CPU cores. + +**Per-core panel:** the combined GB/s divided by the selected CPU-core count, converted to MB/s/core. This is throughput per unit of configured parallelism. The existing ingestion-progress visual normalizes by measured CPU work; these definitions must remain explicit when comparing charts. + +All test queries have a 30-second server timeout, scan guards and a non-binding result limit. A3 retains its original `LIMIT 20`. Exact measured SQL is saved and verified against every ledger row's SHA-256. + +## Reproduce offline + +From this directory, Python 3 is sufficient for analysis; no credentials or network access are required: + +```sh +python3 analyze.py +python3 combine.py +python3 extend_analysis.py +python3 report.py +``` + +`extend_analysis.py` reads the neighboring baseline folder for the same-cap bridge. To regenerate plots: + +```sh +python3 -m venv .venv +.venv/bin/python -m pip install -r requirements-plot.txt +.venv/bin/python plot.py +``` + +The analysis verifies all trial IDs, settings, byte/row counters, cache usage and saved before/after context. Plot shading is the interquartile range across 12 repeats. Bootstrap intervals describe repeat variation in this session; they do not establish portability or a production tail-latency SLA. + +Verify the saved package before regeneration with `shasum -a 256 -c SHA256SUMS`. Regenerated SVG metadata can differ between rendering times even when data and plots agree. + +## Repeat live + +Keep this completed ledger intact. Create a new directory, copy the Python scripts, `queries/`, `source-manifest.json`, `run-design.json` and the metadata SQL files `00-identity-before.sql` through `10-log-fields.sql` into `sql/`, then create empty `raw/`, `results/` and `derived/` directories. Provide `CLICKHOUSE_HOST` (bare hostname), `CLICKHOUSE_USER` (default `default`) and `CLICKHOUSE_PASSWORD` through a private environment. Collection used Python 3.9.6; plotting used Python 3.12.14 and matplotlib 3.11.2. Python and curl are sufficient for collection. The git-ignored local reader credentials file is an optional fallback; secrets pass to curl through stdin and are never written into evidence or command arguments. + +```sh +python3 capture_before.py +python3 run_test.py --phase pilot --rounds 1 +python3 run_test.py --phase warmup --rounds 1 +python3 run_test.py --phase measured --rounds 12 +``` + +The preflight expects a 59-vCPU / 236-GiB reader and the fixed dataset. After the service's normal log flush: + +```sh +python3 collect_logs.py --phase all +python3 analyze.py +python3 collect_context.py +python3 analyze.py +python3 combine.py +python3 extend_analysis.py +python3 report.py +.venv/bin/python plot.py +``` + +If query IDs have not flushed yet, wait and repeat log collection. Do not retry failed benchmark executions silently. The analysis expects exactly 432 measured observations and one host/version/capacity for the run. A restart, resize or data change invalidates this controlled comparison. The selected query mix and weighting remain fixed at every core setting. + +After writing the final report, `python3 freeze_evidence.py` recreates exact measured SQL, validates its hashes and freezes the package. Live repeat scripts replace only the traceability run ID. Normal Cloud monitoring and system-table housekeeping are measured separately; the service is not assumed to be otherwise idle. + +## References + +The workload follows the ClickHouse `agent-query-safety` rule (readonly access and explicit row, scan and time guards) and `schema-pk-filter-on-orderby` rule (verified `sym` prefix use in the saved plans). A3/A4 intentionally scan the small complete summary table within the benchmark's bounds. + +Official references: [max_threads](https://clickhouse.com/docs/reference/settings/session-settings/max-threads#max_threads), [Query complexity restrictions](https://clickhouse.com/docs/operations/settings/query-complexity), [Choosing a primary key](https://clickhouse.com/docs/best-practices/choosing-a-primary-key). diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/REPORT.md b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/REPORT.md new file mode 100644 index 0000000..f4e7cfa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/REPORT.md @@ -0,0 +1,136 @@ +# Reader CPU scaling on a 59-vCPU service: measured findings + +The combined drill-down workload rises from **0.80 GB/s at 2 cores to 15.55 GB/s at 59 cores: 19.38× throughput**. From 8 to 16 cores it rises from **2.73 to 5.46 GB/s (2.002×)**. That step is essentially linear; gains taper at the larger core settings. + +The measurements support a chart showing strong parallel scaling for these drill-downs. They do not support a claim of perfect linear scaling across every query and all 2–59 core settings. All six core points were measured on one fixed **59-vCPU / 236-GiB** read service, using `max_threads` to control parallelism. They are not six physical service-size measurements. + +## Three workload options + +Each option keeps the same weights at every core setting. The original-frequency mix remains the benchmark-wide primary result. The drill-down-only subset is a separate, explicitly scoped option for illustrating scan parallelism. The one-of-each mix is a sensitivity check, not a replacement for the benchmark schedule. + +| CPU cores | Drill-downs only GB/s | Original-frequency mix GB/s | One of each query GB/s | +|---:|---:|---:|---:| +| 2 | 0.803 | 0.799 | 0.802 | +| 4 | 1.519 | 1.495 | 1.514 | +| 8 | 2.726 | 2.636 | 2.709 | +| 16 | 5.455 | 4.928 | 5.353 | +| 30 | 9.632 | 7.964 | 9.283 | +| 59 | 15.554 | 11.165 | 14.529 | + +- Drill-downs only: D1 and D2 once each. +- Original-frequency mix: D1/D2 once each; A1–A4 six times each, matching their original hourly / ten-minute cadence. +- One of each query: equal counts of D1, D2, A1, A2, A3 and A4. + +Every rate is weighted total uncompressed read bytes divided by weighted total server execution time. Idle scheduling gaps are excluded. These are rates while queries execute, not sustained ingestion rates or hourly service throughput. + +![Workload options](derived/workload-options.png) + +## Recommended drill-down view + +Use **CPU cores** on a linear x-axis, with a fixed 113.2B-quote dataset and one combined D1/D2 curve. GB/s aligns with the existing data-processing visual. A rows-per-second version is also valid when it counts rows actually processed. + +| CPU cores | Uncompressed GB/s | Million quotes processed/s | MB/s per selected core | +|---:|---:|---:|---:| +| 2 | 0.803 | 20.6 | 401.3 | +| 4 | 1.519 | 38.9 | 379.7 | +| 8 | 2.726 | 69.9 | 340.7 | +| 16 | 5.455 | 139.9 | 341.0 | +| 30 | 9.632 | 247.0 | 321.1 | +| 59 | 15.554 | 398.8 | 263.6 | + +![Drill-down metric options](derived/drilldown-metric-options.png) + +The raw table contains **113,217,743,918 quotes**. Each drill-down selects AAPL through the `(sym, t)` primary-key prefix and reads about **89.4M quotes / 3.49GB uncompressed**. It does not scan the entire raw table. Dividing the complete 113.2B dataset by its latency would include index-skipped data in the apparent processing rate. The measured rows/s variant excludes skipped data. + +The per-core panel divides throughput by the selected core budget. The existing ingestion-progress visual normalizes by measured CPU work. Those denominators differ and should remain explicit. + +### Adjacent core settings + +| Change | Core-count factor | Drill-down throughput factor | +|---|---:|---:| +| 2 → 4 | 2.000× | 1.892× | +| 4 → 8 | 2.000× | 1.795× | +| 8 → 16 | 2.000× | 2.002× | +| 16 → 30 | 1.875× | 1.766× | +| 30 → 59 | 1.967× | 1.615× | + +The 2→59 span uses 29.5× as many permitted processing cores and delivers about 19.4× drill-down throughput. The larger settings therefore show diminishing returns. The comparison isolates parallelism on the large service; it cannot establish the performance or cost of physically downsizing to a 2-vCPU / 8-GiB node. + +## Individual-query evidence + +Pooled GB/s and median server execution time; 12 repetitions per cell. Every measured observation is included. + +| Query | 8-core GB/s | 16-core GB/s | 30-core GB/s | 59-core GB/s | 8-core latency | 16-core latency | 59-core latency | +|---|---:|---:|---:|---:|---:|---:|---:| +| D1 · hourly OHLCV bars | 3.073 | 6.213 | 11.177 | 17.275 | 1134.670 ms | 561.563 ms | 201.785 ms | +| D2 · risk / liquidity profile | 2.449 | 4.863 | 8.462 | 14.144 | 1424.551 ms | 717.342 ms | 246.624 ms | +| A1 · single-symbol summary | 0.124 | 0.123 | 0.124 | 0.124 | 4.693 ms | 4.719 ms | 4.602 ms | +| A2 · watchlist summary | 0.266 | 0.261 | 0.263 | 0.261 | 9.614 ms | 9.725 ms | 9.721 ms | +| A3 · top movers | 2.017 | 2.745 | 3.372 | 3.301 | 20.785 ms | 15.515 ms | 13.023 ms | +| A4 · daily activity | 3.072 | 4.225 | 5.251 | 5.321 | 20.596 ms | 14.825 ms | 11.783 ms | + +![Individual-query scaling](derived/thread-scaling.png) + +A1/A2 already execute in roughly 5–10ms at the smallest tested setting and gain little from extra cores. A3/A4 improve from roughly 63–65ms at 2 cores to about 12–13ms at 30/59 cores. Their timings flatten at the larger settings. This supports calling them already very fast for this workload; it does not prove they are as fast as theoretically possible. + +## CPU work + +CPU seconds are query-log `UserTimeMicroseconds + SystemTimeMicroseconds`. Dividing by server elapsed time gives average concurrent CPU use in core equivalents. Peak thread usage also includes helper threads and is not a count of busy CPU cores. + +| Query / cores | Average concurrent CPU use | Median CPU seconds | GB per CPU second | +|---|---:|---:|---:| +| D1 / 2 | 1.91 | 7.308 | 0.477 | +| D1 / 8 | 6.47 | 7.344 | 0.475 | +| D1 / 16 | 13.27 | 7.442 | 0.468 | +| D1 / 30 | 24.31 | 7.584 | 0.460 | +| D1 / 59 | 39.38 | 7.942 | 0.439 | +| D2 / 2 | 1.93 | 9.361 | 0.372 | +| D2 / 8 | 6.57 | 9.352 | 0.373 | +| D2 / 16 | 13.21 | 9.477 | 0.368 | +| D2 / 30 | 23.36 | 9.622 | 0.362 | +| D2 / 59 | 40.53 | 9.998 | 0.349 | + +![CPU scaling](derived/cpu-scaling.png) + +The substantial scans spread roughly similar total CPU work across more cores, with a modest rise in CPU work at the highest setting. At 59, average query-associated CPU use is about 39–41 core equivalents. The experiment does not isolate the cause of diminishing returns, so it should not attribute them to a particular hardware or scheduling bottleneck. + +34 measured A1 observations lack nonzero CPU counters. Their CPU-derived fields are marked unavailable; all latency, byte, row, memory and cache observations remain included. Every D1, D2, A2, A3 and A4 observation has positive CPU counters. The drill-down-only combined CPU figures therefore have complete coverage. + +## Same-cap bridge to the 16-vCPU baseline + +The lower core settings were repeated on the larger node. The main curve uses only measurements from that node. The bridge records possible host, cache and timing differences rather than assuming exact equivalence. + +| Query | New-node / baseline throughput at 8 cores | At 16 cores | +|---|---:|---:| +| D1 | 1.013× | 1.043× | +| D2 | 1.018× | 1.047× | +| A1 | 1.129× | 1.106× | +| A2 | 1.161× | 1.202× | +| A3 | 1.071× | 1.172× | +| A4 | 1.066× | 1.092× | + +Exact comparisons for 2/4/8/16 are saved in `derived/cross-node-same-cap.csv`. Both runs used ClickHouse 26.6.1.2292 and identical active benchmark parts. The physical node and memory capacity changed between runs; those differences are preserved in their metadata. + +## Validation and environment + +- Version **26.6.1.2292**, server timezone UTC. One node, unchanged identity/version with increasing uptime before/after. +- Measured window: **2026-10-11 10:13:31.317108–2026-10-11 10:20:34.280989 UTC**. +- 36 pilot + 36 additional warmup + **432 measured** executions; 12 measured repeats for each of six queries and six core settings. +- **504/504** initial server-query records collected; no failed, missing or duplicate observations, automatic retries or removed outliers. +- All core settings confirmed in query-log Settings; result cache off and no result-cache reads; parallel replicas disabled. +- HTTP read-byte/row counters exactly match query logs. Nanosecond server timings agree with rounded query-log durations. +- Result guards remain non-binding; A3 retains LIMIT 20. FORMAT Null excludes result-transfer time. Client transport wall time is preserved separately. +- Raw and summary table parts, row counts, stored bytes, marks and modification times remain identical before/after and match the baseline. +- 424 asynchronous metric samples per capacity field confirm constant **59 vCPUs / 236GiB** during measurement. +- No measured page-cache misses or object-storage read bytes were recorded; underlying caches were warmed, while the query-result cache stayed disabled. +- 1026 other initial-query records overlap the measured window, with 33.93 reported CPU seconds. Sampled background merge tasks reach 2; the benchmark data parts remain unchanged. The service is not assumed to be otherwise idle. +- Latencies are server execution times on a warm-cache, fixed dataset. This is a controlled parallelism experiment separate from the original active-ingestion benchmark. +- IQRs and paired/bootstrap statistics describe repeat variation in this session. Twelve repeats do not establish a production tail-latency SLA or portability across hosts, datasets and physical tiers. + +## Reproduce + +See [README.md](README.md) for offline and live commands. `analyze.py`, `combine.py`, `extend_analysis.py`, `report.py` and `plot.py` regenerate findings from saved evidence. SQL, CSV/JSONL, full profile maps, cache counters, service context and file hashes are included. No credentials are included. + +Per the ClickHouse `agent-query-safety` rule, queries use readonly access with explicit row, scan and time guards. Per `schema-pk-filter-on-orderby`, saved plans verify the selective `sym` prefix. A3/A4 intentionally scan the complete small maintained summary table within those bounds. + +Official references: [max_threads](https://clickhouse.com/docs/reference/settings/session-settings/max-threads#max_threads), [Query complexity restrictions](https://clickhouse.com/docs/operations/settings/query-complexity), [Choosing a primary key](https://clickhouse.com/docs/best-practices/choosing-a-primary-key). diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/SHA256SUMS b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/SHA256SUMS new file mode 100644 index 0000000..667e90e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/SHA256SUMS @@ -0,0 +1,199 @@ +6e2040b150988d6a404a838cc43564da42d9e3e1ce6c602ede904b365116da9c .gitignore +3bd4cf4437bda612f9830638385e60cb37bcdd8ca107fa476a518da8a94ac0a5 README.md 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b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/analyze.py new file mode 100644 index 0000000..4a7d18b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/analyze.py @@ -0,0 +1,228 @@ +#!/usr/bin/env python3 +"""Join the complete trial ledger to server logs, validate, and derive scaling stats. + +Standard library only. Nothing is removed or retried. Pilot/warmup observations +are retained in the joined ledger but excluded from measured summaries. +""" +import csv +import hashlib +import json +import pathlib +import random +import statistics + +ROOT = pathlib.Path(__file__).resolve().parent +THREADS = [2, 4, 8, 16, 30, 59] +QUERIES = ['D1', 'D2', 'A1', 'A2', 'A3', 'A4'] + + +def quantile(values, p): + values = sorted(values) + pos = (len(values) - 1) * p + lo = int(pos) + hi = min(lo + 1, len(values) - 1) + return values[lo] + (values[hi] - values[lo]) * (pos - lo) + + +def write_csv(name, rows): + path = ROOT / 'derived' / name + with path.open('w', newline='') as stream: + writer = csv.DictWriter(stream, fieldnames=list(rows[0])) + writer.writeheader() + writer.writerows(rows) + + +def validate_saved_context(validation): + """Recheck context offline when after-run evidence has been collected.""" + results = ROOT / 'results' + def records(name): + return list(csv.DictReader((results / name).open())) + if (results / '13-parts-after.csv').exists(): + assert records('05-parts-before.csv') == records('13-parts-after.csv') + validation['active_parts_unchanged'] = True + if (results / '21-identity-after.csv').exists(): + before = records('00-identity-before.csv')[0] + after = records('21-identity-after.csv')[0] + assert before['hostname'] == after['hostname'] + assert before['version'] == after['version'] + assert int(after['uptime_s']) > int(before['uptime_s']) + validation['node_and_version_unchanged'] = True + if (results / '14-capacity-after.csv').exists(): + cap = {r['metric']: float(r['value']) for r in records('14-capacity-after.csv')} + assert cap['CGroupMaxCPU'] == 59 and cap['CGroupMemoryTotal'] == 236 * 2**30 + validation['capacity_after_vCPUs'] = cap['CGroupMaxCPU'] + validation['capacity_after_GiB'] = cap['CGroupMemoryTotal'] / 2**30 + if (results / '18-capacity-during-measurement.csv').exists(): + series = records('18-capacity-during-measurement.csv') + assert series + for r in series: + expected = 59 if r['metric'] == 'CGroupMaxCPU' else 236 * 2**30 + assert float(r['min_value']) == expected == float(r['max_value']) + validation['capacity_constant_in_async_metric_log'] = True + if (results / '16-other-query-activity.csv').exists(): + others = records('16-other-query-activity.csv') + validation['other_initial_queries'] = sum(int(r['queries']) for r in others) + validation['other_query_cpu_s'] = sum(float(r['total_cpu_s']) for r in others) + if (results / '19-background-tasks-during-measurement.csv').exists(): + background = records('19-background-tasks-during-measurement.csv') + validation['background_merge_tasks_max_sampled'] = max(int(r['max_background_merge_tasks']) for r in background) + + +def main(): + trials = [json.loads(line) for p in sorted((ROOT / 'raw').glob('*.jsonl')) + for line in p.read_text().splitlines()] + logs = list(csv.DictReader((ROOT / 'results/query-logs-all.csv').open())) + by_id = {r['query_id']: r for r in logs} + assert len(by_id) == len(logs), 'Duplicate initial query log records' + assert len({r['query_id'] for r in trials}) == len(trials), 'Duplicate trial IDs' + assert all(r['success'] for r in trials), 'A failed observation exists' + missing = [r['query_id'] for r in trials if r['query_id'] not in by_id] + assert not missing, f'Missing query logs: {missing}' + baseline_settings = {r['name']: r['value'] for r in csv.DictReader((ROOT / 'results/02-settings.csv').open())} + joined = [] + for trial in trials: + log = by_id[trial['query_id']] + settings = json.loads(log['settings_json']) + events = json.loads(log['profile_events_json']) + assert log['type'] == 'QueryFinish' and int(log['exception_code']) == 0 + assert log['query_cache_usage'] == 'None' + assert settings['use_query_cache'] == '0' + assert int(settings['max_threads']) == trial['max_threads'] + # Query-log Settings omits unchanged defaults on this server. + assert settings.get('enable_parallel_replicas', baseline_settings['enable_parallel_replicas']) == '0' + assert settings['max_parallel_replicas'] == '1' + assert int(log['read_bytes']) == int(trial['http_summary']['read_bytes']) + assert int(log['read_rows']) == int(trial['http_summary']['read_rows']) + assert int(log['result_rows']) < 1_000_000 + elapsed = int(trial['http_summary']['elapsed_ns']) / 1e9 + cpu = (int(log['user_cpu_us']) + int(log['system_cpu_us'])) / 1e6 + # Query-log milliseconds are rounded; the HTTP summary retains ns. + assert abs(elapsed * 1000 - int(log['query_duration_ms'])) < 5 + joined.append({ + 'phase': trial['phase'], 'run_id': trial['run_id'], + 'round': trial['round'], 'query': trial['query'], + 'max_threads': trial['max_threads'], 'sequence': trial['sequence'], + 'query_id': trial['query_id'], 'hostname': log['hostname'], + 'started_at_utc': log['started_at_utc'], + 'finished_at_utc': log['finished_at_utc'], + 'server_elapsed_s': elapsed, 'query_log_duration_ms': int(log['query_duration_ms']), + 'client_wall_s': trial['client_wall_s'], + 'read_rows': int(log['read_rows']), 'read_bytes': int(log['read_bytes']), + 'throughput_GB_s': int(log['read_bytes']) / 1e9 / elapsed, + 'result_rows': int(log['result_rows']), 'result_bytes': int(log['result_bytes']), + 'logged_cpu_s': cpu, 'cpu_counters_reported': cpu > 0, + 'cpu_s': cpu if cpu > 0 else None, + 'average_busy_cores': cpu / elapsed if cpu > 0 else None, + 'GB_per_cpu_s': int(log['read_bytes']) / 1e9 / cpu if cpu > 0 else None, + 'cpu_wait_s': int(log['cpu_wait_us']) / 1e6, + 'io_wait_s': int(log['io_wait_us']) / 1e6, + 'peak_memory_bytes': int(log['peak_memory_bytes']), + 'peak_threads_usage': int(log['peak_threads_usage']), + 'page_cache_hits': events.get('PageCacheHits', 0), + 'page_cache_misses': events.get('PageCacheMisses', 0), + 'mark_cache_misses': events.get('MarkCacheMisses', 0), + 'query_condition_cache_hits': events.get('QueryConditionCacheHits', 0), + 'query_condition_cache_misses': events.get('QueryConditionCacheMisses', 0), + 'object_storage_read_bytes': events.get('DistrCacheServerCachedReadBufferObjectStorageReadBytes', 0), + 'distributed_cache_read_bytes': events.get('DistrCacheServerCachedReadBufferCacheReadBytes', 0), + 'async_remote_wait_s': events.get('AsynchronousRemoteReadWaitMicroseconds', 0) / 1e6, + 'sync_remote_wait_s': events.get('SynchronousRemoteReadWaitMicroseconds', 0) / 1e6, + 'query_cache_usage': log['query_cache_usage'], + }) + measured = [r for r in joined if r['phase'] == 'measured'] + assert len(measured) == 432, 'Measured run incomplete or extra runs present' + summaries = [] + for query in QUERIES: + for cap in THREADS: + group = [r for r in measured if r['query'] == query and r['max_threads'] == cap] + assert len(group) == 12 and {r['round'] for r in group} == set(range(1, 13)) + assert len({r['result_rows'] for r in group}) == 1 + elapsed = sum(r['server_elapsed_s'] for r in group) + cpu_group = [r for r in group if r['cpu_s'] is not None] + cpu = sum(r['cpu_s'] for r in cpu_group) + cpu_elapsed = sum(r['server_elapsed_s'] for r in cpu_group) + cpu_bytes = sum(r['read_bytes'] for r in cpu_group) + byte_count = sum(r['read_bytes'] for r in group) + row = {'query': query, 'max_threads': cap, 'n': len(group), + 'throughput_GB_s': byte_count / 1e9 / elapsed, + 'cpu_observations': len(cpu_group), + 'average_busy_cores': cpu / cpu_elapsed if cpu_elapsed else None, + 'GB_per_cpu_s': cpu_bytes / 1e9 / cpu if cpu else None, + 'cpu_utilization_of_59_pct': cpu / cpu_elapsed / 59 * 100 if cpu_elapsed else None, + 'read_GB_mean': statistics.mean(r['read_bytes'] for r in group) / 1e9, + 'read_rows_mean': statistics.mean(r['read_rows'] for r in group), + 'result_rows': group[0]['result_rows'], + 'page_cache_misses_sum': sum(r['page_cache_misses'] for r in group), + 'object_storage_read_bytes_sum': sum(r['object_storage_read_bytes'] for r in group), + 'cpu_wait_s_sum': sum(r['cpu_wait_s'] for r in group), + 'io_wait_s_sum': sum(r['io_wait_s'] for r in group)} + for label, field, factor in [('latency_ms', 'server_elapsed_s', 1000), + ('trial_throughput_GB_s', 'throughput_GB_s', 1), + ('cpu_s', 'cpu_s', 1), + ('peak_memory_MiB', 'peak_memory_bytes', 1 / 2**20)]: + values = [r[field] * factor for r in group if r[field] is not None] + for suffix, p in [('p25', .25), ('median', .5), ('p75', .75), ('p95', .95)]: + row[f'{label}_{suffix}'] = quantile(values, p) if values else None + row[f'{label}_min'] = min(values) if values else None + row[f'{label}_max'] = max(values) if values else None + summaries.append(row) + index = {(r['query'], r['max_threads']): r for r in summaries} + for row in summaries: + base = index[(row['query'], 2)] + row['speedup_vs_2_cores'] = row['throughput_GB_s'] / base['throughput_GB_s'] + row['cap_scaling_efficiency_pct'] = row['speedup_vs_2_cores'] / (row['max_threads'] / 2) * 100 + comparisons = [] + rng = random.Random(6112026) + for query in QUERIES: + by_round = {(r['round'], r['max_threads']): r for r in measured if r['query'] == query} + paired = [by_round[(n, 16)]['throughput_GB_s'] / by_round[(n, 8)]['throughput_GB_s'] + for n in range(1, 13)] + boot = [statistics.median(rng.choices(paired, k=12)) for _ in range(10000)] + low, high = index[(query, 8)], index[(query, 16)] + comparisons.append({ + 'query': query, 'throughput_8_GB_s': low['throughput_GB_s'], + 'throughput_16_GB_s': high['throughput_GB_s'], + 'throughput_ratio_16_over_8': high['throughput_GB_s'] / low['throughput_GB_s'], + 'latency_8_median_ms': low['latency_ms_median'], + 'latency_16_median_ms': high['latency_ms_median'], + 'latency_ratio_16_over_8': high['latency_ms_median'] / low['latency_ms_median'], + 'paired_throughput_ratio_p25': quantile(paired, .25), + 'paired_throughput_ratio_median': quantile(paired, .5), + 'paired_throughput_ratio_p75': quantile(paired, .75), + 'paired_median_bootstrap_95pct_low': quantile(boot, .025), + 'paired_median_bootstrap_95pct_high': quantile(boot, .975), + 'busy_cores_8': low['average_busy_cores'], 'busy_cores_16': high['average_busy_cores'], + 'GB_per_cpu_s_8': low['GB_per_cpu_s'], 'GB_per_cpu_s_16': high['GB_per_cpu_s'], + }) + write_csv('all-trials.csv', joined) + write_csv('scaling-summary.csv', summaries) + write_csv('8-vs-16.csv', comparisons) + validation = { + 'total_trials': len(joined), 'measured_trials': len(measured), + 'pilot_trials': sum(r['phase'] == 'pilot' for r in joined), + 'warmup_trials': sum(r['phase'] == 'warmup' for r in joined), + 'measured_window_start_utc': min(r['started_at_utc'] for r in measured), + 'measured_window_end_utc': max(r['finished_at_utc'] for r in measured), + 'hosts': sorted({r['hostname'] for r in measured}), + 'failures': 0, 'missing_logs': 0, 'duplicate_logs': 0, + 'result_cache_reads': 0, + 'measured_page_cache_misses': sum(r['page_cache_misses'] for r in measured), + 'measured_object_storage_read_bytes': sum(r['object_storage_read_bytes'] for r in measured), + 'all_thread_caps_confirmed_in_query_log': True, + 'all_http_rows_and_bytes_match_query_log': True, + 'all_result_row_counts_below_limit': True, + 'outliers_removed': 0, + 'measured_trials_without_cpu_counters': sum(not r['cpu_counters_reported'] for r in measured), + 'caveat': 'Bootstrap interval measures repeat variation in this session, not portability to other hosts or datasets.', + } + validate_saved_context(validation) + (ROOT / 'derived/validation.json').write_text(json.dumps(validation, indent=2) + '\n') + for row in comparisons: + print(row['query'], f"8→16 throughput {row['throughput_8_GB_s']:.3f}→{row['throughput_16_GB_s']:.3f} GB/s", + f"({row['throughput_ratio_16_over_8']:.3f}×)", + f"median latency {row['latency_8_median_ms']:.3f}→{row['latency_16_median_ms']:.3f} ms") + print(json.dumps(validation, indent=2)) + + +if __name__ == '__main__': + main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/capture_before.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/capture_before.py new file mode 100644 index 0000000..705de1b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/capture_before.py @@ -0,0 +1,20 @@ +#!/usr/bin/env python3 +"""Refresh the pre-run context when reproducing in a new empty evidence folder.""" +import csv +import pathlib +from connection import request + +ROOT = pathlib.Path(__file__).resolve().parent +assert not list((ROOT / 'raw').glob('*.jsonl')), 'Use a new directory for a live rerun' +for name in ['00-identity-before', '01-connection', '02-settings', '03-tables', '04-columns', + '05-parts-before', '06-capacity', '07-background-before', + '08-indexes', '09-event-semantics', '10-log-fields']: + response = request((ROOT / 'sql' / (name + '.sql')).read_text()) + (ROOT / 'results' / (name + '.csv')).write_text(response['body']) + print(name, len(response['body']), 'bytes') +identity = list(csv.DictReader((ROOT / 'results/00-identity-before.csv').open()))[0] +assert float(identity['vCPUs']) == 59, 'This design requires a 59-vCPU service' +assert float(identity['memory_bytes']) == 236 * 2**30, 'Unexpected service memory' +tables = list(csv.DictReader((ROOT / 'results/03-tables.csv').open())) +raw_table = next(r for r in tables if r['database'] == 'quotes_async_t4' and r['name'] == 'quotes') +assert int(raw_table['total_rows']) == 113217743918, 'Dataset row count differs from this design' diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/collect_context.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/collect_context.py new file mode 100644 index 0000000..e775657 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/collect_context.py @@ -0,0 +1,78 @@ +#!/usr/bin/env python3 +"""Run after measurements, to avoid perturbing benchmark queries.""" +import csv +import json +import pathlib +from connection import bounded, request + +ROOT = pathlib.Path(__file__).resolve().parent + + +def save(name, query): + sql = bounded(query) + (ROOT / 'sql' / (name + '.sql')).write_text(sql + '\n') + result = request(sql) + (ROOT / 'results' / (name + '.csv')).write_text(result['body']) + print(name, len(result['body']), 'bytes') + return list(csv.DictReader(result['body'].splitlines())) + + +def main(): + validation = json.loads((ROOT / 'derived/validation.json').read_text()) + start = validation['measured_window_start_utc'] + end = validation['measured_window_end_utc'] + date_from, date_to = start[:10], end[:10] + identity = save('21-identity-after', "SELECT hostName() AS hostname,version() AS version,uptime() AS uptime_s,(SELECT value FROM system.asynchronous_metrics WHERE metric='CGroupMaxCPU') AS vCPUs,(SELECT value FROM system.asynchronous_metrics WHERE metric='CGroupMemoryTotal') AS memory_bytes LIMIT 1") + before_identity = list(csv.DictReader((ROOT/'results/00-identity-before.csv').open())) + assert identity[0]['hostname'] == before_identity[0]['hostname'], 'Node changed' + assert identity[0]['version'] == before_identity[0]['version'], 'Version changed' + assert int(identity[0]['uptime_s']) > int(before_identity[0]['uptime_s']), 'Node restarted' + parts = save('13-parts-after', "SELECT table,name,rows,bytes_on_disk,marks,modification_time FROM system.parts WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') AND active ORDER BY table,name LIMIT 5000") + before = list(csv.DictReader((ROOT / 'results/05-parts-before.csv').open())) + assert parts == before, 'Active parts changed during the test' + capacity = save('14-capacity-after', "SELECT metric,value FROM system.asynchronous_metrics WHERE metric IN ('CGroupMaxCPU','CGroupMemoryTotal','CGroupMemoryUsed','CGroupMemoryUsedWithoutPageCache','MemoryResident','UserspacePageCacheBytes','OSMemoryTotal') ORDER BY metric LIMIT 20") + cap = {r['metric']: float(r['value']) for r in capacity} + assert cap['CGroupMaxCPU'] == 59 and cap['CGroupMemoryTotal'] == 236 * 2**30 + save('15-load-after', "SELECT metric,value FROM system.metrics WHERE metric IN ('Query','QueryThread','BackgroundMergesAndMutationsPoolTask') ORDER BY metric LIMIT 20") + overlap = f"event_date BETWEEN toDate('{date_from}') AND toDate('{date_to}') AND query_start_time_microseconds=toDateTime64('{start}',6,'UTC')" + external = save('16-other-query-activity', f"""SELECT query_kind,normalized_query_hash,count() AS queries, +sum(query_duration_ms) AS total_elapsed_ms,max(query_duration_ms) AS max_elapsed_ms, +sum(ProfileEvents['UserTimeMicroseconds']+ProfileEvents['SystemTimeMicroseconds'])/1e6 AS total_cpu_s, +sum(read_bytes) AS total_read_bytes,max(memory_usage) AS max_peak_memory_bytes +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE {overlap} AND is_initial_query=1 AND query_id NOT LIKE 'reader-scaling-%' +AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +GROUP BY query_kind,normalized_query_hash ORDER BY total_cpu_s DESC LIMIT 1000""") + columns = save('17-context-log-schema', "SELECT table,name,type FROM system.columns WHERE database='system' AND table IN ('asynchronous_metric_log','metric_log') AND (name IN ('event_time','event_date','metric','value') OR name ILIKE '%BackgroundMerges%') ORDER BY table,name LIMIT 100") + async_fields = {r['name'] for r in columns if r['table'] == 'asynchronous_metric_log'} + if {'event_time','event_date','metric','value'} <= async_fields: + series = save('18-capacity-during-measurement', f"""SELECT hostName() AS hostname,metric,count() AS samples,min(value) AS min_value,max(value) AS max_value +FROM clusterAllReplicas(default,merge('system','^asynchronous_metric_log')) +WHERE event_date BETWEEN toDate('{date_from}') AND toDate('{date_to}') +AND event_time BETWEEN toDateTime('{start[:19]}','UTC') AND toDateTime('{end[:19]}','UTC') +AND metric IN ('CGroupMaxCPU','CGroupMemoryTotal') GROUP BY hostname,metric ORDER BY hostname,metric LIMIT 100""") + assert series, 'No historical capacity samples' + for r in series: + expected = 59 if r['metric'] == 'CGroupMaxCPU' else 236 * 2**30 + assert float(r['min_value']) == expected == float(r['max_value']), 'Capacity varied' + validation['capacity_constant_in_async_metric_log'] = True + merge_fields = [r['name'] for r in columns if r['table']=='metric_log' and r['name'].startswith('CurrentMetric_')] + if 'CurrentMetric_BackgroundMergesAndMutationsPoolTask' in merge_fields: + save('19-background-tasks-during-measurement', f"""SELECT hostName() AS hostname,count() AS samples, +max(CurrentMetric_BackgroundMergesAndMutationsPoolTask) AS max_background_merge_tasks +FROM clusterAllReplicas(default,merge('system','^metric_log')) +WHERE event_date BETWEEN toDate('{date_from}') AND toDate('{date_to}') +AND event_time BETWEEN toDateTime('{start[:19]}','UTC') AND toDateTime('{end[:19]}','UTC') +GROUP BY hostname ORDER BY hostname LIMIT 100""") + validation['active_parts_unchanged'] = True + validation['node_and_version_unchanged'] = True + validation['capacity_after_vCPUs'] = cap['CGroupMaxCPU'] + validation['capacity_after_GiB'] = cap['CGroupMemoryTotal'] / 2**30 + validation['other_initial_queries'] = sum(int(r['queries']) for r in external) + validation['other_query_cpu_s'] = sum(float(r['total_cpu_s']) for r in external) + (ROOT / 'derived/validation.json').write_text(json.dumps(validation, indent=2) + '\n') + print(json.dumps(validation, indent=2)) + + +if __name__ == '__main__': + main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/collect_logs.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/collect_logs.py new file mode 100644 index 0000000..df20a0e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/collect_logs.py @@ -0,0 +1,59 @@ +#!/usr/bin/env python3 +"""Extract exact experiment query IDs after natural log flush; preserve all counters.""" +import argparse,csv,datetime,json,pathlib +from connection import request,bounded + +ROOT=pathlib.Path(__file__).resolve().parent + +def main(): + parser=argparse.ArgumentParser() + parser.add_argument('--phase',choices=['pilot','warmup','measured','all'],default='all') + args=parser.parse_args() + trials=[] + for p in sorted((ROOT/'raw').glob('*.jsonl')): + trials.extend(json.loads(line) for line in p.read_text().splitlines()) + if args.phase!='all': trials=[r for r in trials if r['phase']==args.phase] + assert trials + earliest=min(datetime.datetime.fromisoformat(r['client_started_at_utc']) for r in trials)-datetime.timedelta(minutes=1) + latest=max(datetime.datetime.fromisoformat(r['client_started_at_utc']) for r in trials)+datetime.timedelta(minutes=1) + date_from=earliest.strftime('%Y-%m-%d') + date_to=latest.strftime('%Y-%m-%d') + from_utc=earliest.strftime('%Y-%m-%d %H:%M:%S') + ids=','.join("'"+r['query_id']+"'" for r in trials) + sql=f"""SELECT query_id,hostname,type,query_start_time_microseconds AS started_at_utc,event_time_microseconds AS finished_at_utc, +query_duration_ms,read_rows,read_bytes,result_rows,result_bytes,memory_usage AS peak_memory_bytes,peak_threads_usage, +normalized_query_hash,query_cache_usage,exception_code, +ProfileEvents['UserTimeMicroseconds'] AS user_cpu_us,ProfileEvents['SystemTimeMicroseconds'] AS system_cpu_us, +ProfileEvents['OSCPUWaitMicroseconds'] AS cpu_wait_us,ProfileEvents['OSIOWaitMicroseconds'] AS io_wait_us, +toJSONString(ProfileEvents) AS profile_events_json,toJSONString(Settings) AS settings_json +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date BETWEEN toDate('{date_from}') AND toDate('{date_to}') AND event_time>=toDateTime('{from_utc}','UTC') +AND query_id IN ({ids}) AND is_initial_query=1 AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +ORDER BY query_start_time_microseconds LIMIT 2000""" + sql=bounded(sql) + (ROOT/'sql'/('query-logs-'+args.phase+'.sql')).write_text(sql) + response=request(sql) + result=ROOT/'results'/('query-logs-'+args.phase+'.csv') + result.write_text(response['body']) + rows=list(csv.DictReader(response['body'].splitlines())) + seen={r['query_id'] for r in rows} + missing=[r['query_id'] for r in trials if r['query_id'] not in seen] + print('Saved',len(rows),'log entries for',len(trials),'trials; missing',len(missing)) + if missing: print('Missing IDs:',json.dumps(missing)) + if not missing: + index={r['query_id']:r for r in rows} + assert len(index)==len(rows),'Duplicate initial query records' + for r in trials: + log=index[r['query_id']] + assert log['query_cache_usage']=='None' + assert int(log['read_bytes'])==int(r['http_summary']['read_bytes']) + assert int(log['read_rows'])==int(r['http_summary']['read_rows']) + settings=json.loads(log['settings_json']) + assert int(settings['max_threads'])==r['max_threads'] + assert settings['use_query_cache']=='0' + print('Verified byte/row counters and requested thread limits; no result cache reads.') + for r in rows[:8]: + elapsed=int(r['query_duration_ms'])/1000 + print(r['query_id'].split('-')[-2:],r['query_duration_ms'],'ms',round(int(r['read_bytes'])/1e9,3),'GB','busy_cores',round((int(r['user_cpu_us'])+int(r['system_cpu_us']))/1e6/elapsed,2) if elapsed else None,'peak_threads',r['peak_threads_usage']) + +if __name__=='__main__': main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/combine.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/combine.py new file mode 100644 index 0000000..28a04f6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/combine.py @@ -0,0 +1,70 @@ +#!/usr/bin/env python3 +"""Fixed benchmark query mix: weighted bytes / weighted execution time. + +Primary weighting mirrors the original frequency: each drill-down once per +hour; each of four aggregations six times per hour. Idle intervals are excluded. +Equal query weighting is also saved as an explicitly separate sensitivity check. +""" +import csv +import pathlib +from analyze import quantile, write_csv + +ROOT = pathlib.Path(__file__).resolve().parent +rows = [r for r in csv.DictReader((ROOT / 'derived/all-trials.csv').open()) if r['phase']=='measured'] +mixes = {'original_frequency': {'D1':1,'D2':1,'A1':6,'A2':6,'A3':6,'A4':6}, + 'one_of_each': {'D1':1,'D2':1,'A1':1,'A2':1,'A3':1,'A4':1}, + 'drilldowns_only': {'D1':1,'D2':1}} +combined = [] +rounds = [] +for name, weights in mixes.items(): + for cap in [2,4,8,16,30,59]: + group = [r for r in rows if int(r['max_threads'])==cap and r['query'] in weights] + assert len(group)==12*len(weights) + byte_count = sum(int(r['read_bytes'])*weights[r['query']] for r in group) + row_count = sum(int(r['read_rows'])*weights[r['query']] for r in group) + elapsed = sum(float(r['server_elapsed_s'])*weights[r['query']] for r in group) + cpu_group = [r for r in group if r['cpu_s']] + cpu = sum(float(r['cpu_s'])*weights[r['query']] for r in cpu_group) + rates = [] + row_rates = [] + for round_no in range(1,13): + batch = [r for r in group if int(r['round'])==round_no] + assert {r['query'] for r in batch}==set(weights) + b = sum(int(r['read_bytes'])*weights[r['query']] for r in batch) + read_rows = sum(int(r['read_rows'])*weights[r['query']] for r in batch) + t = sum(float(r['server_elapsed_s'])*weights[r['query']] for r in batch) + rates.append(b/1e9/t) + row_rates.append(read_rows/1e6/t) + rounds.append({'mix':name, 'max_threads':cap, 'round':round_no, + 'weighted_read_bytes':b, 'weighted_server_s':t, + 'throughput_GB_s':b/1e9/t, + 'weighted_read_rows':read_rows, + 'million_read_rows_s':read_rows/1e6/t}) + combined.append({'mix':name, 'max_threads':cap, 'n_rounds':12, + 'queries_per_reference_cycle':sum(weights.values()), + 'throughput_GB_s':byte_count/1e9/elapsed, + 'throughput_GB_s_p25':quantile(rates,.25), + 'throughput_GB_s_median':quantile(rates,.5), + 'throughput_GB_s_p75':quantile(rates,.75), + 'million_read_rows_s':row_count/1e6/elapsed, + 'million_read_rows_s_p25':quantile(row_rates,.25), + 'million_read_rows_s_p75':quantile(row_rates,.75), + 'MB_s_per_thread_limit':byte_count/1e6/elapsed/cap, + 'MB_s_per_thread_limit_p25':quantile(rates,.25)*1000/cap, + 'MB_s_per_thread_limit_p75':quantile(rates,.75)*1000/cap, + 'weighted_GB_per_reference_cycle':byte_count/1e9/12, + 'weighted_server_s_per_reference_cycle':elapsed/12, + 'observed_CPU_s_per_reference_cycle':cpu/12, + 'trials_without_CPU_counters':len(group)-len(cpu_group), + 'CPU_figure_complete':len(group)==len(cpu_group)}) + selected = [r for r in combined if r['mix']==name] + base = selected[0]['throughput_GB_s'] + for row in selected: + row['speedup_vs_2_cores'] = row['throughput_GB_s']/base + row['cap_scaling_efficiency_pct'] = row['speedup_vs_2_cores']/(row['max_threads']/2)*100 +write_csv('combined-workload.csv',combined) +write_csv('combined-rounds.csv',rounds) +for r in combined: + print(r['mix'],r['max_threads'],f"{r['throughput_GB_s']:.3f} GB/s", + f"{r['MB_s_per_thread_limit']:.1f} MB/s per permitted query thread", + 'CPU counters missing:',r['trials_without_CPU_counters']) diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/connection.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/connection.py new file mode 100644 index 0000000..724be08 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/connection.py @@ -0,0 +1,45 @@ +"""Private reader credentials stay in memory and curl stdin; no automatic query retry.""" +import json, os, pathlib, re, subprocess, time, urllib.parse + +def reader_connection(): + host=os.environ.get('CLICKHOUSE_HOST') + password=os.environ.get('CLICKHOUSE_PASSWORD') + user=os.environ.get('CLICKHOUSE_USER','default') + if host and password: + return host,password,user + # Local fallback is git-ignored. No credentials are included in evidence. + repo_root=next(p for p in pathlib.Path(__file__).resolve().parents if (p/'.git').exists()) + source=(repo_root/'full-path-realtime/quotes/clickhouse-cloud/_credentials.txt').read_text().split('READER',1)[1] + host=re.search(r'--host\s+(\S+)',source).group(1) + password=re.search(r"--password\s+'([^']+)'",source).group(1) + return host,password,user + +def request(sql, query_id=None, database='quotes_async_t4'): + host,password,user=reader_connection() + params={'readonly':'2','wait_end_of_query':'1','database':database} + if query_id: params['query_id']=query_id + url='https://'+host+':8443/?'+urllib.parse.urlencode(params) + config='\n'.join(['url = '+json.dumps(url),'user = '+json.dumps(user+':'+password), + 'data-binary = '+json.dumps(sql),'silent','show-error','max-time = 40','include']) + start=time.perf_counter() + response=subprocess.run(['curl','--config','-'],input=config.encode(),capture_output=True) + wall=time.perf_counter()-start + output=response.stdout.decode().replace(password,'[redacted]') + error=response.stderr.decode().replace(password,'[redacted]') + # curl includes the HTTP CONNECT block, then the origin response headers. + output=output.replace('\r\n','\n') + blocks=output.split('\n\n') + while len(blocks)>1 and blocks[0].startswith('HTTP/'): + headers=blocks.pop(0) + body='\n\n'.join(blocks) + status=int(headers.splitlines()[0].split()[1]) if 'headers' in locals() else 0 + summary={} + for line in headers.splitlines(): + if line.lower().startswith('x-clickhouse-summary:'): + summary=json.loads(line.split(':',1)[1].strip()) + if response.returncode or status!=200: + raise RuntimeError(json.dumps({'curl_exit':response.returncode,'http_status':status,'error':error,'body':body[:3000]})) + return {'body':body,'headers':headers,'summary':summary,'client_wall_s':wall} + +def bounded(sql, threads=2, output='CSVWithNames'): + return sql.rstrip().rstrip(';')+f" SETTINGS max_threads={threads},max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT {output}" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/8-vs-16.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/8-vs-16.csv new file mode 100644 index 0000000..d2371b4 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/8-vs-16.csv @@ -0,0 +1,7 @@ +query,throughput_8_GB_s,throughput_16_GB_s,throughput_ratio_16_over_8,latency_8_median_ms,latency_16_median_ms,latency_ratio_16_over_8,paired_throughput_ratio_p25,paired_throughput_ratio_median,paired_throughput_ratio_p75,paired_median_bootstrap_95pct_low,paired_median_bootstrap_95pct_high,busy_cores_8,busy_cores_16,GB_per_cpu_s_8,GB_per_cpu_s_16 +D1,3.073391788690567,6.212753946570018,2.0214650046999023,1134.6700365,561.5629799999999,0.4949130248756683,2.014322996886912,2.023438860391919,2.0271499173248495,2.0128964617396505,2.027319912527755,6.470508974330593,13.265497956981447,0.4749845492654657,0.46833929391247103 +D2,2.4486130838962197,4.862754455436011,1.985921943902392,1424.550742,717.3421109999999,0.5035567283429206,1.9813121684175834,1.9867465765306942,1.9898993170585593,1.9806361396492895,1.9912839795202617,6.568421702011178,13.213678287745594,0.37278560893045,0.36800914548871255 +A1,0.12448447419844012,0.122605659460751,0.9849072364261738,4.6929275,4.7191505,1.0055877701072518,0.9508263138774509,0.986641651502222,1.0289415552557546,0.9487849620476659,1.0290836394144391,0.602571326871884,0.43827722038119404,0.20544082211197734,0.2795791673364411 +A2,0.2656895765963836,0.26106920767689695,0.9826098976908471,9.614341,9.725163,1.0115267390661513,0.9465042874727313,0.9896400540829727,1.0113042312952953,0.943899292430675,1.0177520199582162,0.44825053603456577,0.3922804687931328,0.5927256193529584,0.6655167117549523 +A3,2.0173414606786015,2.7445779076684693,1.3604924903220088,20.784805999999996,15.514790000000001,0.7464486317553315,1.3021629632434326,1.3583365738199444,1.3921261855839258,1.3012170136678187,1.4037879796782196,6.188918638546879,9.04616043096645,0.3259602490350821,0.3033969968378343 +A4,3.0717068892222286,4.2251652125327315,1.3755105434563661,20.595665999999998,14.824723,0.7197981847248834,1.361752751752187,1.3769750499196123,1.3932339623124843,1.355154836743901,1.3961078336716133,6.51795453419616,9.586973010331807,0.47126853572031757,0.44071942290640687 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/adjacent-core-comparisons.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/adjacent-core-comparisons.csv new file mode 100644 index 0000000..e79deea --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/adjacent-core-comparisons.csv @@ -0,0 +1,31 @@ +query,lower_cores,higher_cores,throughput_low_GB_s,throughput_high_GB_s,throughput_ratio,ideal_core_ratio,ratio_over_ideal,median_latency_low_ms,median_latency_high_ms,paired_median_ratio,paired_median_bootstrap_95pct_low,paired_median_bootstrap_95pct_high +D1,2,4,0.9115924411038403,1.7200339323979479,1.8868453212656875,2.0,0.9434226606328437,3827.1438785,2024.0201695,1.886829867264661,1.8783050920663897,1.8919913824822499 +D1,4,8,1.7200339323979479,3.073391788690567,1.7868204404583257,2.0,0.8934102202291628,2024.0201695,1134.6700365,1.7863579190594532,1.7811371040876711,1.7904101931658074 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a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/combined-adjacent-comparisons.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/combined-adjacent-comparisons.csv new file mode 100644 index 0000000..8f6cfb0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/combined-adjacent-comparisons.csv @@ -0,0 +1,6 @@ +lower_cores,higher_cores,throughput_ratio,ideal_core_ratio,ratio_over_ideal,paired_ratio_p25,paired_ratio_median,paired_ratio_p75 +2,4,1.8720002138155443,2.0,0.9360001069077721,1.8666910798722562,1.8710643617796165,1.8772079976604374 +4,8,1.7631529063011697,2.0,0.8815764531505849,1.7574151847823196,1.7626721944105745,1.7666038640153903 +8,16,1.869744582735874,2.0,0.934872291367937,1.861356356401831,1.8667197971276903,1.875930656597305 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+ + 30 + + + + + + + + + + + + + 40 + + + + + + + + + + + + + 50 + + + + + + + + + + + + + 60 + + + + Average concurrent CPU use (core equivalents) + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + CPU seconds ÷ server elapsed seconds + + + + + + + + + + D1 · hourly bars + + + + + + + + + D2 · risk and liquidity + + + + + + Selected core limit + + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 2 + + + + + + + + + + + + + 4 + + + + + + + + + + + + + 6 + + + + + + + + + + + + + 8 + + + + + + + + + + + + + 10 + + + + + + + + + + + + + 12 + + + + CPU time per query (seconds) + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + CPU work per query + + + + + + + + + + D1 · hourly bars + + + + + + + + + D2 · risk and liquidity + + + + + How CPU use changes with parallel execution + + + Measured CPU time includes query-associated worker and helper threads. + + + CPU time: query-log UserTimeMicroseconds + SystemTimeMicroseconds. + 12 repetitions per treatment. No smoothing, retries or removed observations. + + + + + + + + + + + diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/cross-node-same-cap.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/cross-node-same-cap.csv new file mode 100644 index 0000000..b69c71d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/cross-node-same-cap.csv @@ -0,0 +1,25 @@ +query,cores,baseline_16vCPU_service_GB_s,new_59vCPU_service_GB_s,same_cap_throughput_ratio,baseline_median_latency_ms,new_median_latency_ms +D1,2,0.8909750500791107,0.9115924411038403,1.0231402563100942,3877.045918,3827.1438785 +D1,4,1.6963562734467978,1.7200339323979479,1.0139579517120185,2047.2024940000001,2024.0201695 +D1,8,3.034959365339022,3.073391788690567,1.0126632414886556,1147.2636465,1134.6700365 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2026-10-11T11:26:49.408016 + image/svg+xml + + + Matplotlib v3.11.2, https://matplotlib.org/ + + + + + + + + + + + + + + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 5 + + + + + + + + + + + + + 10 + + + + + + + + + + + + + 15 + + + + Uncompressed GB/s + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + 2.73 + + + 5.46 + + + 9.63 + + + 15.55 + + + Data processing throughput + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 100 + + + + + + + + + + + + + 200 + + + + + + + + + + + + + 300 + + + + + + + + + + + + + 400 + + + + Million quotes/s + + + + + + + + + + + + + + + + + + + + + + + + + + + + + 70 + + + 140 + + + 247 + + + 399 + + + Quotes processed per second + + + + Drill-down throughput · two ways to express the same work + + + Fixed 113.2B-quote dataset · D1 + D2 · About 89.4M quotes read per query + + + Total measured bytes or read rows / total server execution time. Both drill-downs included equally; idle gaps excluded. + Only rows actually processed count; data skipped by the primary index is excluded. Warm data cache; result cache off. + Parallelism set with max_threads on a fixed 59-vCPU / 236-GiB service. 12 rounds; shading shows IQR. + + + + + + + + + + + diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/drilldown-scaling.png b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/drilldown-scaling.png new file mode 100644 index 0000000..b17390c Binary files /dev/null and b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/drilldown-scaling.png differ diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/drilldown-scaling.svg b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/drilldown-scaling.svg new file mode 100644 index 0000000..732e25f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/drilldown-scaling.svg @@ -0,0 +1,499 @@ + + + + + + + + 2026-10-11T11:26:49.027688 + image/svg+xml + + + Matplotlib v3.11.2, https://matplotlib.org/ + + + + + + + + + + + + + + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 5 + + + + + + + + + + + + + 10 + + + + + + + + + + + + + 15 + + + + Uncompressed GB/s + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + 2.73 + + + 5.46 + + + 9.63 + + + 15.55 + + + Data processing throughput + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 100 + + + + + + + + + + + + + 200 + + + + + + + + + + + + + 300 + + + + + + + + + + + + + 400 + + + + Uncompressed MB/s/core + + + + + + + + + + + + + + + + + + + + + + + + + + + + + 341 + + + 341 + + + 321 + + + 264 + + + Data throughput per CPU core + + + + Drill-downs only · CPU scaling + + + Dataset fixed at 113.2B quotes · D1 + D2, one execution each + + + Combined rate: weighted bytes / weighted query execution time; scheduling idle gaps excluded. Warm data cache; result cache off. + Per-core panel divides by selected cores. Parallelism set with max_threads on a fixed 59-vCPU / 236-GiB service. + 12 measured rounds; shading shows round IQR. Shared axis ranges across options. No smoothing or discarded observations. + + + + + + + + + + + diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/one-of-each-scaling.png b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/one-of-each-scaling.png new file mode 100644 index 0000000..d73cd4d Binary files /dev/null and b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/one-of-each-scaling.png differ diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/one-of-each-scaling.svg b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/one-of-each-scaling.svg new file mode 100644 index 0000000..90fee3a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/one-of-each-scaling.svg @@ -0,0 +1,499 @@ + + + + + + + + 2026-10-11T11:26:49.216444 + image/svg+xml + + + Matplotlib v3.11.2, https://matplotlib.org/ + + + + + + + + + + + + + + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 5 + + + + + + + + + + + + + 10 + + + + + + + + + + + + + 15 + + + + Uncompressed GB/s + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + 2.71 + + + 5.35 + + + 9.28 + + + 14.53 + + + Data processing throughput + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 100 + + + + + + + + + + + + + 200 + + + + + + + + + + + + + 300 + + + + + + + + + + + + + 400 + + + + Uncompressed MB/s/core + + + + + + + + + + + + + + + + + + + + + + + + + + + + + 339 + + + 335 + + + 309 + + + 246 + + + Data throughput per CPU core + + + + One execution of each query · CPU scaling + + + Dataset fixed at 113.2B quotes · D1 + D2 + A1 + A2 + A3 + A4, equal counts + + + Combined rate: weighted bytes / weighted query execution time; scheduling idle gaps excluded. Warm data cache; result cache off. + Per-core panel divides by selected cores. Parallelism set with max_threads on a fixed 59-vCPU / 236-GiB service. + 12 measured rounds; shading shows round IQR. Shared axis ranges across options. No smoothing or discarded observations. + + + + + + + + + + + diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/scaling-summary.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/scaling-summary.csv new file mode 100644 index 0000000..67eaa06 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/scaling-summary.csv @@ -0,0 +1,37 @@ +query,max_threads,n,throughput_GB_s,cpu_observations,average_busy_cores,GB_per_cpu_s,cpu_utilization_of_59_pct,read_GB_mean,read_rows_mean,result_rows,page_cache_misses_sum,object_storage_read_bytes_sum,cpu_wait_s_sum,io_wait_s_sum,latency_ms_p25,latency_ms_median,latency_ms_p75,latency_ms_p95,latency_ms_min,latency_ms_max,trial_throughput_GB_s_p25,trial_throughput_GB_s_median,trial_throughput_GB_s_p75,trial_throughput_GB_s_p95,trial_throughput_GB_s_min,trial_throughput_GB_s_max,cpu_s_p25,cpu_s_median,cpu_s_p75,cpu_s_p95,cpu_s_min,cpu_s_max,peak_memory_MiB_p25,peak_memory_MiB_median,peak_memory_MiB_p75,peak_memory_MiB_p95,peak_memory_MiB_min,peak_memory_MiB_max,speedup_vs_2_cores,cap_scaling_efficiency_pct 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+A4,16,12,4.2251652125327315,12,9.586973010331807,0.44071942290640687,16.249106797172555,0.063248636,1860254,193,0,0,7e-06,0.0,14.680671,14.824723,15.25943225,15.75085165,14.288658,15.890979,4.1451115907712985,4.266476022470145,4.308296827480761,4.383289919037739,3.9801598126836617,4.426492396976679,0.13937475,0.141059,0.14762925000000002,0.1524952,0.138819,0.154319,5.455074310302734,6.673439025878906,7.386344909667969,15.879144144058214,4.579975128173828,25.791508674621582,4.3845080347563465,54.80635043445433 +A4,30,12,5.25121835563317,12,13.03859972959171,0.40274404188628365,22.099321575579168,0.063248636,1860254,193,0,0,1.7e-05,0.0,11.46564125,11.9595625,12.580816500000001,12.85097865,11.424351,12.891214999999999,5.027700907535968,5.288590976152843,5.5163668179019965,5.534183738263435,4.906336291808026,5.536300136436634,0.1537605,0.1557175,0.15999775,0.16660795,0.147777,0.168946,12.63833236694336,12.638439178466797,12.840441703796387,41.50019931793213,12.634624481201172,42.04700183868408,5.449256517648014,36.32837678432009 +A4,59,12,5.321097079361395,12,12.938670292400662,0.4112553267924806,21.929949648136716,0.063248636,1860254,193,0,0,3.2e-05,0.0,11.609860000000001,11.7832255,12.006582,12.7941945,11.267414,13.086701,5.268131477661482,5.367685618804263,5.448350664434789,5.581945362240922,4.833046617325482,5.613411915103146,0.14948075,0.15136149999999998,0.15284350000000002,0.16833344999999997,0.148363,0.179862,12.638202667236328,12.638469696044922,12.638607025146484,12.770044136047362,12.63467788696289,12.930633544921875,5.521770563900247,18.71786631830592 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/thread-scaling.png b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/thread-scaling.png new file mode 100644 index 0000000..c488556 Binary files /dev/null and b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/thread-scaling.png differ diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/thread-scaling.svg b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/thread-scaling.svg new file mode 100644 index 0000000..2fdb681 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/thread-scaling.svg @@ -0,0 +1,925 @@ + + + + + + + + 2026-10-11T11:26:48.776927 + image/svg+xml + + + Matplotlib v3.11.2, https://matplotlib.org/ + + + + + + + + + + + + + + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + + + + 0.0 + + + + + + + + + + + + + 2.5 + + + + + + + + + + + + + 5.0 + + + + + + + + + + + + + 7.5 + + + + + + + + + + + + + 10.0 + + + + + + + + + + + + + 12.5 + + + + + + + + + + + + + 15.0 + + + + + + + + + + + + + 17.5 + + + + + + + + + + + + + 20.0 + + + + Uncompressed data processing throughput (GB/s) + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + 17.27 GB/s + + + 14.14 GB/s + + + Drill-downs: about 3.49 GB read per query + + + + + + + + + + D1 · hourly bars + + + + + + + + + D2 · risk and liquidity + + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + 5 + + + + + + + + + + + + + 10 + + + + + + + + + + + + + 20 + + + + + + + + + + + + + 50 + + + + + + + + + + + + + 100 + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + Server execution time (ms, log scale) + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + Aggregations: smaller scans gain less + + + + + + + + + + A1 · single-symbol summary + + + + + + + + + A2 · watchlist summary + + + + + + + + + A3 · top movers + + + + + + + + + A4 · daily activity + + + + + More CPU cores increase drill-down throughput + + + Fixed read service: 59 vCPUs · 236 GiB | Same dataset | Warm data cache | Result cache off + + + 12 repetitions per query and limit. Throughput: total bytes / total server time. Latency: median. Shading: IQR. + Queries run sequentially in shuffled order. CPU parallelism is controlled with max_threads on the fixed service. + + + + + + + + + + + diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/validation.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/validation.json new file mode 100644 index 0000000..467d7ab --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/validation.json @@ -0,0 +1,31 @@ +{ + "total_trials": 504, + "measured_trials": 432, + "pilot_trials": 36, + "warmup_trials": 36, + "measured_window_start_utc": "2026-10-11 10:13:31.317108", + "measured_window_end_utc": "2026-10-11 10:20:34.280989", + "hosts": [ + "c-tanaws-ce-98-server-kbwf0p0-0.c-tanaws-ce-98-server-headless.ns-tanaws-ce-98.svc.cluster.local" + ], + "failures": 0, + "missing_logs": 0, + "duplicate_logs": 0, + "result_cache_reads": 0, + "measured_page_cache_misses": 0, + "measured_object_storage_read_bytes": 0, + "all_thread_caps_confirmed_in_query_log": true, + "all_http_rows_and_bytes_match_query_log": true, + "all_result_row_counts_below_limit": true, + "outliers_removed": 0, + "measured_trials_without_cpu_counters": 34, + "caveat": "Bootstrap interval measures repeat variation in this session, not portability to other hosts or datasets.", + "active_parts_unchanged": true, + "node_and_version_unchanged": true, + "capacity_after_vCPUs": 59.0, + "capacity_after_GiB": 236.0, + "capacity_constant_in_async_metric_log": true, + "other_initial_queries": 1026, + "other_query_cpu_s": 33.93343499999999, + "background_merge_tasks_max_sampled": 2 +} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/workload-options.png b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/workload-options.png new file mode 100644 index 0000000..e03951e Binary files /dev/null and b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/workload-options.png differ diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/workload-options.svg b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/workload-options.svg new file mode 100644 index 0000000..d75c14c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/derived/workload-options.svg @@ -0,0 +1,561 @@ + + + + + + + + 2026-10-11T11:26:49.309500 + image/svg+xml + + + Matplotlib v3.11.2, https://matplotlib.org/ + + + + + + + + + + + + + + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 5 + + + + + + + + + + + + + 10 + + + + + + + + + + + + + 15 + + + + Uncompressed GB/s + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + Data processing throughput + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + + + + + + + 30 + + + + + + + + + + 59 + + + + CPU cores + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 100 + + + + + + + + + + + + + 200 + + + + + + + + + + + + + 300 + + + + + + + + + + + + + 400 + + + + Uncompressed MB/s/core + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + Data throughput per CPU core + + + + Three workload options from the same measurements + + + Fixed 113.2B-quote dataset · 59-vCPU / 236-GiB service · 12 repeats at each core setting + + + Each option keeps its weights fixed across cores. Primary benchmark mix: D1/D2 once each; A1–A4 six times each. + Rates exclude idle gaps and use server execution time. CPU cores controls max_threads; physical service capacity stays fixed. + Warm data cache; result cache off. No smoothing, automatic retries or removed observations. + + + + + + + + + + Drill-downs only + + + + + + + + + Original query-frequency mix + + + + + + + + + One execution of each query + + + + + + + + + + + + diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/extend_analysis.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/extend_analysis.py new file mode 100644 index 0000000..0d4dd7f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/extend_analysis.py @@ -0,0 +1,62 @@ +#!/usr/bin/env python3 +"""Adjacent-cap comparisons and same-cap bridge to the previous node.""" +import csv +import pathlib +import random +import statistics +from analyze import quantile, write_csv + +ROOT=pathlib.Path(__file__).resolve().parent +BASE=ROOT.with_name('2026-10-11') +caps=[2,4,8,16,30,59] +summary=list(csv.DictReader((ROOT/'derived/scaling-summary.csv').open())) +index={(r['query'],int(r['max_threads'])):r for r in summary} +trials=[r for r in csv.DictReader((ROOT/'derived/all-trials.csv').open()) if r['phase']=='measured'] +adjacent=[] +rng=random.Random(6112026) +for query in ['D1','D2','A1','A2','A3','A4']: + measured={(int(r['round']),int(r['max_threads'])):r for r in trials if r['query']==query} + for low,high in zip(caps,caps[1:]): + a,b=index[query,low],index[query,high] + ratios=[float(measured[n,high]['throughput_GB_s'])/float(measured[n,low]['throughput_GB_s']) for n in range(1,13)] + boot=[statistics.median(rng.choices(ratios,k=12)) for _ in range(10000)] + ratio=float(b['throughput_GB_s'])/float(a['throughput_GB_s']) + adjacent.append({'query':query,'lower_cores':low,'higher_cores':high, + 'throughput_low_GB_s':float(a['throughput_GB_s']), + 'throughput_high_GB_s':float(b['throughput_GB_s']), + 'throughput_ratio':ratio,'ideal_core_ratio':high/low, + 'ratio_over_ideal':ratio/(high/low), + 'median_latency_low_ms':float(a['latency_ms_median']), + 'median_latency_high_ms':float(b['latency_ms_median']), + 'paired_median_ratio':quantile(ratios,.5), + 'paired_median_bootstrap_95pct_low':quantile(boot,.025), + 'paired_median_bootstrap_95pct_high':quantile(boot,.975)}) +write_csv('adjacent-core-comparisons.csv',adjacent) +baseline={(r['query'],int(r['max_threads'])):r for r in csv.DictReader((BASE/'derived/scaling-summary.csv').open())} +bridge=[] +for query in ['D1','D2','A1','A2','A3','A4']: + for cap in [2,4,8,16]: + a,b=baseline[query,cap],index[query,cap] + bridge.append({'query':query,'cores':cap, + 'baseline_16vCPU_service_GB_s':float(a['throughput_GB_s']), + 'new_59vCPU_service_GB_s':float(b['throughput_GB_s']), + 'same_cap_throughput_ratio':float(b['throughput_GB_s'])/float(a['throughput_GB_s']), + 'baseline_median_latency_ms':float(a['latency_ms_median']), + 'new_median_latency_ms':float(b['latency_ms_median'])}) +write_csv('cross-node-same-cap.csv',bridge) +combined=list(csv.DictReader((ROOT/'derived/combined-workload.csv').open())) +primary={int(r['max_threads']):r for r in combined if r['mix']=='original_frequency'} +rounds={(int(r['round']),int(r['max_threads'])):r for r in csv.DictReader((ROOT/'derived/combined-rounds.csv').open()) if r['mix']=='original_frequency'} +mixed=[] +for low,high in zip(caps,caps[1:]): + ratio=float(primary[high]['throughput_GB_s'])/float(primary[low]['throughput_GB_s']) + pairs=[float(rounds[n,high]['throughput_GB_s'])/float(rounds[n,low]['throughput_GB_s']) for n in range(1,13)] + mixed.append({'lower_cores':low,'higher_cores':high,'throughput_ratio':ratio, + 'ideal_core_ratio':high/low,'ratio_over_ideal':ratio/(high/low), + 'paired_ratio_p25':quantile(pairs,.25),'paired_ratio_median':quantile(pairs,.5), + 'paired_ratio_p75':quantile(pairs,.75)}) +write_csv('combined-adjacent-comparisons.csv',mixed) +for r in combined: + if r['mix']=='original_frequency': + print(r['max_threads'],'cores:',round(float(r['throughput_GB_s']),3),'GB/s') +print('Saved adjacent comparisons and cross-node bridge.') diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/freeze_evidence.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/freeze_evidence.py new file mode 100644 index 0000000..d026127 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/freeze_evidence.py @@ -0,0 +1,26 @@ +#!/usr/bin/env python3 +"""Freeze exact measured SQL and hashes after collection, analysis and reporting.""" +import hashlib +import json +import pathlib +from run_test import queries, workload_sql + +ROOT = pathlib.Path(__file__).resolve().parent +definitions = queries() +for path in (ROOT / 'raw').glob('*.jsonl'): + for line in path.read_text().splitlines(): + row = json.loads(line) + if row['phase'] != 'measured': + continue + sql = workload_sql(definitions[row['query']], row['max_threads'], row['run_id']) + assert hashlib.sha256(sql.encode()).hexdigest() == row['sql_sha256'] + target = ROOT / 'sql' / f"measured-trial-{row['query']}-t{row['max_threads']}.sql" + target.write_text(sql + '\n') +entries = [] +for path in sorted(ROOT.rglob('*')): + rel = path.relative_to(ROOT) + if not path.is_file() or path.name == 'SHA256SUMS' or any(p in {'__pycache__', '.venv', '.DS_Store'} for p in rel.parts): + continue + entries.append(hashlib.sha256(path.read_bytes()).hexdigest() + ' ' + str(rel)) +(ROOT / 'SHA256SUMS').write_text('\n'.join(entries) + '\n') +print('Verified exact measured SQL; froze', len(entries), 'file hashes.') diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/plot.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/plot.py new file mode 100644 index 0000000..6ad9ed6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/plot.py @@ -0,0 +1,187 @@ +#!/usr/bin/env python3 +"""Evidence-native plots; no smoothing or observation removal.""" +import csv +import pathlib +import matplotlib +matplotlib.use('Agg') +import matplotlib.pyplot as plt +from matplotlib.ticker import ScalarFormatter + +ROOT = pathlib.Path(__file__).resolve().parent +rows = list(csv.DictReader((ROOT / 'derived/scaling-summary.csv').open())) +index = {(r['query'], int(r['max_threads'])): r for r in rows} +threads = [2, 4, 8, 16, 30, 59] +colors = {'D1': '#1479B8', 'D2': '#8A4FAD', 'A1': '#C37D22', 'A2': '#C25454', + 'A3': '#248F73', 'A4': '#1479B8'} +plt.rcParams.update({'font.family': 'DejaVu Sans', 'font.size': 10, + 'axes.spines.top': False, 'axes.spines.right': False, + 'svg.fonttype': 'none', 'figure.facecolor': 'white'}) + + +def axes_style(ax): + ax.set_xscale('linear') + ax.set_xticks(threads) + ax.get_xaxis().set_major_formatter(ScalarFormatter()) + ax.set_xlabel('CPU cores') + ax.grid(axis='y', color='#DDE1E5', linewidth=.7) + ax.set_axisbelow(True) + + +def draw_series(ax, query, metric, lo, hi, label): + values = [float(index[(query, n)][metric]) for n in threads] + lower = [float(index[(query, n)][lo]) for n in threads] + upper = [float(index[(query, n)][hi]) for n in threads] + ax.fill_between(threads, lower, upper, color=colors[query], alpha=.14) + ax.plot(threads, values, color=colors[query], marker='o', linewidth=2, + markersize=5, label=label) + return values + + +fig, axes = plt.subplots(1, 2, figsize=(12, 4.8), gridspec_kw={'width_ratios': [1.1, 1]}) +fig.subplots_adjust(top=.76, bottom=.22, left=.07, right=.97, wspace=.26) +fig.suptitle('More CPU cores increase drill-down throughput', x=.07, ha='left', + fontsize=18, fontweight='bold', y=.97) +fig.text(.07, .88, 'Fixed read service: 59 vCPUs · 236 GiB | Same dataset | Warm data cache | Result cache off', + fontsize=10, color='#4D5660') +for query, label in [('D1', 'D1 · hourly bars'), ('D2', 'D2 · risk and liquidity')]: + values = draw_series(axes[0], query, 'throughput_GB_s', + 'trial_throughput_GB_s_p25', 'trial_throughput_GB_s_p75', label) + axes[0].annotate(f'{values[-1]:.2f} GB/s', (59, values[-1]), xytext=(-6, 10), + textcoords='offset points', ha='right', color=colors[query], fontweight='bold') +axes[0].set_title('Drill-downs: about 3.49 GB read per query', loc='left', fontsize=11) +axes[0].set_ylabel('Uncompressed data processing throughput (GB/s)') +axes[0].set_ylim(0, max(float(index[q, n]['throughput_GB_s']) for q in ['D1', 'D2'] for n in threads)*1.25) +axes[0].legend(loc='upper left', frameon=False, fontsize=9) +for query, label in [('A1', 'A1 · single-symbol summary'), ('A2', 'A2 · watchlist summary'), + ('A3', 'A3 · top movers'), ('A4', 'A4 · daily activity')]: + draw_series(axes[1], query, 'latency_ms_median', 'latency_ms_p25', 'latency_ms_p75', label) +axes[1].set_title('Aggregations: smaller scans gain less', loc='left', fontsize=11) +axes[1].set_ylabel('Server execution time (ms, log scale)') +axes[1].set_yscale('log') +axes[1].set_yticks([5, 10, 20, 50, 100]) +axes[1].get_yaxis().set_major_formatter(ScalarFormatter()) +axes[1].set_ylim(3.5, 160) +axes[1].legend(loc='upper right', frameon=False, fontsize=8) +for ax in axes: + axes_style(ax) +fig.text(.07, .07, '12 repetitions per query and limit. Throughput: total bytes / total server time. Latency: median. Shading: IQR.\n' + 'Queries run sequentially in shuffled order. CPU parallelism is controlled with max_threads on the fixed service.', + fontsize=9, color='#4D5660', linespacing=1.7) +for suffix in ['svg', 'png']: + fig.savefig(ROOT / 'derived' / ('thread-scaling.' + suffix), dpi=180) +plt.close(fig) + +fig, axes = plt.subplots(1, 2, figsize=(11, 4.6)) +fig.subplots_adjust(top=.77, bottom=.24, left=.075, right=.97, wspace=.28) +fig.suptitle('How CPU use changes with parallel execution', + x=.075, ha='left', fontsize=16, fontweight='bold', y=.97) +fig.text(.075, .87, 'Measured CPU time includes query-associated worker and helper threads.', + fontsize=10, color='#4D5660') +for query, label in [('D1', 'D1 · hourly bars'), ('D2', 'D2 · risk and liquidity')]: + group = [index[(query, n)] for n in threads] + axes[0].plot(threads, [float(r['average_busy_cores']) for r in group], + marker='o', color=colors[query], label=label, linewidth=2) + draw_series(axes[1], query, 'cpu_s_median', 'cpu_s_p25', 'cpu_s_p75', label) +axes[0].plot(threads, threads, '--', linewidth=1, color='#A8AEB5', label='Selected core limit') +axes[0].set_ylabel('Average concurrent CPU use (core equivalents)') +axes[0].set_ylim(0, 65) +axes[0].set_title('CPU seconds ÷ server elapsed seconds', loc='left', fontsize=11) +axes[0].legend(loc='upper left', frameon=False, fontsize=9) +axes[1].set_ylabel('CPU time per query (seconds)') +axes[1].set_ylim(0, max(float(index[q, n]['cpu_s_p75']) for q in ['D1', 'D2'] for n in threads)*1.2) +axes[1].set_title('CPU work per query', loc='left', fontsize=11) +axes[1].legend(loc='lower right', frameon=False, fontsize=9) +for ax in axes: + axes_style(ax) +fig.text(.075, .07, 'CPU time: query-log UserTimeMicroseconds + SystemTimeMicroseconds.\n' + '12 repetitions per treatment. No smoothing, retries or removed observations.', + fontsize=9, color='#4D5660', linespacing=1.7) +for suffix in ['svg', 'png']: + fig.savefig(ROOT / 'derived' / ('cpu-scaling.' + suffix), dpi=180) +plt.close(fig) +print('Saved thread-scaling and cpu-scaling as SVG and PNG.') + +all_combined = list(csv.DictReader((ROOT/'derived/combined-workload.csv').open())) +options = [ + ('drilldowns_only', 'Drill-downs only', 'D1 + D2, one execution each', 'drilldown-scaling', '#1479B8'), + ('original_frequency', 'Original query-frequency mix', 'D1/D2 once each; A1–A4 six times each', 'combined-scaling', '#8A4FAD'), + ('one_of_each', 'One execution of each query', 'D1 + D2 + A1 + A2 + A3 + A4, equal counts', 'one-of-each-scaling', '#248F73')] +fields = [ + ('throughput_GB_s', 'throughput_GB_s_p25', 'throughput_GB_s_p75', 'Data processing throughput', 'Uncompressed GB/s'), + ('MB_s_per_thread_limit', 'MB_s_per_thread_limit_p25', 'MB_s_per_thread_limit_p75', 'Data throughput per CPU core', 'Uncompressed MB/s/core')] +limits = [max(float(r[field]) for r in all_combined)*1.22 for field, *_ in fields] + +def combined_axes(ax, title, unit, limit): + ax.set_title(title, loc='left', fontsize=12) + ax.set_ylabel(unit) + axes_style(ax) + ax.set_xlim(1.7,68) + ax.set_ylim(0,limit) + +for mix, title, description, name, color in options: + combined = [r for r in all_combined if r['mix']==mix] + cores = [int(r['max_threads']) for r in combined] + fig, axes = plt.subplots(1,2,figsize=(11.5,4.8)) + fig.subplots_adjust(top=.75,bottom=.31,left=.075,right=.97,wspace=.28) + fig.suptitle(title+' · CPU scaling',x=.075,ha='left',fontsize=18,fontweight='bold',y=.97) + fig.text(.075,.87,'Dataset fixed at 113.2B quotes · '+description,fontsize=10,color='#4D5660') + for j, (ax, (field,low,high,panel,unit)) in enumerate(zip(axes,fields)): + values=[float(r[field]) for r in combined] + ax.fill_between(cores,[float(r[low]) for r in combined],[float(r[high]) for r in combined],color=color,alpha=.14) + ax.plot(cores,values,'o-',color=color,linewidth=2,markersize=6) + combined_axes(ax,panel,unit,limits[j]) + for x,y in zip(cores,values): + if x < 8: + continue + ax.annotate(f'{y:.2f}' if j==0 else f'{y:.0f}',(x,y),xytext=(0,9),textcoords='offset points',ha='center',color=color,fontweight='bold') + fig.text(.075,.075,'Combined rate: weighted bytes / weighted query execution time; scheduling idle gaps excluded. Warm data cache; result cache off.\n' + 'Per-core panel divides by selected cores. Parallelism set with max_threads on a fixed 59-vCPU / 236-GiB service.\n' + '12 measured rounds; shading shows round IQR. Shared axis ranges across options. No smoothing or discarded observations.', + fontsize=8.5,color='#4D5660',linespacing=1.65) + for suffix in ['svg','png']: + fig.savefig(ROOT/'derived'/(name+'.'+suffix),dpi=180) + plt.close(fig) + +fig, axes = plt.subplots(1,2,figsize=(12,5.2)) +fig.subplots_adjust(top=.72,bottom=.32,left=.075,right=.97,wspace=.28) +fig.suptitle('Three workload options from the same measurements',x=.075,ha='left',fontsize=18,fontweight='bold',y=.97) +fig.text(.075,.89,'Fixed 113.2B-quote dataset · 59-vCPU / 236-GiB service · 12 repeats at each core setting',fontsize=10,color='#4D5660') +for mix,title,description,name,color in options: + selected=[r for r in all_combined if r['mix']==mix] + cores=[int(r['max_threads']) for r in selected] + for j,(ax,(field,low,high,panel,unit)) in enumerate(zip(axes,fields)): + ax.plot(cores,[float(r[field]) for r in selected],'o-',color=color,linewidth=2,markersize=5,label=title) + combined_axes(ax,panel,unit,limits[j]) +fig.legend(*axes[0].get_legend_handles_labels(),loc='lower left',bbox_to_anchor=(.068,.17),ncol=3,frameon=False,fontsize=9) +fig.text(.075,.055,'Each option keeps its weights fixed across cores. Primary benchmark mix: D1/D2 once each; A1–A4 six times each.\n' + 'Rates exclude idle gaps and use server execution time. CPU cores controls max_threads; physical service capacity stays fixed.\n' + 'Warm data cache; result cache off. No smoothing, automatic retries or removed observations.',fontsize=8.5,color='#4D5660',linespacing=1.65) +for suffix in ['svg','png']: + fig.savefig(ROOT/'derived'/('workload-options.'+suffix),dpi=180) +plt.close(fig) +print('Saved three combined options and workload-options as SVG and PNG.') + +drilldowns = [r for r in all_combined if r['mix']=='drilldowns_only'] +cores = [int(r['max_threads']) for r in drilldowns] +fig, axes = plt.subplots(1,2,figsize=(11.5,4.8)) +fig.subplots_adjust(top=.75,bottom=.30,left=.075,right=.97,wspace=.28) +fig.suptitle('Drill-down throughput · two ways to express the same work',x=.075,ha='left',fontsize=17,fontweight='bold',y=.97) +fig.text(.075,.87,'Fixed 113.2B-quote dataset · D1 + D2 · About 89.4M quotes read per query',fontsize=10,color='#4D5660') +for ax, field, low, high, title, unit in [ + (axes[0], 'throughput_GB_s','throughput_GB_s_p25','throughput_GB_s_p75','Data processing throughput','Uncompressed GB/s'), + (axes[1], 'million_read_rows_s','million_read_rows_s_p25','million_read_rows_s_p75','Quotes processed per second','Million quotes/s')]: + values=[float(r[field]) for r in drilldowns] + ax.fill_between(cores,[float(r[low]) for r in drilldowns],[float(r[high]) for r in drilldowns],color='#1479B8',alpha=.14) + ax.plot(cores,values,'o-',color='#1479B8',linewidth=2,markersize=6) + combined_axes(ax,title,unit,max(values)*1.22) + for x,y in zip(cores,values): + if x < 8: + continue + ax.annotate(f'{y:.2f}' if ax==axes[0] else f'{y:.0f}',(x,y),xytext=(0,9),textcoords='offset points',ha='center',color='#1479B8',fontweight='bold') +fig.text(.075,.07,'Total measured bytes or read rows / total server execution time. Both drill-downs included equally; idle gaps excluded.\n' + 'Only rows actually processed count; data skipped by the primary index is excluded. Warm data cache; result cache off.\n' + 'Parallelism set with max_threads on a fixed 59-vCPU / 236-GiB service. 12 rounds; shading shows IQR.',fontsize=8.5,color='#4D5660',linespacing=1.65) +for suffix in ['svg','png']: + fig.savefig(ROOT/'derived'/('drilldown-metric-options.'+suffix),dpi=180) +plt.close(fig) +print('Saved drilldown-metric-options as SVG and PNG.') diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/queries/create.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/queries/create.sql new file mode 100644 index 0000000..0b26c2b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/queries/create.sql @@ -0,0 +1,67 @@ +-- ============================================================================= +-- Base table: raw stock quotes +-- Sort key (sym, t) — the per-symbol drilldown query (run hourly) reads a +-- single sym's contiguous block; performance scales with that symbol's +-- data size, which is the point. +-- ============================================================================= +CREATE TABLE IF NOT EXISTS quotes ( + sym String, + bx UInt8, + bp Float64, + bs UInt64, + ax UInt8, + ap Float64, + `as` UInt64, + c UInt8, + i Array(UInt8), + t UInt64, + q UInt64, + z UInt8 +) +ENGINE = MergeTree +ORDER BY (sym, t); + +-- ============================================================================= +-- MV target: per-symbol-per-day summary (AggregatingMergeTree) +-- +-- Sort key (sym, day) — most dashboard queries are sym-centric (watchlist, +-- single-stock view, drilldown summary). The single-sym query has speed that +-- scales with the data size for that sym, exercising the clustering. +-- ============================================================================= +CREATE TABLE IF NOT EXISTS quotes_daily ( + sym String, + day Date, + n_quotes SimpleAggregateFunction(sum, UInt64), + bp_min SimpleAggregateFunction(min, Float64), + bp_max SimpleAggregateFunction(max, Float64), + ap_min SimpleAggregateFunction(min, Float64), + ap_max SimpleAggregateFunction(max, Float64), + bs_sum SimpleAggregateFunction(sum, UInt64), + as_sum SimpleAggregateFunction(sum, UInt64), + spread_sum SimpleAggregateFunction(sum, Float64) +) +ENGINE = AggregatingMergeTree +ORDER BY (sym, day); + +-- ============================================================================= +-- MV: aggregates every INSERT into `quotes` into per-symbol-per-day summaries +-- +-- NOTE: CREATE MATERIALIZED VIEW IF NOT EXISTS does NOT alter an existing +-- view's SELECT. If you change the schema, drop both `quotes_daily_mv` and +-- `quotes_daily` first, then re-run this file. +-- ============================================================================= +CREATE MATERIALIZED VIEW IF NOT EXISTS quotes_daily_mv TO quotes_daily AS +SELECT + sym, + toDate(toDateTime(intDiv(t, 1000))) AS day, + + toUInt64(count()) AS n_quotes, + min(bp) AS bp_min, + max(bp) AS bp_max, + min(ap) AS ap_min, + max(ap) AS ap_max, + sum(bs) AS bs_sum, + sum(`as`) AS as_sum, + sum(ap - bp) AS spread_sum +FROM quotes +GROUP BY sym, day; diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/queries/queries_mv.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/queries/queries_mv.sql new file mode 100644 index 0000000..a5dd957 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/queries/queries_mv.sql @@ -0,0 +1,67 @@ +-- ============================================================================= +-- Dashboard queries — run every ~10 minutes against the MV. +-- All queries filter by sym only or not at all; never by day. Cost scales +-- with the total data volume, so the benchmark answer changes as the dataset +-- grows. (sym, day) sort key lets sym-filtered queries do a prefix scan. +-- ============================================================================= + +-- ----------------------------------------------------------------------------- +-- 1. SINGLE-SYMBOL ALL-TIME SUMMARY +-- Filter by one sym. Uses (sym, day) sort as a single-sym prefix scan. +-- Cost grows with how much historical data we have for that symbol. +-- ----------------------------------------------------------------------------- +SELECT + count() AS days_traded, + sum(n_quotes) AS total_quotes, + min(bp_min) AS lowest_bid, + max(bp_max) AS highest_bid, + min(ap_min) AS lowest_ask, + max(ap_max) AS highest_ask, + sum(spread_sum) / sum(n_quotes) AS avg_spread, + sum(bs_sum) AS total_bid_volume, + sum(as_sum) AS total_ask_volume +FROM quotes_daily +WHERE sym = 'AAPL'; + +-- ----------------------------------------------------------------------------- +-- 2. WATCHLIST ALL-TIME SUMMARY +-- Small set of symbols, no day filter. Each sym is a prefix scan in +-- (sym, day) order. Cost scales with total data across those symbols. +-- ----------------------------------------------------------------------------- +SELECT + sym, + count() AS days_traded, + sum(n_quotes) AS total_quotes, + min(bp_min) AS lowest_bid, + max(bp_max) AS highest_bid, + sum(spread_sum) / sum(n_quotes) AS avg_spread +FROM quotes_daily +WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') +GROUP BY sym +ORDER BY total_quotes DESC; + +-- ----------------------------------------------------------------------------- +-- 3. TOP MOVERS HISTORICALLY — no filter, full MV scan +-- Per-symbol historical price range across the entire data window. +-- Cost scales with the full MV size. +-- ----------------------------------------------------------------------------- +SELECT + sym, + (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range +FROM quotes_daily +GROUP BY sym +ORDER BY abs(pct_range) DESC +LIMIT 20; + +-- ----------------------------------------------------------------------------- +-- 4. DAILY MARKET ACTIVITY TIME SERIES — no filter, full MV scan +-- Market-wide totals per day. Cost scales with the full MV size. +-- ----------------------------------------------------------------------------- +SELECT + day, + sum(n_quotes) AS total_quotes, + sum(bs_sum) + sum(as_sum) AS total_volume, + sum(spread_sum) / sum(n_quotes) AS avg_spread +FROM quotes_daily +GROUP BY day +ORDER BY day; diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/queries/queries_raw.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/queries/queries_raw.sql new file mode 100644 index 0000000..7b91ab3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/queries/queries_raw.sql @@ -0,0 +1,56 @@ +-- ============================================================================= +-- DRILLDOWN — TWO queries, run ~hourly against the raw quotes table. +-- Both are single-symbol (sym only, no time filter) drilldowns; cost scales with +-- that symbol's data volume. Exercises the (sym, t) sort key. +-- +-- Q1 = HOURLY OHLCV BARS — the canonical "show me this symbol's chart" query: +-- per-hour OHLC + VWAP + volume + volatility + spread. High-cardinality +-- GROUP BY (where ClickHouse's hash aggregation wins). +-- Q2 = RISK & LIQUIDITY PROFILE (a.k.a. "B7") — a single-row microstructure +-- stats panel: realized volatility, spread distribution + tail risk +-- (skew/kurtosis/p95/p99), order-book imbalance, spread-vs-depth corr. +-- Single-pass aggregation (where ClickHouse stays I/O-bound while the +-- per-aggregate overhead accumulates on the other engine). +-- +-- The runner times each query separately -> result: [[q1_secs],[q2_secs]]. +-- v1 single-query drilldown is preserved in queries_raw_v1.sql. +-- (A daily-bars variant of Q1 lives in the project history if a coarser grain +-- is wanted.) +-- ============================================================================= + +-- ----------------------------------------------------------------------------- +-- Q1. HOURLY OHLCV BARS +-- ----------------------------------------------------------------------------- +SELECT + toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, + argMin(bp, t) AS open, + max(bp) AS high, + min(bp) AS low, + argMax(bp, t) AS close, + sum(bs) AS volume, + sum(bp * bs) / sum(bs) AS vwap, + stddevPop(bp) AS volatility, + avg(ap - bp) AS avg_spread, + count() AS ticks +FROM quotes +WHERE sym = 'AAPL' +GROUP BY hour +ORDER BY hour; + +-- ----------------------------------------------------------------------------- +-- Q2. RISK & LIQUIDITY PROFILE ("B7") +-- ----------------------------------------------------------------------------- +SELECT + count() AS ticks, + avg((bp + ap) / 2) AS avg_mid, + stddevPop((bp + ap) / 2) AS mid_volatility, + avg(ap - bp) AS avg_spread, + stddevPop(ap - bp) AS spread_volatility, + skewPop(ap - bp) AS spread_skew, + kurtPop(ap - bp) AS spread_kurtosis, + max(ap - bp) AS max_spread, + corr(ap - bp, bs + `as`) AS corr_spread_depth, + avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, + quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 +FROM quotes +WHERE sym = 'AAPL'; \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/raw/reader-scaling-20261011T101134Z-pilot-manifest.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/raw/reader-scaling-20261011T101134Z-pilot-manifest.json new file mode 100644 index 0000000..09dc3bd --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/raw/reader-scaling-20261011T101134Z-pilot-manifest.json @@ -0,0 +1,210 @@ +{ + "run_id": "reader-scaling-20261011T101134Z-pilot", + "phase": "pilot", + "started_at_utc": "20261011T101134Z", + "dataset": "quotes_async_t4", + "threads": [ + 2, + 4, + 8, + 16, + 30, + 59 + ], + "rounds": 1, + "trials": 36, + "seed": 6112026, + "schedule": "sequential, interleaved randomized thread limits; rotated query order; no query overlap", + "cache": "result cache explicitly disabled; underlying data and query-condition caches allowed warm", + "changes": "max_threads only between treatments; settings and data otherwise fixed", + "query_source_hashes": { + "D1": "5b3f1e3a050156769f72a11a6092f6e26e35cde5b4a6f2950035020eed9cab7f", + "D2": "ee475f442f6851b02219a02a6704afa63ec96d63e444bd11f83b2b7505246849", + "A1": "a6e184f6e6b3942c30af6da5449b99d3304b6c49ade8666d09219db7b5a0b04d", + "A2": "d8fb1b588abe4bc91088897d5e7155975d928dac30c794dceecebc651dea3bdd", + "A3": "12a35deccc28e3ad52d6d3e6b4c3a8075acf39d36bc2ac3175517cb6773da951", + "A4": "7a6bd09352e9ce096340f8a0fb2fa4d645c7f12a8702a06e56dced20ecc5a21e" + }, + "plan": [ + { + "round": 1, + "query": "D1", + "max_threads": 8 + }, + { + "round": 1, + "query": "D1", + "max_threads": 4 + }, + { + "round": 1, + "query": "D1", + "max_threads": 30 + }, + { + "round": 1, + "query": "D1", + "max_threads": 2 + }, + { + "round": 1, + "query": "D1", + "max_threads": 59 + }, + { + "round": 1, + "query": "D1", + "max_threads": 16 + }, + { + "round": 1, + "query": "D2", + "max_threads": 30 + }, + { + "round": 1, + "query": "D2", + "max_threads": 59 + }, + { + "round": 1, + "query": "D2", + "max_threads": 2 + }, + { + "round": 1, + "query": "D2", + "max_threads": 4 + }, + { + "round": 1, + "query": "D2", + "max_threads": 16 + }, + { + "round": 1, + "query": "D2", + "max_threads": 8 + }, + { + "round": 1, + "query": "A1", + "max_threads": 59 + }, + { + "round": 1, + "query": "A1", + "max_threads": 4 + }, + { + "round": 1, + "query": "A1", + "max_threads": 8 + }, + { + "round": 1, + "query": "A1", + "max_threads": 30 + }, + { + "round": 1, + "query": "A1", + "max_threads": 16 + }, + { + "round": 1, + "query": "A1", + "max_threads": 2 + }, + { + "round": 1, + "query": "A2", + "max_threads": 4 + }, + { + "round": 1, + "query": "A2", + "max_threads": 16 + }, + { + "round": 1, + "query": "A2", + "max_threads": 59 + }, + { + "round": 1, + "query": "A2", + "max_threads": 2 + }, + { + "round": 1, + "query": "A2", + "max_threads": 30 + }, + { + "round": 1, + "query": "A2", + "max_threads": 8 + }, + { + "round": 1, + "query": "A3", + "max_threads": 2 + }, + { + "round": 1, + "query": "A3", + "max_threads": 16 + }, + { + "round": 1, + "query": "A3", + "max_threads": 30 + }, + { + "round": 1, + "query": "A3", + "max_threads": 4 + }, + { + "round": 1, 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0.5220932080000011, "success": true} +{"round": 12, "query": "A3", "max_threads": 2, "phase": "measured", "run_id": "reader-scaling-20261011T101330Z-measured", "sequence": 430, "query_id": "reader-scaling-20261011T101330Z-measured-430-A3-t2", "client_started_at_utc": "2026-10-11T10:20:32.614009+00:00", "sql_sha256": "453e0df19f97d2095e84d831a73bccbea66f725d943c10dacf7af9ce8771e101", "http_summary": {"read_rows": "1860254", "read_bytes": "42360137", "written_rows": "0", "written_bytes": "0", "total_rows_to_read": "1860254", "result_rows": "20", "result_bytes": "783", "elapsed_ns": "62552195", "memory_usage": "3424117"}, "client_wall_s": 0.5605871660000048, "success": true} +{"round": 12, "query": "A3", "max_threads": 8, "phase": "measured", "run_id": "reader-scaling-20261011T101330Z-measured", "sequence": 431, "query_id": "reader-scaling-20261011T101330Z-measured-431-A3-t8", "client_started_at_utc": "2026-10-11T10:20:33.175633+00:00", "sql_sha256": 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"success": true} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/report.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/report.py new file mode 100644 index 0000000..ef0eb0f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/report.py @@ -0,0 +1,107 @@ +#!/usr/bin/env python3 +"""Write the findings report from saved, validated evidence; no network access.""" +import csv +import json +import pathlib + +ROOT = pathlib.Path(__file__).resolve().parent +def read(name): + return list(csv.DictReader((ROOT / name).open())) +def f(row, key): + return float(row[key]) +caps = [2,4,8,16,30,59] +combined = {(r['mix'],int(r['max_threads'])):r for r in read('derived/combined-workload.csv')} +summary = {(r['query'],int(r['max_threads'])):r for r in read('derived/scaling-summary.csv')} +validation = json.loads((ROOT/'derived/validation.json').read_text()) +before = read('results/00-identity-before.csv')[0] +dd = {n:combined['drilldowns_only',n] for n in caps} +ratio = f(dd[16],'throughput_GB_s')/f(dd[8],'throughput_GB_s') +speedup = f(dd[59],'throughput_GB_s')/f(dd[2],'throughput_GB_s') +lines = [ + '# Reader CPU scaling on a 59-vCPU service: measured findings', '', + f"The combined drill-down workload rises from **{f(dd[2],'throughput_GB_s'):.2f} GB/s at 2 cores to {f(dd[59],'throughput_GB_s'):.2f} GB/s at 59 cores: {speedup:.2f}× throughput**. From 8 to 16 cores it rises from **{f(dd[8],'throughput_GB_s'):.2f} to {f(dd[16],'throughput_GB_s'):.2f} GB/s ({ratio:.3f}×)**. That step is essentially linear; gains taper at the larger core settings.", '', + 'The measurements support a chart showing strong parallel scaling for these drill-downs. They do not support a claim of perfect linear scaling across every query and all 2–59 core settings. All six core points were measured on one fixed **59-vCPU / 236-GiB** read service, using `max_threads` to control parallelism. They are not six physical service-size measurements.', '', + '## Three workload options', '', + 'Each option keeps the same weights at every core setting. The original-frequency mix remains the benchmark-wide primary result. The drill-down-only subset is a separate, explicitly scoped option for illustrating scan parallelism. The one-of-each mix is a sensitivity check, not a replacement for the benchmark schedule.', '', + '| CPU cores | Drill-downs only GB/s | Original-frequency mix GB/s | One of each query GB/s |', + '|---:|---:|---:|---:|'] +for cap in caps: + values=[f(combined[mix,cap],'throughput_GB_s') for mix in ['drilldowns_only','original_frequency','one_of_each']] + lines.append(f'| {cap} | {values[0]:.3f} | {values[1]:.3f} | {values[2]:.3f} |') +lines += ['', + '- Drill-downs only: D1 and D2 once each.', + '- Original-frequency mix: D1/D2 once each; A1–A4 six times each, matching their original hourly / ten-minute cadence.', + '- One of each query: equal counts of D1, D2, A1, A2, A3 and A4.', '', + 'Every rate is weighted total uncompressed read bytes divided by weighted total server execution time. Idle scheduling gaps are excluded. These are rates while queries execute, not sustained ingestion rates or hourly service throughput.', '', + '![Workload options](derived/workload-options.png)', '', + '## Recommended drill-down view', '', + 'Use **CPU cores** on a linear x-axis, with a fixed 113.2B-quote dataset and one combined D1/D2 curve. GB/s aligns with the existing data-processing visual. A rows-per-second version is also valid when it counts rows actually processed.', '', + '| CPU cores | Uncompressed GB/s | Million quotes processed/s | MB/s per selected core |', + '|---:|---:|---:|---:|'] +for cap in caps: + r=dd[cap] + lines.append(f"| {cap} | {f(r,'throughput_GB_s'):.3f} | {f(r,'million_read_rows_s'):.1f} | {f(r,'MB_s_per_thread_limit'):.1f} |") +lines += ['', + '![Drill-down metric options](derived/drilldown-metric-options.png)', '', + 'The raw table contains **113,217,743,918 quotes**. Each drill-down selects AAPL through the `(sym, t)` primary-key prefix and reads about **89.4M quotes / 3.49GB uncompressed**. It does not scan the entire raw table. Dividing the complete 113.2B dataset by its latency would include index-skipped data in the apparent processing rate. The measured rows/s variant excludes skipped data.', '', + 'The per-core panel divides throughput by the selected core budget. The existing ingestion-progress visual normalizes by measured CPU work. Those denominators differ and should remain explicit.', '', + '### Adjacent core settings', '', + '| Change | Core-count factor | Drill-down throughput factor |', + '|---|---:|---:|'] +for low,high in zip(caps,caps[1:]): + observed=f(dd[high],'throughput_GB_s')/f(dd[low],'throughput_GB_s') + lines.append(f'| {low} → {high} | {high/low:.3f}× | {observed:.3f}× |') +lines += ['', + 'The 2→59 span uses 29.5× as many permitted processing cores and delivers about 19.4× drill-down throughput. The larger settings therefore show diminishing returns. The comparison isolates parallelism on the large service; it cannot establish the performance or cost of physically downsizing to a 2-vCPU / 8-GiB node.', '', + '## Individual-query evidence', '', + 'Pooled GB/s and median server execution time; 12 repetitions per cell. Every measured observation is included.', '', + '| Query | 8-core GB/s | 16-core GB/s | 30-core GB/s | 59-core GB/s | 8-core latency | 16-core latency | 59-core latency |', + '|---|---:|---:|---:|---:|---:|---:|---:|'] +names={'D1':'D1 · hourly OHLCV bars','D2':'D2 · risk / liquidity profile','A1':'A1 · single-symbol summary','A2':'A2 · watchlist summary','A3':'A3 · top movers','A4':'A4 · daily activity'} +for q in names: + a,b,c,d=(summary[q,n] for n in [8,16,30,59]) + lines.append(f"| {names[q]} | {f(a,'throughput_GB_s'):.3f} | {f(b,'throughput_GB_s'):.3f} | {f(c,'throughput_GB_s'):.3f} | {f(d,'throughput_GB_s'):.3f} | {f(a,'latency_ms_median'):.3f} ms | {f(b,'latency_ms_median'):.3f} ms | {f(d,'latency_ms_median'):.3f} ms |") +lines += ['', + '![Individual-query scaling](derived/thread-scaling.png)', '', + 'A1/A2 already execute in roughly 5–10ms at the smallest tested setting and gain little from extra cores. A3/A4 improve from roughly 63–65ms at 2 cores to about 12–13ms at 30/59 cores. Their timings flatten at the larger settings. This supports calling them already very fast for this workload; it does not prove they are as fast as theoretically possible.', '', + '## CPU work', '', + 'CPU seconds are query-log `UserTimeMicroseconds + SystemTimeMicroseconds`. Dividing by server elapsed time gives average concurrent CPU use in core equivalents. Peak thread usage also includes helper threads and is not a count of busy CPU cores.', '', + '| Query / cores | Average concurrent CPU use | Median CPU seconds | GB per CPU second |', + '|---|---:|---:|---:|'] +for q in ['D1','D2']: + for cap in [2,8,16,30,59]: + r=summary[q,cap] + lines.append(f"| {q} / {cap} | {f(r,'average_busy_cores'):.2f} | {f(r,'cpu_s_median'):.3f} | {f(r,'GB_per_cpu_s'):.3f} |") +lines += ['', + '![CPU scaling](derived/cpu-scaling.png)', '', + 'The substantial scans spread roughly similar total CPU work across more cores, with a modest rise in CPU work at the highest setting. At 59, average query-associated CPU use is about 39–41 core equivalents. The experiment does not isolate the cause of diminishing returns, so it should not attribute them to a particular hardware or scheduling bottleneck.', '', + f"{validation['measured_trials_without_cpu_counters']} measured A1 observations lack nonzero CPU counters. Their CPU-derived fields are marked unavailable; all latency, byte, row, memory and cache observations remain included. Every D1, D2, A2, A3 and A4 observation has positive CPU counters. The drill-down-only combined CPU figures therefore have complete coverage.", '', + '## Same-cap bridge to the 16-vCPU baseline', '', + 'The lower core settings were repeated on the larger node. The main curve uses only measurements from that node. The bridge records possible host, cache and timing differences rather than assuming exact equivalence.', '', + '| Query | New-node / baseline throughput at 8 cores | At 16 cores |', + '|---|---:|---:|'] +bridge={(r['query'],int(r['cores'])):r for r in read('derived/cross-node-same-cap.csv')} +for q in names: + lines.append(f"| {q} | {f(bridge[q,8],'same_cap_throughput_ratio'):.3f}× | {f(bridge[q,16],'same_cap_throughput_ratio'):.3f}× |") +lines += ['', + 'Exact comparisons for 2/4/8/16 are saved in `derived/cross-node-same-cap.csv`. Both runs used ClickHouse 26.6.1.2292 and identical active benchmark parts. The physical node and memory capacity changed between runs; those differences are preserved in their metadata.', '', + '## Validation and environment', '', + f"- Version **{before['version']}**, server timezone UTC. One node, unchanged identity/version with increasing uptime before/after.", + f"- Measured window: **{validation['measured_window_start_utc']}–{validation['measured_window_end_utc']} UTC**.", + '- 36 pilot + 36 additional warmup + **432 measured** executions; 12 measured repeats for each of six queries and six core settings.', + '- **504/504** initial server-query records collected; no failed, missing or duplicate observations, automatic retries or removed outliers.', + '- All core settings confirmed in query-log Settings; result cache off and no result-cache reads; parallel replicas disabled.', + '- HTTP read-byte/row counters exactly match query logs. Nanosecond server timings agree with rounded query-log durations.', + '- Result guards remain non-binding; A3 retains LIMIT 20. FORMAT Null excludes result-transfer time. Client transport wall time is preserved separately.', + '- Raw and summary table parts, row counts, stored bytes, marks and modification times remain identical before/after and match the baseline.', + '- 424 asynchronous metric samples per capacity field confirm constant **59 vCPUs / 236GiB** during measurement.', + '- No measured page-cache misses or object-storage read bytes were recorded; underlying caches were warmed, while the query-result cache stayed disabled.', + f"- {validation['other_initial_queries']} other initial-query records overlap the measured window, with {validation['other_query_cpu_s']:.2f} reported CPU seconds. Sampled background merge tasks reach {validation['background_merge_tasks_max_sampled']}; the benchmark data parts remain unchanged. The service is not assumed to be otherwise idle.", + '- Latencies are server execution times on a warm-cache, fixed dataset. This is a controlled parallelism experiment separate from the original active-ingestion benchmark.', + '- IQRs and paired/bootstrap statistics describe repeat variation in this session. Twelve repeats do not establish a production tail-latency SLA or portability across hosts, datasets and physical tiers.', '', + '## Reproduce', '', + 'See [README.md](README.md) for offline and live commands. `analyze.py`, `combine.py`, `extend_analysis.py`, `report.py` and `plot.py` regenerate findings from saved evidence. SQL, CSV/JSONL, full profile maps, cache counters, service context and file hashes are included. No credentials are included.', '', + 'Per the ClickHouse `agent-query-safety` rule, queries use readonly access with explicit row, scan and time guards. Per `schema-pk-filter-on-orderby`, saved plans verify the selective `sym` prefix. A3/A4 intentionally scan the complete small maintained summary table within those bounds.', '', + 'Official references: [max_threads](https://clickhouse.com/docs/reference/settings/session-settings/max-threads#max_threads), [Query complexity restrictions](https://clickhouse.com/docs/operations/settings/query-complexity), [Choosing a primary key](https://clickhouse.com/docs/best-practices/choosing-a-primary-key).', ''] +(ROOT/'REPORT.md').write_text('\n'.join(lines)) +print('Wrote REPORT.md from validated evidence.') diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/requirements-plot.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/requirements-plot.txt new file mode 100644 index 0000000..71363ac --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/requirements-plot.txt @@ -0,0 +1 @@ +matplotlib==3.11.2 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/00-identity-before.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/00-identity-before.csv new file mode 100644 index 0000000..ee60c4b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/00-identity-before.csv @@ -0,0 +1,2 @@ +"hostname","version","uptime_s","vCPUs","memory_bytes" +"c-tanaws-ce-98-server-kbwf0p0-0","26.6.1.2292",202,59,253403070464 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/00-identity-warmed.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/00-identity-warmed.csv new file mode 100644 index 0000000..19b7752 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/00-identity-warmed.csv @@ -0,0 +1,2 @@ +"hostname","version","uptime_s","vCPUs","memory_bytes" +"c-tanaws-ce-98-server-kbwf0p0-0","26.6.1.2292",319,59,253403070464 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/01-connection.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/01-connection.csv new file mode 100644 index 0000000..f08d559 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/01-connection.csv @@ -0,0 +1,2 @@ +"version","timezone","hostname","now_utc" +"26.6.1.2292","UTC","c-tanaws-ce-98-server-kbwf0p0-0","2026-10-11 10:11:23.618646" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/02-settings.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/02-settings.csv new file mode 100644 index 0000000..9641dbe --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/02-settings.csv @@ -0,0 +1,111 @@ +"name","value","changed","description" +"allow_asynchronous_read_from_io_pool_for_merge_tree","0",0,"Use background I/O pool to read from MergeTree tables. This setting may increase performance for I/O bound queries" +"enable_parallel_replicas","0",1,"Use up to `max_parallel_replicas` the number of replicas from each shard for SELECT query execution. Reading is parallelized and coordinated dynamically. 0 - disabled, 1 - enabled, silently disable them in case of failure, 2 - enabled, throw an exception in case of failure" +"log_queries","1",1,"Setting up query logging. + +Queries sent to ClickHouse with this setup are logged according to the rules in the [query_log](../../operations/server-configuration-parameters/settings.md/#query_log) server configuration parameter. + +Example: + +```text +log_queries=1 +```" +"log_queries_min_query_duration_ms","0",0,"If enabled (non-zero), queries faster than the value of this setting will not be logged (you can think about this as a `long_query_time` for [MySQL Slow Query Log](https://dev.mysql.com/doc/refman/5.7/slow-query-log.html)), and this basically means that you will not find them in the following tables: + +- `system.query_log` +- `system.query_thread_log` + +Only the queries with the following type will get to the log: + +- `QUERY_FINISH` +- `EXCEPTION_WHILE_PROCESSING` + +- Type: milliseconds +- Default value: 0 (any query)" +"log_queries_probability","1",1,"Allows a user to write to [query_log](../../operations/system-tables/query_log.md), [query_thread_log](../../operations/system-tables/query_thread_log.md), and [query_views_log](../../operations/system-tables/query_views_log.md) system tables only a sample of queries selected randomly with the specified probability. It helps to reduce the load with a large volume of queries in a second. + +Possible values: + +- 0 — Queries are not logged in the system tables. +- Positive floating-point number in the range [0..1]. For example, if the setting value is `0.5`, about half of the queries are logged in the system tables. +- 1 — All queries are logged in the system tables." +"log_query_settings","1",0,"Log query settings into the query_log and OpenTelemetry span log." +"max_memory_usage","0",0,"Cloud default value: depends on the amount of RAM on the replica. + +The maximum amount of RAM to use for running a query on a single server. +A value of `0` means unlimited. + +This setting does not consider the volume of available memory or the total volume +of memory on the machine. The restriction applies to a single query within a +single server. + +You can use `SHOW PROCESSLIST` to see the current memory consumption for each query. +Peak memory consumption is tracked for each query and written to the log. + +Memory usage is not fully tracked for states of the following aggregate functions +from `String` and `Array` arguments: +- `min` +- `max` +- `any` +- `anyLast` +- `argMin` +- `argMax` + +Memory consumption is also restricted by the parameters [`max_memory_usage_for_user`](/operations/settings/settings#max_memory_usage_for_user) +and [`max_server_memory_usage`](/operations/server-configuration-parameters/settings#max_server_memory_usage)." +"max_parallel_replicas","100",1,"The maximum number of replicas for each shard when executing a query. + +Possible values: + +- Positive integer. + +**Additional Info** + +This options will produce different results depending on the settings used. + +### Parallel processing using `SAMPLE` key + +A query may be processed faster if it is executed on several servers in parallel. But the query performance may degrade in the following cases: + +- The position of the sampling key in the partitioning key does not allow efficient range scans. +- Adding a sampling key to the table makes filtering by other columns less efficient. +- The sampling key is an expression that is expensive to calculate. +- The cluster latency distribution has a long tail, so that querying more servers increases the query overall latency. + +### Parallel processing using [parallel_replicas_custom_key](#parallel_replicas_custom_key) + +This setting is useful for any replicated table." +"max_threads","2",1,"The maximum number of query processing threads, excluding threads for retrieving data from remote servers (see the ['max_distributed_connections'](/operations/settings/settings#max_distributed_connections) parameter). + +This parameter applies to threads that perform the same stages of the query processing pipeline in parallel. +For example, when reading from a table, if it is possible to evaluate expressions with functions, filter with `WHERE` and pre-aggregate for `GROUP BY` in parallel using at least 'max_threads' number of threads, then 'max_threads' are used. + +For queries that are completed quickly because of a LIMIT, you can set a lower 'max_threads'. +For example, if the necessary number of entries are located in every block and max_threads = 8, then 8 blocks are retrieved, although it would have been enough to read just one. +The smaller the `max_threads` value, the less memory is consumed. + +The `max_threads` setting by default matches the number of hardware threads (number of CPU cores) available to ClickHouse. +As a special case, for x86 processors with less than 32 CPU cores and SMT (e.g. Intel HyperThreading), ClickHouse uses the number of logical cores (= 2 x physical core count) by default. + +Without SMT (e.g. Intel HyperThreading), this corresponds to the number of CPU cores. + +For ClickHouse Cloud users, the default value will display as `auto(N)` where N matches the vCPU size of your service e.g. 2vCPU/8GiB, 4vCPU/16GiB etc. +See the settings tab in the Cloud console for a list of all service sizes." +"use_query_cache","0",0,"If turned on, `SELECT` queries may utilize the [query cache](../query-cache.md). Parameters [enable_reads_from_query_cache](#enable_reads_from_query_cache) +and [enable_writes_to_query_cache](#enable_writes_to_query_cache) control in more detail how the cache is used. + +Possible values: + +- 0 - Disabled +- 1 - Enabled" +"use_query_condition_cache","1",0,"Enable the [query condition cache](/operations/query-condition-cache). The cache stores ranges of granules in data parts which do not satisfy the condition in the `WHERE` clause, +and reuse this information as an ephemeral index for subsequent queries. + +Possible values: + +- 0 - Disabled +- 1 - Enabled" +"use_uncompressed_cache","0",0,"Whether to use a cache of uncompressed blocks. Accepts 0 or 1. By default, 0 (disabled). +Using the uncompressed cache (only for tables in the MergeTree family) can significantly reduce latency and increase throughput when working with a large number of short queries. Enable this setting for users who send frequent short requests. Also pay attention to the [uncompressed_cache_size](/operations/server-configuration-parameters/settings#uncompressed_cache_size) configuration parameter (only set in the config file) – the size of uncompressed cache blocks. By default, it is 8 GiB. The uncompressed cache is filled in as needed and the least-used data is automatically deleted. + +For queries that read at least a somewhat large volume of data (one million rows or more), the uncompressed cache is disabled automatically to save space for truly small queries. This means that you can keep the 'use_uncompressed_cache' setting always set to 1." diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/03-tables.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/03-tables.csv new file mode 100644 index 0000000..2000a0a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/03-tables.csv @@ -0,0 +1,7 @@ +"database","name","engine","total_rows","total_bytes","sorting_key","primary_key","partition_key" +"quotes_async_t4","quotes","SharedMergeTree",113217743918,427131175214,"sym, t","sym, t","" +"quotes_async_t4","quotes_daily","SharedAggregatingMergeTree",1860254,62305995,"sym, day","sym, day","" +"system","query_log","MergeTree",4302,868219,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" +"system","query_log_1","MergeTree",141321,21040950,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" +"system","query_log_2","MergeTree",1301239,167950321,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" +"system","query_log_3","MergeTree",152899,23063148,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/04-columns.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/04-columns.csv new file mode 100644 index 0000000..7aad9f6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/04-columns.csv @@ -0,0 +1,23 @@ +"table","name","type","comment" +"quotes","sym","String","" +"quotes","bx","UInt8","" +"quotes","bp","Float64","" +"quotes","bs","UInt64","" +"quotes","ax","UInt8","" +"quotes","ap","Float64","" +"quotes","as","UInt64","" +"quotes","c","UInt8","" +"quotes","i","Array(UInt8)","" +"quotes","t","UInt64","" +"quotes","q","UInt64","" +"quotes","z","UInt8","" +"quotes_daily","sym","String","" +"quotes_daily","day","Date","" +"quotes_daily","n_quotes","SimpleAggregateFunction(sum, UInt64)","" +"quotes_daily","bp_min","SimpleAggregateFunction(min, Float64)","" +"quotes_daily","bp_max","SimpleAggregateFunction(max, Float64)","" +"quotes_daily","ap_min","SimpleAggregateFunction(min, Float64)","" +"quotes_daily","ap_max","SimpleAggregateFunction(max, Float64)","" +"quotes_daily","bs_sum","SimpleAggregateFunction(sum, UInt64)","" +"quotes_daily","as_sum","SimpleAggregateFunction(sum, UInt64)","" +"quotes_daily","spread_sum","SimpleAggregateFunction(sum, Float64)","" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/05-parts-before.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/05-parts-before.csv new file mode 100644 index 0000000..6976b76 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/05-parts-before.csv @@ -0,0 +1,11 @@ +"table","name","rows","bytes_on_disk","marks","modification_time" +"quotes","all_0_59961_6",29339609624,109694768756,3584189,"2026-08-09 09:57:00" +"quotes","all_109626_118274_5",3696597509,13860022853,451584,"2026-08-09 01:49:31" +"quotes","all_118275_160519_6",17813060790,67260457708,2176180,"2026-08-09 18:00:25" +"quotes","all_160520_212795_7",21707805957,82076762536,2651793,"2026-08-09 20:42:48" +"quotes","all_212796_257039_6",18430313881,68957966534,2251411,"2026-08-09 21:46:42" +"quotes","all_257040_257255_3",91421964,366267040,11169,"2026-08-09 19:41:52" +"quotes","all_257257_257366_3",43139487,174890761,5268,"2026-10-10 13:45:28" +"quotes","all_59962_109625_7",22095794706,84740039026,2699403,"2026-08-09 09:47:49" +"quotes_daily","all_0_257322_2067",1858616,62260135,228,"2026-10-10 13:43:25" +"quotes_daily","all_257323_257323_1",1638,45860,2,"2026-08-09 19:40:57" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/06-capacity.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/06-capacity.csv new file mode 100644 index 0000000..4abb6de --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/06-capacity.csv @@ -0,0 +1,7 @@ +"metric","value" +"CGroupMaxCPU",59 +"CGroupMemoryTotal",253403070464 +"CGroupMemoryUsed",1586256624 +"CGroupMemoryUsedWithoutPageCache",1549578773 +"MemoryResident",2255773696 +"OSMemoryTotal",265462054912 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/07-background-before.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/07-background-before.csv new file mode 100644 index 0000000..c74bfb3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/07-background-before.csv @@ -0,0 +1 @@ +"elapsed","progress","num_parts","total_size_bytes_compressed","memory_usage" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/08-indexes.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/08-indexes.csv new file mode 100644 index 0000000..f7d3768 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/08-indexes.csv @@ -0,0 +1 @@ +"table","name","type_full","expr","granularity" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/09-event-semantics.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/09-event-semantics.csv new file mode 100644 index 0000000..014182d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/09-event-semantics.csv @@ -0,0 +1,14 @@ +"event","description" +"QueryTimeMicroseconds","Total time of all queries." +"ReadCompressedBytes","Number of bytes (the number of bytes before decompression) read from compressed sources (files, network)." +"QueryConditionCacheHits","Number of times an entry has been found in the query condition cache (and reading of marks can be skipped). Only updated for SELECT queries with SETTING use_query_condition_cache = 1." +"QueryConditionCacheMisses","Number of times an entry has not been found in the query condition cache (and reading of mark cannot be skipped). Only updated for SELECT queries with SETTING use_query_condition_cache = 1." +"SelectedBytes","Number of bytes (uncompressed; for columns as they stored in memory) SELECTed from all tables." +"RealTimeMicroseconds","Total (wall clock) time spent in processing (queries and other tasks) threads (note that this is a sum)." +"UserTimeMicroseconds","Total time spent in processing (queries and other tasks) threads executing CPU instructions in user mode. This includes time CPU pipeline was stalled due to main memory access, cache misses, branch mispredictions, hyper-threading, etc." +"SystemTimeMicroseconds","Total time spent in processing (queries and other tasks) threads executing CPU instructions in OS kernel mode. This is time spent in syscalls, excluding waiting time during blocking syscalls." +"OSIOWaitMicroseconds","Total time a thread spent waiting for a result of IO operation, from the OS point of view. This is real IO that doesn't include page cache." +"OSCPUWaitMicroseconds","Total time a thread was ready for execution but waiting to be scheduled by OS, from the OS point of view." +"OSReadBytes","Number of bytes read from disks or block devices. Doesn't include bytes read from page cache. May include excessive data due to block size, readahead, etc." +"CachedReadBufferReadFromSourceBytes","Bytes read from filesystem cache source (from remote fs, etc)" +"CachedReadBufferReadFromCacheBytes","Bytes read from filesystem cache" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/10-log-fields.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/10-log-fields.csv new file mode 100644 index 0000000..15b0440 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/10-log-fields.csv @@ -0,0 +1,19 @@ +"name","type","comment" +"hostname","LowCardinality(String)","Hostname of the server executing the query." +"event_time_microseconds","DateTime64(6)","Query starting time with microseconds precision." +"query_start_time_microseconds","DateTime64(6)","Start time of query execution with microsecond precision." +"query_duration_ms","UInt64","Duration of query execution in milliseconds." +"read_rows","UInt64","Total number of rows read from all tables and table functions participated in query. It includes usual subqueries, subqueries for IN and JOIN. For distributed queries read_rows includes the total number of rows read at all replicas. Each replica sends it's read_rows value, and the server-initiator of the query summarizes all received and local values. The cache volumes do not affect this value." +"read_bytes","UInt64","Total number of bytes read from all tables and table functions participated in query. It includes usual subqueries, subqueries for IN and JOIN. For distributed queries read_bytes includes the total number of rows read at all replicas. Each replica sends it's read_bytes value, and the server-initiator of the query summarizes all received and local values. The cache volumes do not affect this value." +"result_rows","UInt64","Number of rows in the result of a SELECT query, or the number of rows written by an insert. For a synchronous insert this includes rows written by downstream inserts triggered by the pipeline (such as attached materialized views) on the `query_kind` = `Insert` entry; for an asynchronous insert those downstream rows are recorded on the `query_kind` = `AsyncInsertFlush` entry, while the client-facing `Insert` entry records only the rows accepted from the client." +"result_bytes","UInt64","RAM volume in bytes used to store a query result." +"memory_usage","UInt64","Memory consumption by the query." +"normalized_query_hash","UInt64","A numeric hash value, such as it is identical for queries differ only by values of literals." +"query_kind","LowCardinality(String)","Type of the query." +"exception_code","Int32","Code of an exception." +"is_initial_query","UInt8","Query type. Possible values: 1 — query was initiated by the client, 0 — query was initiated by another query as part of distributed query execution." +"query_id","String","ID of the query." +"peak_threads_usage","UInt64","Maximum count of simultaneous threads executing the query." +"ProfileEvents","Map(LowCardinality(String), UInt64)","ProfileEvents that measure different metrics. The description of them could be found in the table system.events" +"Settings","Map(LowCardinality(String), LowCardinality(String))","Settings that were changed when the client ran the query. To enable logging changes to settings, set the log_query_settings parameter to 1." +"query_cache_usage","Enum8('Unknown' = 0, 'None' = 1, 'Write' = 2, 'Read' = 3)","Usage of the query cache during query execution. Values: 'Unknown' = Status unknown, 'None' = The query result was neither written into nor read from the query result cache, 'Write' = The query result was written into the query result cache, 'Read' = The query result was read from the query result cache." diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/13-parts-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/13-parts-after.csv new file mode 100644 index 0000000..6976b76 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/13-parts-after.csv @@ -0,0 +1,11 @@ +"table","name","rows","bytes_on_disk","marks","modification_time" +"quotes","all_0_59961_6",29339609624,109694768756,3584189,"2026-08-09 09:57:00" +"quotes","all_109626_118274_5",3696597509,13860022853,451584,"2026-08-09 01:49:31" +"quotes","all_118275_160519_6",17813060790,67260457708,2176180,"2026-08-09 18:00:25" +"quotes","all_160520_212795_7",21707805957,82076762536,2651793,"2026-08-09 20:42:48" +"quotes","all_212796_257039_6",18430313881,68957966534,2251411,"2026-08-09 21:46:42" +"quotes","all_257040_257255_3",91421964,366267040,11169,"2026-08-09 19:41:52" +"quotes","all_257257_257366_3",43139487,174890761,5268,"2026-10-10 13:45:28" +"quotes","all_59962_109625_7",22095794706,84740039026,2699403,"2026-08-09 09:47:49" +"quotes_daily","all_0_257322_2067",1858616,62260135,228,"2026-10-10 13:43:25" +"quotes_daily","all_257323_257323_1",1638,45860,2,"2026-08-09 19:40:57" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/14-capacity-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/14-capacity-after.csv new file mode 100644 index 0000000..901350a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/14-capacity-after.csv @@ -0,0 +1,7 @@ +"metric","value" +"CGroupMaxCPU",59 +"CGroupMemoryTotal",253403070464 +"CGroupMemoryUsed",3500726424 +"CGroupMemoryUsedWithoutPageCache",2854291209 +"MemoryResident",4223913984 +"OSMemoryTotal",265462054912 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/15-load-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/15-load-after.csv new file mode 100644 index 0000000..d8a2fa9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/15-load-after.csv @@ -0,0 +1,4 @@ +"metric","value" +"BackgroundMergesAndMutationsPoolTask",0 +"Query",1 +"QueryThread",0 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/16-other-query-activity.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/16-other-query-activity.csv new file mode 100644 index 0000000..9900493 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/16-other-query-activity.csv @@ -0,0 +1,116 @@ +"query_kind","normalized_query_hash","queries","total_elapsed_ms","max_elapsed_ms","total_cpu_s","total_read_bytes","max_peak_memory_bytes" +"Select",18302310955480206814,14,6654,676,4.866149,46665222,36864232 +"Select",1841141186872947563,11,48434,6519,3.871252,11292707,8159920 +"Insert",14515948078310575286,28,2404,125,3.051577,392,139005543 +"Select",703424151321213228,8,2942,437,2.318376,13934178,25918989 +"Select",5520615422719300897,14,11240,931,2.107614,445606196,9939494 +"Select",10013233438049405063,1,19046,19046,1.63393,520717210,97956689 +"Select",10326599275605352348,8,1457,220,1.439979,1047148,17336232 +"Select",10518982585217069374,14,15031,1899,1.377564,99232674,84093810 +"Select",8151257154182374730,1,12997,12997,1.364688,520153502,72480009 +"Select",9032886247836936500,4,946,302,1.348234,364259,252292673 +"Select",13776333604920104704,4,2984,766,0.721332,27489140,95269673 +"Select",14214551763113754911,25,7408,488,0.622979,97244,3306269 +"Select",128677267359754145,21,536,29,0.589299,13303578,3734354 +"Select",6647585673051173896,22,3535,182,0.570505,56248529,21184115 +"Select",10962445325991415282,14,5545,960,0.53636,51037200,26897576 +"Select",17256742805366301859,14,5346,913,0.43551,7786098,14483116 +"Select",16152074045582414357,8,4149,1020,0.408684,40085176,69902510 +"Select",13758464818079522778,3,146,65,0.403032,128919,174542965 +"Select",11505620669441230758,8,2034,438,0.327282,62440020,6793588 +"Select",12549701634648300750,19,2702,179,0.325067,1084225,5587518 +"Select",9771871937904122309,28,244,13,0.305224,569212,2043393 +"Select",16189544427347869697,28,210,10,0.298927,1122884,2248762 +"Select",9078904808761745528,7,3282,1085,0.257648,33724504,14219107 +"Select",7270102400798105197,14,3621,549,0.248241,21764722,13674657 +"Select",1138606259278090433,7,1845,510,0.240374,32221699,30593576 +"Select",15279696996384408809,7,1600,388,0.226337,15209190,30873826 +"Select",1047631252303274318,28,168,6,0.210723,1179206,3426334 +"Select",1268421128967478508,8,1601,363,0.168032,20413762,30231197 +"Select",15183961355549608255,8,1069,243,0.167085,3239296,6766390 +"Select",3984795846104922197,8,1014,310,0.165895,24511188,30290446 +"Select",1982097414648921543,6,983,311,0.159458,14438040,19734214 +"Select",12409875245636727552,12,2254,823,0.147534,482688,773814 +"Select",8041314820344057616,2,1708,977,0.14436,35392416,4544132 +"Select",13448081004412589199,42,129,5,0.140941,867143,1564953 +"Select",12554114484228832550,42,136,12,0.136441,206154,1397046 +"Select",9523759876998845228,8,1513,358,0.13066,7048436,5364454 +"Select",4773887347897174530,7,2153,629,0.118339,449105,476304 +"Select",12933343256436474432,25,103,6,0.105161,924890,911140 +"Select",13037495525094346786,4,962,257,0.098125,187585,8931473 +"Select",16155163807335969736,8,1052,213,0.093563,3849808,4796866 +"Select",7369498318261159531,4,910,234,0.091637,85818,2195244 +"Select",11759084040069386223,4,401,125,0.089849,7422,4822818 +"Select",6238685884750239120,42,85,3,0.088671,2753,1412430 +"Select",14691947416664031985,8,1246,264,0.087671,150036,907943 +"Insert",16924769800016872375,7,529,89,0.084532,24787,4158186 +"Select",1447533031513052545,8,918,246,0.083876,5473272,9301494 +"Select",2481103808038551471,4,806,237,0.082857,85635,2637112 +"Select",12708365752343418743,3,82,40,0.080764,3567039,2280132 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a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/17-context-log-schema.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/17-context-log-schema.csv new file mode 100644 index 0000000..5fa47d9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/17-context-log-schema.csv @@ -0,0 +1,9 @@ +"table","name","type" +"asynchronous_metric_log","event_date","Date" +"asynchronous_metric_log","event_time","DateTime" +"asynchronous_metric_log","metric","LowCardinality(String)" +"asynchronous_metric_log","value","Float64" +"metric_log","CurrentMetric_BackgroundMergesAndMutationsPoolSize","Int64" +"metric_log","CurrentMetric_BackgroundMergesAndMutationsPoolTask","Int64" +"metric_log","event_date","Date" +"metric_log","event_time","DateTime" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/18-capacity-during-measurement.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/18-capacity-during-measurement.csv new file mode 100644 index 0000000..c161098 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/18-capacity-during-measurement.csv @@ -0,0 +1,3 @@ +"hostname","metric","samples","min_value","max_value" +"c-tanaws-ce-98-server-kbwf0p0-0","CGroupMaxCPU",424,59,59 +"c-tanaws-ce-98-server-kbwf0p0-0","CGroupMemoryTotal",424,253403070464,253403070464 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/19-background-tasks-during-measurement.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/19-background-tasks-during-measurement.csv new file mode 100644 index 0000000..3d295f1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/19-background-tasks-during-measurement.csv @@ -0,0 +1,2 @@ +"hostname","samples","max_background_merge_tasks" +"c-tanaws-ce-98-server-kbwf0p0-0",424,2 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/21-identity-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/21-identity-after.csv new file mode 100644 index 0000000..9834ba7 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/21-identity-after.csv @@ -0,0 +1,2 @@ +"hostname","version","uptime_s","vCPUs","memory_bytes" +"c-tanaws-ce-98-server-kbwf0p0-0","26.6.1.2292",794,59,253403070464 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A1-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A1-t16.txt new file mode 100644 index 0000000..8b8089c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A1-t16.txt @@ -0,0 +1,13 @@ +(Expression) +ExpressionTransform × 2 + (Limit) + Limit 2 → 2 + (Aggregating) + Resize 2 → 2 + AggregatingTransform × 2 + (Expression) + ExpressionTransform × 2 + (Expression) + ExpressionTransform × 2 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 2 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A1-t30.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A1-t30.txt new file mode 100644 index 0000000..8b8089c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A1-t30.txt @@ -0,0 +1,13 @@ +(Expression) +ExpressionTransform × 2 + (Limit) + Limit 2 → 2 + (Aggregating) + Resize 2 → 2 + AggregatingTransform × 2 + (Expression) + ExpressionTransform × 2 + (Expression) + ExpressionTransform × 2 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 2 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A1-t59.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A1-t59.txt new file mode 100644 index 0000000..8b8089c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A1-t59.txt @@ -0,0 +1,13 @@ +(Expression) +ExpressionTransform × 2 + (Limit) + Limit 2 → 2 + (Aggregating) + Resize 2 → 2 + AggregatingTransform × 2 + (Expression) + ExpressionTransform × 2 + (Expression) + ExpressionTransform × 2 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 2 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A2-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A2-t16.txt new file mode 100644 index 0000000..99b25b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A2-t16.txt @@ -0,0 +1,20 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 2 → 1 + MergeSortingTransform × 2 + LimitsCheckingTransform × 2 + PartialSortingTransform × 2 + (Expression) + ExpressionTransform × 2 + (Aggregating) + Resize 2 → 2 + AggregatingTransform × 2 + (Expression) + ExpressionTransform × 2 + (Expression) + ExpressionTransform × 2 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 2 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A2-t30.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A2-t30.txt new file mode 100644 index 0000000..99b25b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A2-t30.txt @@ -0,0 +1,20 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 2 → 1 + MergeSortingTransform × 2 + LimitsCheckingTransform × 2 + PartialSortingTransform × 2 + (Expression) + ExpressionTransform × 2 + (Aggregating) + Resize 2 → 2 + AggregatingTransform × 2 + (Expression) + ExpressionTransform × 2 + (Expression) + ExpressionTransform × 2 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 2 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A2-t59.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A2-t59.txt new file mode 100644 index 0000000..99b25b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A2-t59.txt @@ -0,0 +1,20 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 2 → 1 + MergeSortingTransform × 2 + LimitsCheckingTransform × 2 + PartialSortingTransform × 2 + (Expression) + ExpressionTransform × 2 + (Aggregating) + Resize 2 → 2 + AggregatingTransform × 2 + (Expression) + ExpressionTransform × 2 + (Expression) + ExpressionTransform × 2 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 2 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A3-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A3-t16.txt new file mode 100644 index 0000000..bf2d717 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A3-t16.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 16 → 1 + MergeSortingTransform × 16 + LimitsCheckingTransform × 16 + PartialSortingTransform × 16 + (Expression) + ExpressionTransform × 16 + (Aggregating) + Resize 16 → 16 + AggregatingTransform × 16 + (Expression) + ExpressionTransform × 16 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 16 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A3-t30.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A3-t30.txt new file mode 100644 index 0000000..4e7700f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A3-t30.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 29 → 1 + MergeSortingTransform × 29 + LimitsCheckingTransform × 29 + PartialSortingTransform × 29 + (Expression) + ExpressionTransform × 29 + (Aggregating) + Resize 29 → 29 + AggregatingTransform × 29 + (Expression) + ExpressionTransform × 29 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 29 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A3-t59.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A3-t59.txt new file mode 100644 index 0000000..4e7700f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A3-t59.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 29 → 1 + MergeSortingTransform × 29 + LimitsCheckingTransform × 29 + PartialSortingTransform × 29 + (Expression) + ExpressionTransform × 29 + (Aggregating) + Resize 29 → 29 + AggregatingTransform × 29 + (Expression) + ExpressionTransform × 29 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 29 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A4-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A4-t16.txt new file mode 100644 index 0000000..bf2d717 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A4-t16.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 16 → 1 + MergeSortingTransform × 16 + LimitsCheckingTransform × 16 + PartialSortingTransform × 16 + (Expression) + ExpressionTransform × 16 + (Aggregating) + Resize 16 → 16 + AggregatingTransform × 16 + (Expression) + ExpressionTransform × 16 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 16 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A4-t30.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A4-t30.txt new file mode 100644 index 0000000..4e7700f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A4-t30.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 29 → 1 + MergeSortingTransform × 29 + LimitsCheckingTransform × 29 + PartialSortingTransform × 29 + (Expression) + ExpressionTransform × 29 + (Aggregating) + Resize 29 → 29 + AggregatingTransform × 29 + (Expression) + ExpressionTransform × 29 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 29 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A4-t59.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A4-t59.txt new file mode 100644 index 0000000..4e7700f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-A4-t59.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 29 → 1 + MergeSortingTransform × 29 + LimitsCheckingTransform × 29 + PartialSortingTransform × 29 + (Expression) + ExpressionTransform × 29 + (Aggregating) + Resize 29 → 29 + AggregatingTransform × 29 + (Expression) + ExpressionTransform × 29 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 29 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-D1-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-D1-t16.txt new file mode 100644 index 0000000..aeda718 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-D1-t16.txt @@ -0,0 +1,20 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 16 → 1 + MergeSortingTransform × 16 + LimitsCheckingTransform × 16 + PartialSortingTransform × 16 + (Expression) + ExpressionTransform × 16 + (Aggregating) + Resize 16 → 16 + AggregatingTransform × 16 + (Expression) + ExpressionTransform × 16 + (Expression) + ExpressionTransform × 16 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 16 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-D1-t30.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-D1-t30.txt new file mode 100644 index 0000000..0a8ba56 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/pipeline-D1-t30.txt @@ -0,0 +1,20 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 30 → 1 + MergeSortingTransform × 30 + LimitsCheckingTransform × 30 + PartialSortingTransform × 30 + (Expression) + ExpressionTransform × 30 + (Aggregating) + Resize 30 → 30 + AggregatingTransform × 30 + (Expression) + ExpressionTransform × 30 + (Expression) + ExpressionTransform × 30 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 30 0 → 1 diff --git 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diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/software-environment.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/software-environment.json new file mode 100644 index 0000000..1cf88eb --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/results/software-environment.json @@ -0,0 +1,7 @@ +{ + "collection_python": "3.9.6 (default, Aug 25 2026, 21:26:21) \n[Clang 21.0.0 (clang-2100.3.34.2)]", + "analysis_python": "3.9.6 (default, Aug 25 2026, 21:26:21) \n[Clang 21.0.0 (clang-2100.3.34.2)]", + "plotting_python": "3.12.14", + "matplotlib": "3.11.2", + "platform": "darwin" +} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/run-design.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/run-design.json new file mode 100644 index 0000000..6b9027e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/run-design.json @@ -0,0 +1,29 @@ +{ + "service_vCPUs": 59, + "service_memory_GiB": 236, + "core_settings": [ + 2, + 4, + 8, + 16, + 30, + 59 + ], + "rounds": 12, + "measured_trials": 432, + "warmup_rounds": 2, + "expected_dataset_rows": 113217743918, + "query_mix_weights": { + "D1": 1, + "D2": 1, + "A1": 6, + "A2": 6, + "A3": 6, + "A4": 6 + }, + "result_cache": "disabled", + "underlying_caches": "warmed", + "display_axis": "CPU cores", + "baseline_directory": "../2026-10-11", + "same_node_for_all_settings": true +} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/run_test.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/run_test.py new file mode 100644 index 0000000..82a459b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/run_test.py @@ -0,0 +1,64 @@ +#!/usr/bin/env python3 +"""Interleaved single-query, warm-cache scaling; immutable results in raw/*.jsonl.""" +import argparse, datetime, hashlib, json, pathlib, random, re, time, uuid +from connection import request + +ROOT=pathlib.Path(__file__).resolve().parent +QUERY_NAMES=['D1','D2','A1','A2','A3','A4'] +THREADS=[2,4,8,16,30,59] + +def queries(): + parsed=[] + for file in ['queries_raw.sql','queries_mv.sql']: + text=(ROOT/'queries'/file).read_text() + text=re.sub(r'--[^\n]*','',text) + parsed.extend(re.sub(r'\s+',' ',part).strip() for part in text.split(';') if part.strip()) + assert len(parsed)==6 + return dict(zip(QUERY_NAMES,parsed)) + +def workload_sql(query,threads,comment): + # The guard exceeds every possible benchmark result cardinality; confirm no truncation. + if not re.search(r'\bLIMIT\b',query,re.I): query+=' LIMIT 1000000' + return query+f" SETTINGS max_threads={threads},enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='{comment}' FORMAT Null" + +def main(): + parser=argparse.ArgumentParser() + parser.add_argument('--phase',choices=['pilot','warmup','measured'],required=True) + parser.add_argument('--rounds',type=int,required=True) + args=parser.parse_args() + stamp=datetime.datetime.now(datetime.timezone.utc).strftime('%Y%m%dT%H%M%SZ') + run_id='reader-scaling-'+stamp+'-'+args.phase + plan=[] + rng=random.Random(6112026) + q=queries() + for round_no in range(args.rounds): + names=QUERY_NAMES[round_no%6:]+QUERY_NAMES[:round_no%6] + for qi,name in enumerate(names): + levels=THREADS[:] + rng.shuffle(levels) + for threads in levels: + plan.append({'round':round_no+1,'query':name,'max_threads':threads}) + manifest={'run_id':run_id,'phase':args.phase,'started_at_utc':stamp,'dataset':'quotes_async_t4','threads':THREADS,'rounds':args.rounds,'trials':len(plan),'seed':6112026,'schedule':'sequential, interleaved randomized thread limits; rotated query order; no query overlap','cache':'result cache explicitly disabled; underlying data and query-condition caches allowed warm','changes':'max_threads only between treatments; settings and data otherwise fixed','query_source_hashes':{n:hashlib.sha256(s.encode()).hexdigest() for n,s in q.items()},'plan':plan} + (ROOT/'raw'/(run_id+'-manifest.json')).write_text(json.dumps(manifest,indent=2)+'\n') + output=ROOT/'raw'/(run_id+'.jsonl') + print('START',run_id,len(plan),'trials',flush=True) + for i,entry in enumerate(plan): + query_id=run_id+'-'+str(i+1)+'-'+entry['query']+'-t'+str(entry['max_threads']) + record={**entry,'phase':args.phase,'run_id':run_id,'sequence':i+1,'query_id':query_id,'client_started_at_utc':datetime.datetime.now(datetime.timezone.utc).isoformat()} + sql=workload_sql(q[entry['query']],entry['max_threads'],run_id) + record['sql_sha256']=hashlib.sha256(sql.encode()).hexdigest() + sql_path=ROOT/'sql'/('trial-'+entry['query']+'-t'+str(entry['max_threads'])+'.sql') + if not sql_path.exists(): sql_path.write_text(sql+'\n') + try: + response=request(sql,query_id) + record.update({'http_summary':response['summary'],'client_wall_s':response['client_wall_s'],'success':True}) + assert int(response['summary'].get('read_bytes',0))>0,'Missing bytes read' + assert int(response['summary'].get('elapsed_ns',0))>0,'Missing server elapsed time' + except Exception as error: + record.update({'success':False,'error':str(error)}) + with output.open('a') as stream: stream.write(json.dumps(record)+'\n') + print(args.phase,i+1,'/',len(plan),entry['query'],'threads',entry['max_threads'],'server_ms',round(int(record.get('http_summary',{}).get('elapsed_ns',0))/1e6,3),'read_GB',round(int(record.get('http_summary',{}).get('read_bytes',0))/1e9,4),'ok',record['success'],flush=True) + if not record['success']: raise SystemExit('Stopped on failure; failed observation preserved.') + print('FINISH',run_id,flush=True) + +if __name__=='__main__': main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/source-manifest.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/source-manifest.json new file mode 100644 index 0000000..872252c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/source-manifest.json @@ -0,0 +1,23 @@ +{ + "source_git_commit": "60c196e69c1151f22c12344cee6c473f4f1516da", + "files": [ + { + "role": "query definitions", + "source": "full-path-realtime/quotes/clickhouse-cloud/queries_raw.sql", + "sha256": "44f8199cc3b18ff091324789918535a3d1c5f8f5ba99939bf02df7433d5ad29b", + "copied_to": "queries/queries_raw.sql" + }, + { + "role": "query definitions", + "source": "full-path-realtime/quotes/clickhouse-cloud/queries_mv.sql", + "sha256": "e31042b3aec1882f293f57ec103eda7953d947fdb47607ee11a6fb6f31a4d108", + "copied_to": "queries/queries_mv.sql" + }, + { + "role": "schema", + "source": "full-path-realtime/quotes/clickhouse-cloud/create.sql", + "sha256": "dbee456c09815b81b74c4cd2c7cde7e6e7325e2decc3d1b09672550bf75a5e3c", + "copied_to": "queries/create.sql" + } + ] +} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/00-identity-before.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/00-identity-before.sql new file mode 100644 index 0000000..fd302ae --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/00-identity-before.sql @@ -0,0 +1 @@ +SELECT hostName() AS hostname,version() AS version,uptime() AS uptime_s,(SELECT value FROM system.asynchronous_metrics WHERE metric='CGroupMaxCPU') AS vCPUs,(SELECT value FROM system.asynchronous_metrics WHERE metric='CGroupMemoryTotal') AS memory_bytes LIMIT 1 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/01-connection.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/01-connection.sql new file mode 100644 index 0000000..489f4fe --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/01-connection.sql @@ -0,0 +1 @@ +SELECT version() AS version,timezone() AS timezone,hostName() AS hostname,now64(6,'UTC') AS now_utc LIMIT 1 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/02-settings.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/02-settings.sql new file mode 100644 index 0000000..f9e3e10 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/02-settings.sql @@ -0,0 +1 @@ +SELECT name,value,changed,description FROM system.settings WHERE name IN ('max_threads','use_query_cache','enable_parallel_replicas','max_parallel_replicas','log_query_settings','log_queries','log_queries_probability','log_queries_min_query_duration_ms','use_query_condition_cache','use_uncompressed_cache','concurrency_control','max_memory_usage','allow_asynchronous_read_from_io_pool_for_merge_tree') ORDER BY name LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/03-tables.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/03-tables.sql new file mode 100644 index 0000000..9d95dee --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/03-tables.sql @@ -0,0 +1 @@ +SELECT database,name,engine,total_rows,total_bytes,sorting_key,primary_key,partition_key FROM system.tables WHERE (database='quotes_async_t4' AND name IN ('quotes','quotes_daily')) OR (database='system' AND startsWith(name,'query_log')) ORDER BY database,name LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/04-columns.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/04-columns.sql new file mode 100644 index 0000000..83666e3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/04-columns.sql @@ -0,0 +1 @@ +SELECT table,name,type,comment FROM system.columns WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') ORDER BY table,position LIMIT 100 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/05-parts-before.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/05-parts-before.sql new file mode 100644 index 0000000..650c1a5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/05-parts-before.sql @@ -0,0 +1 @@ +SELECT table,name,rows,bytes_on_disk,marks,modification_time FROM system.parts WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') AND active ORDER BY table,name LIMIT 5000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/06-capacity.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/06-capacity.sql new file mode 100644 index 0000000..81e9723 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/06-capacity.sql @@ -0,0 +1 @@ +SELECT metric,value FROM system.asynchronous_metrics WHERE metric IN ('CGroupMaxCPU','CGroupMemoryTotal','CGroupMemoryUsed','CGroupMemoryUsedWithoutPageCache','MemoryResident','UserspacePageCacheBytes','OSMemoryTotal') ORDER BY metric LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/07-background-before.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/07-background-before.sql new file mode 100644 index 0000000..6242e7d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/07-background-before.sql @@ -0,0 +1 @@ +SELECT elapsed,progress,num_parts,total_size_bytes_compressed,memory_usage FROM system.merges WHERE database='quotes_async_t4' LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/08-indexes.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/08-indexes.sql new file mode 100644 index 0000000..abfeb9f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/08-indexes.sql @@ -0,0 +1 @@ +SELECT table,name,type_full,expr,granularity FROM system.data_skipping_indices WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/09-event-semantics.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/09-event-semantics.sql new file mode 100644 index 0000000..933800a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/09-event-semantics.sql @@ -0,0 +1 @@ +SELECT event,description FROM system.events WHERE event IN ('UserTimeMicroseconds','SystemTimeMicroseconds','RealTimeMicroseconds','SelectedBytes','OSCPUWaitMicroseconds','OSIOWaitMicroseconds','QueryTimeMicroseconds','ReadCompressedBytes','CachedReadBufferReadFromCacheBytes','CachedReadBufferReadFromSourceBytes','QueryConditionCacheHits','QueryConditionCacheMisses','OSReadBytes') LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/10-log-fields.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/10-log-fields.sql new file mode 100644 index 0000000..fa60c0e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/10-log-fields.sql @@ -0,0 +1 @@ +SELECT name,type,comment FROM system.columns WHERE database='system' AND table='query_log' AND name IN ('query_id','event_time_microseconds','query_start_time_microseconds','query_duration_ms','read_rows','read_bytes','result_rows','result_bytes','ProfileEvents','Settings','memory_usage','peak_threads_usage','query_cache_usage','is_initial_query','query_kind','normalized_query_hash','hostname','exception_code') ORDER BY position LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/13-parts-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/13-parts-after.sql new file mode 100644 index 0000000..7b37cc6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/13-parts-after.sql @@ -0,0 +1 @@ +SELECT table,name,rows,bytes_on_disk,marks,modification_time FROM system.parts WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') AND active ORDER BY table,name LIMIT 5000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/14-capacity-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/14-capacity-after.sql new file mode 100644 index 0000000..7883e25 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/14-capacity-after.sql @@ -0,0 +1 @@ +SELECT metric,value FROM system.asynchronous_metrics WHERE metric IN ('CGroupMaxCPU','CGroupMemoryTotal','CGroupMemoryUsed','CGroupMemoryUsedWithoutPageCache','MemoryResident','UserspacePageCacheBytes','OSMemoryTotal') ORDER BY metric LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/15-load-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/15-load-after.sql new file mode 100644 index 0000000..9bcbfce --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/15-load-after.sql @@ -0,0 +1 @@ +SELECT metric,value FROM system.metrics WHERE metric IN ('Query','QueryThread','BackgroundMergesAndMutationsPoolTask') ORDER BY metric LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/16-other-query-activity.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/16-other-query-activity.sql new file mode 100644 index 0000000..ad9b886 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/16-other-query-activity.sql @@ -0,0 +1,8 @@ +SELECT query_kind,normalized_query_hash,count() AS queries, +sum(query_duration_ms) AS total_elapsed_ms,max(query_duration_ms) AS max_elapsed_ms, +sum(ProfileEvents['UserTimeMicroseconds']+ProfileEvents['SystemTimeMicroseconds'])/1e6 AS total_cpu_s, +sum(read_bytes) AS total_read_bytes,max(memory_usage) AS max_peak_memory_bytes +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date BETWEEN toDate('2026-10-11') AND toDate('2026-10-11') AND query_start_time_microseconds=toDateTime64('2026-10-11 10:13:31.317108',6,'UTC') AND is_initial_query=1 AND query_id NOT LIKE 'reader-scaling-%' +AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +GROUP BY query_kind,normalized_query_hash ORDER BY total_cpu_s DESC LIMIT 1000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/17-context-log-schema.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/17-context-log-schema.sql new file mode 100644 index 0000000..e404c0e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/17-context-log-schema.sql @@ -0,0 +1 @@ +SELECT table,name,type FROM system.columns WHERE database='system' AND table IN ('asynchronous_metric_log','metric_log') AND (name IN ('event_time','event_date','metric','value') OR name ILIKE '%BackgroundMerges%') ORDER BY table,name LIMIT 100 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/18-capacity-during-measurement.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/18-capacity-during-measurement.sql new file mode 100644 index 0000000..185387e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/18-capacity-during-measurement.sql @@ -0,0 +1,5 @@ +SELECT hostName() AS hostname,metric,count() AS samples,min(value) AS min_value,max(value) AS max_value +FROM clusterAllReplicas(default,merge('system','^asynchronous_metric_log')) +WHERE event_date BETWEEN toDate('2026-10-11') AND toDate('2026-10-11') +AND event_time BETWEEN toDateTime('2026-10-11 10:13:31','UTC') AND toDateTime('2026-10-11 10:20:34','UTC') +AND metric IN ('CGroupMaxCPU','CGroupMemoryTotal') GROUP BY hostname,metric ORDER BY hostname,metric LIMIT 100 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/19-background-tasks-during-measurement.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/19-background-tasks-during-measurement.sql new file mode 100644 index 0000000..628df90 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/19-background-tasks-during-measurement.sql @@ -0,0 +1,6 @@ +SELECT hostName() AS hostname,count() AS samples, +max(CurrentMetric_BackgroundMergesAndMutationsPoolTask) AS max_background_merge_tasks +FROM clusterAllReplicas(default,merge('system','^metric_log')) +WHERE event_date BETWEEN toDate('2026-10-11') AND toDate('2026-10-11') +AND event_time BETWEEN toDateTime('2026-10-11 10:13:31','UTC') AND toDateTime('2026-10-11 10:20:34','UTC') +GROUP BY hostname ORDER BY hostname LIMIT 100 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/21-identity-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/21-identity-after.sql new file mode 100644 index 0000000..fd302ae --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/21-identity-after.sql @@ -0,0 +1 @@ +SELECT hostName() AS hostname,version() AS version,uptime() AS uptime_s,(SELECT value FROM system.asynchronous_metrics WHERE metric='CGroupMaxCPU') AS vCPUs,(SELECT value FROM system.asynchronous_metrics WHERE metric='CGroupMemoryTotal') AS memory_bytes LIMIT 1 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t16.sql new file mode 100644 index 0000000..e10fae4 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t16.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t2.sql new file mode 100644 index 0000000..8c25d6f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t2.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t30.sql new file mode 100644 index 0000000..39cfcab --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t30.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t4.sql new file mode 100644 index 0000000..66ae4f3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t4.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t59.sql new file mode 100644 index 0000000..42040e6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t59.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t8.sql new file mode 100644 index 0000000..a82fea4 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A1-t8.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t16.sql new file mode 100644 index 0000000..372b8fb --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t16.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t2.sql new file mode 100644 index 0000000..175e915 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t2.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t30.sql new file mode 100644 index 0000000..959c940 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t30.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t4.sql new file mode 100644 index 0000000..24d289c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t4.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t59.sql new file mode 100644 index 0000000..83442f9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t59.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t8.sql new file mode 100644 index 0000000..94e5df8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A2-t8.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t16.sql new file mode 100644 index 0000000..6e872ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t16.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t2.sql new file mode 100644 index 0000000..f7377af --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t2.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t30.sql new file mode 100644 index 0000000..9e11be5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t30.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t4.sql new file mode 100644 index 0000000..33bd931 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t4.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t59.sql new file mode 100644 index 0000000..9058f70 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t59.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t8.sql new file mode 100644 index 0000000..d10dead --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A3-t8.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t16.sql new file mode 100644 index 0000000..097700d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t16.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t2.sql new file mode 100644 index 0000000..0ec5c93 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t2.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t30.sql new file mode 100644 index 0000000..58ead8b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t30.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t4.sql new file mode 100644 index 0000000..fac8d2d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t4.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t59.sql new file mode 100644 index 0000000..e8e36d2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t59.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t8.sql new file mode 100644 index 0000000..201e28a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-A4-t8.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t16.sql new file mode 100644 index 0000000..ac1a478 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t16.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t2.sql new file mode 100644 index 0000000..382b519 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t2.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t30.sql new file mode 100644 index 0000000..c8f8a09 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t30.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t4.sql new file mode 100644 index 0000000..321463a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t4.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t59.sql new file mode 100644 index 0000000..e9c2cce --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t59.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t8.sql new file mode 100644 index 0000000..0ed2e92 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D1-t8.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t16.sql new file mode 100644 index 0000000..112b141 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t16.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t2.sql new file mode 100644 index 0000000..fc8a609 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t2.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t30.sql new file mode 100644 index 0000000..1d679d8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t30.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t4.sql new file mode 100644 index 0000000..fc17600 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t4.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t59.sql new file mode 100644 index 0000000..4b311bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t59.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t8.sql new file mode 100644 index 0000000..ebe3fe3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/measured-trial-D2-t8.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101330Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A1-t16.sql new file mode 100644 index 0000000..45c4392 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A1-t16.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A1-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A1-t30.sql new file mode 100644 index 0000000..b13d094 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A1-t30.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A1-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A1-t59.sql new file mode 100644 index 0000000..e12e27a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A1-t59.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A2-t16.sql new file mode 100644 index 0000000..5510ed6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A2-t16.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A2-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A2-t30.sql new file mode 100644 index 0000000..8a4216d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A2-t30.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A2-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A2-t59.sql new file mode 100644 index 0000000..3b6f733 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A2-t59.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A3-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A3-t16.sql new file mode 100644 index 0000000..adc56d9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A3-t16.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A3-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A3-t30.sql new file mode 100644 index 0000000..0864091 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A3-t30.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A3-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A3-t59.sql new file mode 100644 index 0000000..bea0cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A3-t59.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A4-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A4-t16.sql new file mode 100644 index 0000000..62331f5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A4-t16.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A4-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A4-t30.sql new file mode 100644 index 0000000..c9d1d08 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A4-t30.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A4-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A4-t59.sql new file mode 100644 index 0000000..c6eeb7d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-A4-t59.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D1-t16.sql new file mode 100644 index 0000000..330b9c6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D1-t16.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D1-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D1-t30.sql new file mode 100644 index 0000000..79efc1b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D1-t30.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D1-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D1-t59.sql new file mode 100644 index 0000000..7d32099 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D1-t59.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D2-t16.sql new file mode 100644 index 0000000..9284393 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D2-t16.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D2-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D2-t30.sql new file mode 100644 index 0000000..4f655af --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D2-t30.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D2-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D2-t59.sql new file mode 100644 index 0000000..3e41ffb --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/pipeline-D2-t59.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline-check' FORMAT TabSeparatedRaw diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/query-logs-all.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/query-logs-all.sql new file mode 100644 index 0000000..f1eec24 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/query-logs-all.sql @@ -0,0 +1,10 @@ +SELECT query_id,hostname,type,query_start_time_microseconds AS started_at_utc,event_time_microseconds AS finished_at_utc, +query_duration_ms,read_rows,read_bytes,result_rows,result_bytes,memory_usage AS peak_memory_bytes,peak_threads_usage, +normalized_query_hash,query_cache_usage,exception_code, +ProfileEvents['UserTimeMicroseconds'] AS user_cpu_us,ProfileEvents['SystemTimeMicroseconds'] AS system_cpu_us, +ProfileEvents['OSCPUWaitMicroseconds'] AS cpu_wait_us,ProfileEvents['OSIOWaitMicroseconds'] AS io_wait_us, +toJSONString(ProfileEvents) AS profile_events_json,toJSONString(Settings) AS settings_json +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date BETWEEN toDate('2026-10-11') AND toDate('2026-10-11') AND event_time>=toDateTime('2026-10-11 10:10:34','UTC') +AND query_id IN 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AND is_initial_query=1 AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +ORDER BY query_start_time_microseconds LIMIT 2000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t16.sql new file mode 100644 index 0000000..85893c0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t16.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t2.sql new file mode 100644 index 0000000..4c39caf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t2.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t30.sql new file mode 100644 index 0000000..5436ce1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t30.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t4.sql new file mode 100644 index 0000000..21773a0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t4.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t59.sql new file mode 100644 index 0000000..8588249 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t59.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t8.sql new file mode 100644 index 0000000..3fd1e8e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A1-t8.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t16.sql new file mode 100644 index 0000000..4b5d993 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t16.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t2.sql new file mode 100644 index 0000000..b119dee --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t2.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t30.sql new file mode 100644 index 0000000..94dd748 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t30.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t4.sql new file mode 100644 index 0000000..5625db0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t4.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t59.sql new file mode 100644 index 0000000..9478304 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t59.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t8.sql new file mode 100644 index 0000000..fe9bd91 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A2-t8.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t16.sql new file mode 100644 index 0000000..f595ca2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t16.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t2.sql new file mode 100644 index 0000000..5bd5ec0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t2.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t30.sql new file mode 100644 index 0000000..2b78398 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t30.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t4.sql new file mode 100644 index 0000000..17b310f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t4.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t59.sql new file mode 100644 index 0000000..003b6b5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t59.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t8.sql new file mode 100644 index 0000000..ad146d8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A3-t8.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t16.sql new file mode 100644 index 0000000..ea351d3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t16.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t2.sql new file mode 100644 index 0000000..041445f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t2.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t30.sql new file mode 100644 index 0000000..ef99271 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t30.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t4.sql new file mode 100644 index 0000000..e1bcdca --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t4.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t59.sql new file mode 100644 index 0000000..4fe4352 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t59.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t8.sql new file mode 100644 index 0000000..d1cfb33 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-A4-t8.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t16.sql new file mode 100644 index 0000000..29fdbf6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t16.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t2.sql new file mode 100644 index 0000000..f8a2220 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t2.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t30.sql new file mode 100644 index 0000000..3e6efed --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t30.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t4.sql new file mode 100644 index 0000000..f621b8b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t4.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t59.sql new file mode 100644 index 0000000..3639160 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t59.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t8.sql new file mode 100644 index 0000000..0a1a7b1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D1-t8.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t16.sql new file mode 100644 index 0000000..7b2955f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t16.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t2.sql new file mode 100644 index 0000000..33d1fcc --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t2.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t30.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t30.sql new file mode 100644 index 0000000..89648d6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t30.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t4.sql new file mode 100644 index 0000000..2429c9f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t4.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t59.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t59.sql new file mode 100644 index 0000000..8999b28 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t59.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t8.sql new file mode 100644 index 0000000..6cb31d2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-59-vcpu/sql/trial-D2-t8.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T101134Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/.gitignore b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/.gitignore new file mode 100644 index 0000000..7a60b85 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/.gitignore @@ -0,0 +1,2 @@ +__pycache__/ +*.pyc diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/DEPENDENCIES.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/DEPENDENCIES.json new file mode 100644 index 0000000..79bc194 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/DEPENDENCIES.json @@ -0,0 +1,5 @@ +{ + "python": "3.9.6", + "analysis_dependencies": "Python standard library", + "client": "curl invoked through Python subprocess; credentials via stdin" +} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/FILES.sha256 b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/FILES.sha256 new file mode 100644 index 0000000..d1b39ae --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/FILES.sha256 @@ -0,0 +1,526 @@ +862263fa1f46c20f0d1e4dac5ffcc75abd55c08211b2c3864c5f8764b9d87793 .gitignore 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Existing filenames retain their earlier identifiers so reproduction commands and links stay compatible. + +This experiment measures the original D1 and D2 drill-down queries against the unchanged **113,217,743,918-quote** dataset. It preserves one hot case and two cold cases at **2, 4, 8, 16, 30 and 59 CPU cores**. All points use one fixed **59-vCPU / 236-GiB** ClickHouse Cloud reader; query parallelism changes through `max_threads`. The experiment does not compare six physically resized services. + +Start with [the measured findings](REPORT.md), [the 18-point combined CSV](derived/combined-workload.csv), or [every observation](derived/all-trials.csv). [The original queries](queries/queries_raw.sql) and [schema](queries/create.sql) come from the quotes benchmark. The service was running ClickHouse **26.6.1.2292**. + +## Cache cases + +| Case | Filesystem cache | Userspace page cache with distributed cache | Read through distributed cache | Query-condition cache | +| --- | --- | --- | --- | --- | +| Hot caches | on | on | on | on | +| Cold · condition cache on | off | off | off | on | +| Cold · condition cache off | off | off | off | off | + +The exact settings are `enable_filesystem_cache`, `use_page_cache_with_distributed_cache`, `force_read_through_distributed_cache`, and `use_query_condition_cache`. The pilot demonstrated that disabling `enable_filesystem_cache` alone still produced userspace page-cache hits on this service. The cold treatments therefore bypass all three data-cache layers per query. No global cache purge is performed; metadata and mark caches keep their normal configuration. These treatments mean cold **data reads**, not a newly started service with every metadata cache empty. + +Hot keeps normal data and query-condition caching enabled. The server's normal query-result and uncompressed-cache defaults are both off, and remain off in all cases. The benchmark measures executed queries rather than retrieval of a cached final answer. [Saved service settings](results/cache-settings.csv), per-query settings, and all profile counters are included. + +## Schedule and acceptance + +The pilot ran 12 queries, followed by 12 unmeasured hot warmups. The main block pairs hot and cold with query-condition caching enabled, randomizing the treatment order within each query/core cell. It contains 288 measured queries: 12 repeats × two queries × six points × two cases. A second block contains 144 cold queries with query-condition caching disabled. That block runs later, so a difference between the two cold cases includes possible between-block timing variation; it is not a fully interleaved factorial experiment. + +One query runs at a time. Fixed seeds and complete plans are saved with run IDs in `raw/*manifest.json`. Every query has a unique ID, exact SQL, SQL hash, HTTP server summary, client wall time, and matching initial `QueryFinish` row. The runner stops on a failure, retains the failed observation, and never silently retries. All successful trials are retained; no outliers are removed. + +`collect_logs.py` captures full `ProfileEvents` and `Settings`, not only selected counters. `analyze_cache.py` checks IDs, SQL hashes, row/byte counts, durations, CPU work, settings, result-cache status, and treatment counters. Measured hot queries must have page-cache hits, zero page-cache misses and zero S3 bytes. Measured cold queries must have positive S3 bytes and zero page-cache or distributed-cache read bytes. Condition-cache-off queries must have zero condition-cache hits. Before/after evidence checks active parts, host, server version and capacity. + +## Statistics + +Both drill-down queries receive equal counts. The combined rate is **total uncompressed bytes / total server execution time**, not an arithmetic average of per-query GB/s. Decimal units are used: GB = 10⁹ bytes and MB = 10⁶ bytes. Client transport time is retained separately and does not enter the rate. + +For **Data throughput per CPU core**, use **total bytes / total CPU seconds**, where CPU seconds are summed `UserTimeMicroseconds + SystemTimeMicroseconds`. This is the same normalization used in blog visual 16. `MB_s_per_selected_core` is also retained in the CSV to make the different denominator explicit. The selected-core setting controls available query parallelism; actual average busy cores are measured separately. + +The CSV includes all individual queries, pooled rates, per-query peak memory, average busy cores, latency quartiles, and per-round combined-throughput quartiles. All six points are measured configurations. No numerical smoothing is applied to this experiment. + +## Reproduce offline + +Python 3, using only the standard library: + +```sh +python3 collect_logs.py --help +python3 analyze_cache.py +python3 report.py +python3 derive_visual.py +python3 checksums.py --check +``` + +The last three commands need no service connection. Do not rerun collection into this completed snapshot unless deliberately replacing an extraction; the frozen CSV is enough for offline analysis. `checksums.py --check` verifies the frozen package. Recomputed statistics should match the committed CSVs. + +## Repeat against a live service + +Use a **new directory** for a new experiment. Copy the scripts, `queries/`, and context SQL into it, and create empty `raw/`, `results/`, `derived/`, and `sql/` directories. Supply the host, username and password privately through `CLICKHOUSE_HOST`, `CLICKHOUSE_USER`, and `CLICKHOUSE_PASSWORD`. No credentials belong in this repository. `connection.py` also supports the author's ignored local credential file; environment variables make reproduction independent of that file. + +First save the results of `sql/00-identity-before.sql`, `03-tables.sql`, `04-columns.sql`, `05-parts-before.sql`, `06-capacity.sql`, `07-background-before.sql`, `08-indexes.sql`, and `cache-settings.sql` to the corresponding filenames under `results/`. Check capacity, schema, row count, background activity and supported settings before running. The supplied live runner checks the expected 59-vCPU identity. Load the original benchmark tables and data before running; this package contains queries and evidence, not the 113.2B-row dataset. + +```sh +python3 run_cache_test.py --phase pilot --rounds 1 +python3 run_cache_test.py --phase warmup --rounds 1 +python3 run_cache_test.py --phase measured --rounds 12 +python3 run_condition_cache_off.py +python3 collect_logs.py +python3 capture_after.py +python3 analyze_cache.py +python3 report.py +python3 checksums.py +``` + +Allow the final query logs to flush naturally before collecting; if IDs are missing, wait briefly and collect again. Do not overlap benchmark queries with collection or other load. The setting choices, counter checks and dataset identity are part of the experiment, not optional cleanup. + +## Original Run 2 comparison + +The **3.25 GB/s** shown in 16 is a Gaussian-smoothed endpoint from **continuous fresh-data ingestion** in August 2026, on a physically smaller 16-vCPU / 64-GiB reader running ClickHouse 26.4.1.2029. This experiment uses static, settled data and repeated queries on a different service configuration and version. Original Run 2's complete data-cache counters are unavailable. Similar numerical throughput would not establish that its cache state or workload has been reproduced. See the report for the actual 16-core values without forcing them toward that reference. + +## Blog visual 18 and its resource band + +The published selection is **Hot caches** plus **Cold · condition cache off**. The condition-cache-on cold case remains available for inspection and is not combined with either selected case. [Exact chart payload](derived/11c-chart-data.json), [resource values](derived/11c-resource-utilization.csv), and [source provenance](derived/11c-source-provenance.json) regenerate with `python3 derive_visual.py`. This uses the measured values from `analyze_cache.py`; it never replaces observations with ideal scaling or combines different physical nodes. + +The two panels use pooled uncompressed **GB/s** and **MB/s per consumed CPU core**, matching the denominator in 16. The CPU resource band divides pooled CPU seconds by pooled execution seconds and the selected N-core budget. It excludes scheduling idle time; it is relative to that budget, rather than measured utilization of six resized physical services. **Headroom** is its complement, without implying a quantified increase in concurrent-query capacity. + +Memory values are the arithmetic mean of measured per-query peaks for each case/core point. They describe query work, rather than the whole-service cache footprint. The service capacity remains the actual **236 GiB**. The resource CSV saves unrounded percentages and bytes; the visual rounds percentages to integers and memory to one decimal MiB. All six displayed settings are measured: 2, 4, 8, 16, 30, 59. Both horizontal axes use proportional numeric spacing from 2 to 59 cores, with all six settings labeled. The discrete slider remains evenly stepped. Curves connect measured points, and controls/readouts snap to them. + +For the original continuous-ingestion reader metrics and their resource calculations, see [the separate Run 2 package in PR #44](https://github.com/ClickHouse/CostBench/pull/44). Keep that study and this static-data cache experiment distinct. diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/REPORT.md b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/REPORT.md new file mode 100644 index 0000000..33c1064 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/REPORT.md @@ -0,0 +1,83 @@ +# Measured reader scaling with three cache cases + +The experiment completed **432 measured queries** with no failed queries, missing logs, result-cache reads or removed outliers. Measurement window: **2026-10-11 10:40:32.547625–2026-10-11 10:56:15.048798 UTC**. The service remained on the same 59-vCPU / 236-GiB node and ClickHouse 26.6.1.2292, with identical active data parts before and after. + +Two original drill-down queries, D1 and D2, each run 12 times per core point and cache case against a fixed 113.2B-quote dataset. Their primary-key filters read about 89.4M quotes and 3.49GB per query; these are actually processed bytes, not the entire dataset divided by latency. + +## Combined data processing throughput + +| CPU cores | Hot caches, GB/s | Cold, condition cache on, GB/s | Cold, condition cache off, GB/s | +| ---: | ---: | ---: | ---: | +| 2 | 0.803 | 0.725 | 0.731 | +| 4 | 1.521 | 1.365 | 1.379 | +| 8 | 2.726 | 2.461 | 2.519 | +| 16 | 5.459 | 4.107 | 4.463 | +| 30 | 9.627 | 5.973 | 6.558 | +| 59 | 15.560 | 9.448 | 9.848 | + +## Throughput per CPU core + +This uses measured CPU work, matching 11a: total uncompressed MB / total CPU seconds. It is not GB/s divided by the selected-core setting. Both denominators and actual busy-core counts are saved in the CSV. + +| CPU cores | Hot, MB/s/core | Cold, condition on, MB/s/core | Cold, condition off, MB/s/core | +| ---: | ---: | ---: | ---: | +| 2 | 418.5 | 407.0 | 408.7 | +| 4 | 418.6 | 407.1 | 408.5 | +| 8 | 417.8 | 404.2 | 405.9 | +| 16 | 412.3 | 395.0 | 396.9 | +| 30 | 405.3 | 380.5 | 384.0 | +| 59 | 390.3 | 355.4 | 356.7 | + +## Scaling and the original 3.25GB/s reference + +- **Hot caches:** 5.459GB/s at 16 cores; 15.560GB/s at 59. From 8→16 cores, throughput changes by **2.00×**; from 16→59 by **2.85×** for a 3.69× increase in the setting. +- **Cold · condition cache on:** 4.107GB/s at 16 cores; 9.448GB/s at 59. From 8→16 cores, throughput changes by **1.67×**; from 16→59 by **2.30×** for a 3.69× increase in the setting. +- **Cold · condition cache off:** 4.463GB/s at 16 cores; 9.848GB/s at 59. From 8→16 cores, throughput changes by **1.77×**; from 16→59 by **2.21×** for a 3.69× increase in the setting. + +The evidence supports scaling, with the actual cache-dependent gains shown above. It does not justify claiming perfect linear scaling across every point. Cold object reads add waiting time; the measured CPU-normalized rate and selected-core utilization help distinguish processing work from elapsed-time throughput. + +The original **3.25GB/s** in 11a is a centered-Gaussian-smoothed display endpoint during continuous fresh ingestion on a 16-vCPU / 64-GiB service running 26.4.1.2029. This repeat uses a static dataset, different physical capacity and a newer version. Its cold modes do not recreate ongoing ingestion or establish the old cache state. Numerical closeness to 3.25 is not a reproduction criterion. + +## Query-condition cache comparison + +- At **16 cores**, cold reads yield **4.107GB/s with condition caching on** and **4.463GB/s with it off** (+8.7% off versus on). +- At **59 cores**, cold reads yield **9.448GB/s with condition caching on** and **9.848GB/s with it off** (+4.2% off versus on). + +The condition-off block ran after the paired hot/cold condition-on block. That timing difference limits causal attribution of small differences. Per-round interquartile ranges and every individual trial are retained; neither case is merged into another. + +## Cache and service evidence + +| Case | Measured trials | S3 bytes | Page-cache hits | Page-cache misses | Query-condition cache hits | +| --- | ---: | ---: | ---: | ---: | ---: | +| Hot caches | 144 | 0 | 51300 | 0 | 2304 | +| Cold · condition cache on | 144 | 27431908823 | 0 | 0 | 2304 | +| Cold · condition cache off | 144 | 27438375399 | 0 | 0 | 0 | + +All cold observations also have zero page-cache read bytes and zero distributed-cache read bytes. Full profile counters and exact settings are in the query-log CSV; the pilot includes the filesystem-off-only case demonstrating why that one setting was insufficient on this Cloud service. + +The current cache settings, before/after node identity and active parts, background merges, and query activity are saved under `results/`. The raw trial ledger stores server nanosecond durations and client transport time separately. + +## Individual-query detail at 16 and 59 cores + +Latency is the median server execution time; memory is the arithmetic mean of per-query peak memory. All other points and quartiles are in the individual-query CSV. + +| Cores | Case | Query | Median latency, ms | Average busy cores | Mean peak memory, MiB | +| ---: | --- | --- | ---: | ---: | ---: | +| 16 | Hot caches | D1 | 560.0 | 13.29 | 5.8 | +| 16 | Hot caches | D2 | 717.7 | 13.20 | 4.5 | +| 16 | Cold · condition cache on | D1 | 779.4 | 10.05 | 145.6 | +| 16 | Cold · condition cache on | D2 | 914.6 | 10.70 | 138.4 | +| 16 | Cold · condition cache off | D1 | 712.9 | 10.91 | 149.0 | +| 16 | Cold · condition cache off | D2 | 847.0 | 11.52 | 138.3 | +| 59 | Hot caches | D1 | 201.7 | 39.31 | 6.6 | +| 59 | Hot caches | D2 | 246.1 | 40.33 | 6.4 | +| 59 | Cold · condition cache on | D1 | 346.3 | 25.54 | 259.2 | +| 59 | Cold · condition cache on | D2 | 383.7 | 27.53 | 233.8 | +| 59 | Cold · condition cache off | D1 | 331.0 | 25.98 | 250.7 | +| 59 | Cold · condition cache off | D2 | 353.3 | 29.09 | 238.2 | + +The activity extraction also records 1773 other initial completed queries totaling 42.4CPU seconds over the observation window. These include activity outside the test; the service was not globally isolated. The benchmark runner itself issued one workload query at a time. + +## Reproduce + +Run `python3 analyze_cache.py` and `python3 report.py` offline. See [README.md](README.md) for live repeat instructions, cache definitions and the complete evidence contract. diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/analyze_cache.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/analyze_cache.py new file mode 100644 index 0000000..f37d3e0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/analyze_cache.py @@ -0,0 +1,89 @@ +#!/usr/bin/env python3 +"""Offline cache validation and pooled drill-down rates, with all trials retained.""" +import csv, hashlib, json, pathlib, statistics +ROOT=pathlib.Path(__file__).resolve().parent +CORES=[2,4,8,16,30,59] + +def quantile(values,p): + v=sorted(values);x=(len(v)-1)*p;i=int(x);j=min(i+1,len(v)-1) + return v[i]+(v[j]-v[i])*(x-i) + +def write(name,rows): + with (ROOT/'derived'/name).open('w',newline='') as stream: + w=csv.DictWriter(stream,fieldnames=list(rows[0]));w.writeheader();w.writerows(rows) + +def main(): + trials=[json.loads(line) for p in sorted((ROOT/'raw').glob('*.jsonl')) for line in p.read_text().splitlines()] + logs=list(csv.DictReader((ROOT/'results/query-logs-all.csv').open())) + byid={r['query_id']:r for r in logs} + assert len(byid)==len(logs)==len(trials) + assert len({r['query_id'] for r in trials})==len(trials) + rows=[] + for t in trials: + prefix='qccoff' if t['phase']=='qcc-off' else t['phase'] + sql=(ROOT/'sql'/f"{prefix}-{t['sequence']:03}-{t['query']}-t{t['max_threads']}-{t['cache_mode']}.sql").read_text().rstrip('\n') + assert hashlib.sha256(sql.encode()).hexdigest()==t['sql_sha256'] + assert t['success'];l=byid[t['query_id']];s=json.loads(l['settings_json']);e=json.loads(l['profile_events_json']) + assert l['type']=='QueryFinish' and int(l['exception_code'])==0 + assert l['query_cache_usage']=='None' and s['use_query_cache']=='0' + assert int(s.get('use_query_condition_cache',1))==t.get('query_condition_cache',1) + assert int(s['max_threads'])==t['max_threads'] + for name,v in [('enable_filesystem_cache',int(t['cache_mode']=='hot')),('use_page_cache_with_distributed_cache',int(t['cache_mode']!='cold')),('force_read_through_distributed_cache',int(t['cache_mode']!='cold'))]: + assert s[name]==str(v),(name,s,t) + ns=int(t['http_summary']['elapsed_ns']);elapsed=ns/1e9 + assert abs(elapsed*1000-int(l['query_duration_ms']))<5 + assert int(l['read_bytes'])==int(t['http_summary']['read_bytes']) + assert int(l['read_rows'])==int(t['http_summary']['read_rows']) + cpu=(int(l['user_cpu_us'])+int(l['system_cpu_us']))/1e6 + assert cpu>0 + rows.append({**{k:t[k] for k in ['phase','round','query','max_threads','cache_mode','sequence','query_id','run_id']}, + 'started_at_utc':l['started_at_utc'],'finished_at_utc':l['finished_at_utc'],'hostname':l['hostname'], + 'query_condition_cache':t.get('query_condition_cache',1),'query_condition_cache_hits':e.get('QueryConditionCacheHits',0), + 'server_elapsed_s':elapsed,'client_wall_s':t['client_wall_s'],'read_rows':int(l['read_rows']),'read_bytes':int(l['read_bytes']), + 'throughput_GB_s':int(l['read_bytes'])/1e9/elapsed,'cpu_s':cpu,'average_busy_cores':cpu/elapsed, + 'MB_s_per_busy_core':int(l['read_bytes'])/1e6/cpu,'MB_s_per_selected_core':int(l['read_bytes'])/1e6/elapsed/t['max_threads'], + 'peak_memory_bytes':int(l['peak_memory_bytes']),'result_rows':int(l['result_rows']),'query_cache_usage':l['query_cache_usage'], + 'page_cache_hits':e.get('PageCacheHits',0),'page_cache_misses':e.get('PageCacheMisses',0),'page_cache_read_bytes':e.get('PageCacheReadBytes',0), + 's3_read_bytes':e.get('ReadBufferFromS3Bytes',0),'distributed_cache_read_bytes':e.get('DistrCacheServerCachedReadBufferCacheReadBytes',0), + 'distributed_cache_object_read_bytes':e.get('DistrCacheServerCachedReadBufferObjectStorageReadBytes',0), + 'cpu_wait_s':int(l['cpu_wait_us'])/1e6,'io_wait_s':int(l['io_wait_us'])/1e6}) + measured=[r for r in rows if r['phase']=='measured'];assert len(measured)==288 + second=[r for r in rows if r['phase']=='qcc-off'];assert len(second)==144 + assert all(r['query_condition_cache']==0 and r['query_condition_cache_hits']==0 for r in second) + combined=[];individual=[] + for mode,qcc in [('hot',1),('cold',1),('cold',0)]: + for cores in CORES: + group=[r for r in measured+second if r['cache_mode']==mode and r['query_condition_cache']==qcc and r['max_threads']==cores] + assert len(group)==24 + assert all(len([r for r in group if r['round']==n])==2 for n in range(1,13)) + if mode=='cold': + assert all(r['page_cache_hits']==r['page_cache_read_bytes']==r['distributed_cache_read_bytes']==r['distributed_cache_object_read_bytes']==0 and r['s3_read_bytes']>0 for r in group) + else: + assert all(r['s3_read_bytes']==0 and r['page_cache_misses']==0 and r['page_cache_hits']>0 for r in group) + def summary(g): + elapsed=sum(r['server_elapsed_s'] for r in g);byte_count=sum(r['read_bytes'] for r in g);cpu=sum(r['cpu_s'] for r in g) + return {'cache_mode':mode,'query_condition_cache':qcc,'max_threads':cores,'n':len(g),'throughput_GB_s':byte_count/1e9/elapsed, + 'MB_s_per_busy_core':byte_count/1e6/cpu,'MB_s_per_selected_core':byte_count/1e6/elapsed/cores, + 'average_busy_cores':cpu/elapsed,'CPU_utilization_of_59_pct':cpu/elapsed/59*100, + 'mean_query_peak_MiB':statistics.mean(r['peak_memory_bytes'] for r in g)/2**20, + 'mean_read_rows':statistics.mean(r['read_rows'] for r in g),'mean_read_GB':statistics.mean(r['read_bytes'] for r in g)/1e9, + 'total_server_s':elapsed,'total_CPU_s':cpu,'total_read_bytes':byte_count,'s3_read_bytes':sum(r['s3_read_bytes'] for r in g), + 'page_cache_hits':sum(r['page_cache_hits'] for r in g),'page_cache_misses':sum(r['page_cache_misses'] for r in g), + 'query_condition_cache_hits':sum(r['query_condition_cache_hits'] for r in g), + 'server_latency_ms_median':statistics.median(r['server_elapsed_s']*1000 for r in g), + 'server_latency_ms_p25':quantile([r['server_elapsed_s']*1000 for r in g],.25),'server_latency_ms_p75':quantile([r['server_elapsed_s']*1000 for r in g],.75)} + c=summary(group) + perround=[sum(r['read_bytes'] for r in group if r['round']==n)/1e9/sum(r['server_elapsed_s'] for r in group if r['round']==n) for n in range(1,13)] + c.update({'throughput_GB_s_p25':quantile(perround,.25),'throughput_GB_s_median':statistics.median(perround),'throughput_GB_s_p75':quantile(perround,.75)}) + combined.append(c) + for q in ['D1','D2']: + g=[r for r in group if r['query']==q];assert len(g)==12 + assert len({r['result_rows'] for r in g})==1 + individual.append({'query':q,**summary(g)}) + write('all-trials.csv',rows);write('combined-workload.csv',combined);write('individual-query-summary.csv',individual) + validation={'passed':True,'pilot_trials':sum(r['phase']=='pilot' for r in rows),'warmup_trials':sum(r['phase']=='warmup' for r in rows),'measured_trials':len(measured)+len(second),'failures':0,'missing_logs':0,'outliers_removed':0,'query_result_cache_hits':0,'cold_trials_verified_s3_and_no_page_or_distributed_reads':288,'hot_trials_verified_page_hits_and_no_s3_or_page_misses':144,'measurement_start_utc':min(r['started_at_utc'] for r in measured+second),'measurement_end_utc':max(r['finished_at_utc'] for r in measured+second),'hosts':sorted({r['hostname'] for r in measured+second})} + (ROOT/'derived/validation.json').write_text(json.dumps(validation,indent=2)+'\n') + for r in combined:print(r['cache_mode'],'qcc',r['query_condition_cache'],r['max_threads'],f"{r['throughput_GB_s']:.3f} GB/s",f"{r['MB_s_per_busy_core']:.1f} MB/s/busy core",flush=True) + print(json.dumps(validation,indent=2)) + +if __name__=='__main__':main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/capture_after.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/capture_after.py new file mode 100644 index 0000000..c535e8a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/capture_after.py @@ -0,0 +1,18 @@ +#!/usr/bin/env python3 +"""Save service/dataset context after the sequential trials have finished.""" +import csv, datetime, json, pathlib +from connection import request, bounded +ROOT=pathlib.Path(__file__).resolve().parent +def save(name,sql): + (ROOT/'sql'/(name+'.sql')).write_text(sql+'\n');r=request(sql);(ROOT/'results'/(name+'.csv')).write_text(r['body']);print(name,'saved',flush=True) +def main(): + for name,source in [('identity-after','00-identity-before'),('parts-after','05-parts-before'),('capacity-after','06-capacity'),('background-after','07-background-before')]:save(name,(ROOT/'sql'/(source+'.sql')).read_text()) + defaults="SELECT name,value,description FROM system.settings WHERE name IN ('use_query_cache','use_query_condition_cache','use_uncompressed_cache','enable_filesystem_cache','use_page_cache_with_distributed_cache','force_read_through_distributed_cache') ORDER BY name LIMIT 20" + save('default-query-settings-after',bounded(defaults)) + before=list(csv.DictReader((ROOT/'results/05-parts-before.csv').open()));after=list(csv.DictReader((ROOT/'results/parts-after.csv').open()));assert before==after,'Benchmark active parts changed.' + identity=list(csv.DictReader((ROOT/'results/identity-after.csv').open()))[0];initial=list(csv.DictReader((ROOT/'results/00-identity-before.csv').open()))[0] + for key in ['hostname','version','vCPUs','memory_bytes']:assert initial[key]==identity[key] + trials=[json.loads(line)for p in sorted((ROOT/'raw').glob('*.jsonl'))for line in p.read_text().splitlines()];start=min(datetime.datetime.fromisoformat(r['client_started_at_utc'])for r in trials).strftime('%Y-%m-%d %H:%M:%S');end=datetime.datetime.now(datetime.timezone.utc).strftime('%Y-%m-%d %H:%M:%S') + activity=f"""SELECT multiIf(startsWith(log_comment,'reader-cache-'),'hot-cold experiment',startsWith(log_comment,'reader-qccoff-'),'cold condition-cache-off experiment','other queries') AS activity,count() AS completed_queries,sum(query_duration_ms)/1000 AS summed_elapsed_s,sum(ProfileEvents['UserTimeMicroseconds']+ProfileEvents['SystemTimeMicroseconds'])/1000000 AS summed_cpu_s,max(peak_threads_usage) AS peak_threads FROM clusterAllReplicas(default,merge('system','^query_log')) WHERE event_date BETWEEN toDate('{start}') AND toDate('{end}') AND event_time BETWEEN toDateTime('{start}','UTC') AND toDateTime('{end}','UTC') AND is_initial_query=1 AND type='QueryFinish' GROUP BY activity ORDER BY activity LIMIT 20""" + save('query-activity',bounded(activity));(ROOT/'derived/context-validation.json').write_text(json.dumps({'passed':True,'active_parts_identical':True,'service_capacity_version_host_identical':True,'before_uptime_s':int(initial['uptime_s']),'after_uptime_s':int(identity['uptime_s'])},indent=2)+'\n') +if __name__=='__main__':main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/checksums.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/checksums.py new file mode 100644 index 0000000..86ae726 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/checksums.py @@ -0,0 +1,14 @@ +#!/usr/bin/env python3 +"""Create or verify the experiment's file hashes; never include ignored caches.""" +import argparse, hashlib, pathlib +ROOT=pathlib.Path(__file__).resolve().parent +def digest(p):return hashlib.sha256(p.read_bytes()).hexdigest() +def main(): + parser=argparse.ArgumentParser();parser.add_argument('--check',action='store_true');args=parser.parse_args();target=ROOT/'FILES.sha256' + if args.check: + rows=[line.split(' ',1)for line in target.read_text().splitlines()] + for h,name in rows:assert digest(ROOT/name)==h,name + print('Verified',len(rows),'files.');return + files=sorted(p for p in ROOT.rglob('*')if p.is_file() and p.name!='FILES.sha256' and '__pycache__'not in p.parts and p.suffix!='.pyc') + target.write_text(''.join(digest(p)+' '+str(p.relative_to(ROOT))+'\n'for p in files));print('Hashed',len(files),'files.') +if __name__=='__main__':main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/collect_logs.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/collect_logs.py new file mode 100644 index 0000000..df20a0e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/collect_logs.py @@ -0,0 +1,59 @@ +#!/usr/bin/env python3 +"""Extract exact experiment query IDs after natural log flush; preserve all counters.""" +import argparse,csv,datetime,json,pathlib +from connection import request,bounded + +ROOT=pathlib.Path(__file__).resolve().parent + +def main(): + parser=argparse.ArgumentParser() + parser.add_argument('--phase',choices=['pilot','warmup','measured','all'],default='all') + args=parser.parse_args() + trials=[] + for p in sorted((ROOT/'raw').glob('*.jsonl')): + trials.extend(json.loads(line) for line in p.read_text().splitlines()) + if args.phase!='all': trials=[r for r in trials if r['phase']==args.phase] + assert trials + earliest=min(datetime.datetime.fromisoformat(r['client_started_at_utc']) for r in trials)-datetime.timedelta(minutes=1) + latest=max(datetime.datetime.fromisoformat(r['client_started_at_utc']) for r in trials)+datetime.timedelta(minutes=1) + date_from=earliest.strftime('%Y-%m-%d') + date_to=latest.strftime('%Y-%m-%d') + from_utc=earliest.strftime('%Y-%m-%d %H:%M:%S') + ids=','.join("'"+r['query_id']+"'" for r in trials) + sql=f"""SELECT query_id,hostname,type,query_start_time_microseconds AS started_at_utc,event_time_microseconds AS finished_at_utc, +query_duration_ms,read_rows,read_bytes,result_rows,result_bytes,memory_usage AS peak_memory_bytes,peak_threads_usage, +normalized_query_hash,query_cache_usage,exception_code, +ProfileEvents['UserTimeMicroseconds'] AS user_cpu_us,ProfileEvents['SystemTimeMicroseconds'] AS system_cpu_us, +ProfileEvents['OSCPUWaitMicroseconds'] AS cpu_wait_us,ProfileEvents['OSIOWaitMicroseconds'] AS io_wait_us, +toJSONString(ProfileEvents) AS profile_events_json,toJSONString(Settings) AS settings_json +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date BETWEEN toDate('{date_from}') AND toDate('{date_to}') AND event_time>=toDateTime('{from_utc}','UTC') +AND query_id IN ({ids}) AND is_initial_query=1 AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +ORDER BY query_start_time_microseconds LIMIT 2000""" + sql=bounded(sql) + (ROOT/'sql'/('query-logs-'+args.phase+'.sql')).write_text(sql) + response=request(sql) + result=ROOT/'results'/('query-logs-'+args.phase+'.csv') + result.write_text(response['body']) + rows=list(csv.DictReader(response['body'].splitlines())) + seen={r['query_id'] for r in rows} + missing=[r['query_id'] for r in trials if r['query_id'] not in seen] + print('Saved',len(rows),'log entries for',len(trials),'trials; missing',len(missing)) + if missing: print('Missing IDs:',json.dumps(missing)) + if not missing: + index={r['query_id']:r for r in rows} + assert len(index)==len(rows),'Duplicate initial query records' + for r in trials: + log=index[r['query_id']] + assert log['query_cache_usage']=='None' + assert int(log['read_bytes'])==int(r['http_summary']['read_bytes']) + assert int(log['read_rows'])==int(r['http_summary']['read_rows']) + settings=json.loads(log['settings_json']) + assert int(settings['max_threads'])==r['max_threads'] + assert settings['use_query_cache']=='0' + print('Verified byte/row counters and requested thread limits; no result cache reads.') + for r in rows[:8]: + elapsed=int(r['query_duration_ms'])/1000 + print(r['query_id'].split('-')[-2:],r['query_duration_ms'],'ms',round(int(r['read_bytes'])/1e9,3),'GB','busy_cores',round((int(r['user_cpu_us'])+int(r['system_cpu_us']))/1e6/elapsed,2) if elapsed else None,'peak_threads',r['peak_threads_usage']) + +if __name__=='__main__': main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/connection.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/connection.py new file mode 100644 index 0000000..724be08 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/connection.py @@ -0,0 +1,45 @@ +"""Private reader credentials stay in memory and curl stdin; no automatic query retry.""" +import json, os, pathlib, re, subprocess, time, urllib.parse + +def reader_connection(): + host=os.environ.get('CLICKHOUSE_HOST') + password=os.environ.get('CLICKHOUSE_PASSWORD') + user=os.environ.get('CLICKHOUSE_USER','default') + if host and password: + return host,password,user + # Local fallback is git-ignored. No credentials are included in evidence. + repo_root=next(p for p in pathlib.Path(__file__).resolve().parents if (p/'.git').exists()) + source=(repo_root/'full-path-realtime/quotes/clickhouse-cloud/_credentials.txt').read_text().split('READER',1)[1] + host=re.search(r'--host\s+(\S+)',source).group(1) + password=re.search(r"--password\s+'([^']+)'",source).group(1) + return host,password,user + +def request(sql, query_id=None, database='quotes_async_t4'): + host,password,user=reader_connection() + params={'readonly':'2','wait_end_of_query':'1','database':database} + if query_id: params['query_id']=query_id + url='https://'+host+':8443/?'+urllib.parse.urlencode(params) + config='\n'.join(['url = '+json.dumps(url),'user = '+json.dumps(user+':'+password), + 'data-binary = '+json.dumps(sql),'silent','show-error','max-time = 40','include']) + start=time.perf_counter() + response=subprocess.run(['curl','--config','-'],input=config.encode(),capture_output=True) + wall=time.perf_counter()-start + output=response.stdout.decode().replace(password,'[redacted]') + error=response.stderr.decode().replace(password,'[redacted]') + # curl includes the HTTP CONNECT block, then the origin response headers. + output=output.replace('\r\n','\n') + blocks=output.split('\n\n') + while len(blocks)>1 and blocks[0].startswith('HTTP/'): + headers=blocks.pop(0) + body='\n\n'.join(blocks) + status=int(headers.splitlines()[0].split()[1]) if 'headers' in locals() else 0 + summary={} + for line in headers.splitlines(): + if line.lower().startswith('x-clickhouse-summary:'): + summary=json.loads(line.split(':',1)[1].strip()) + if response.returncode or status!=200: + raise RuntimeError(json.dumps({'curl_exit':response.returncode,'http_status':status,'error':error,'body':body[:3000]})) + return {'body':body,'headers':headers,'summary':summary,'client_wall_s':wall} + +def bounded(sql, threads=2, output='CSVWithNames'): + return sql.rstrip().rstrip(';')+f" SETTINGS max_threads={threads},max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT {output}" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/derive_visual.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/derive_visual.py new file mode 100644 index 0000000..f1c4dc5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/derive_visual.py @@ -0,0 +1,36 @@ +#!/usr/bin/env python3 +"""Bind 11c to the two owner-selected, validated cache cases.""" +import csv,hashlib,json,pathlib +ROOT=pathlib.Path(__file__).resolve().parent +CORES=[2,4,8,16,30,59] +CASES=[('hot',1,'hot','Hot caches',''),('cold',0,'cold','Cold caches','6 4')] +def sha(p):return hashlib.sha256(p.read_bytes()).hexdigest() +def main(): + source=ROOT + validation=json.loads((source/'derived/validation.json').read_text());assert validation['passed'] and validation['measured_trials']==432 + evidence=ROOT/'derived' + rows=list(csv.DictReader((evidence/'combined-workload.csv').open()));assert len(rows)==18;selected=[] + for mode,qcc,key,label,dash in CASES: + group=sorted([r for r in rows if r['cache_mode']==mode and int(r['query_condition_cache'])==qcc],key=lambda r:int(r['max_threads'])) + assert [int(r['max_threads'])for r in group]==CORES and all(int(r['n'])==24 for r in group) + selected.append((key,label,dash,group)) + panels=[] + for id,column,unit,axis,ymax,ticks,multiplier in [('throughput','throughput_GB_s','bytes-rate','Uncompressed GB/s',20e9,[0,5e9,10e9,15e9,20e9],1e9),('efficiency','MB_s_per_busy_core','bytes-core-rate','Uncompressed MB/s/core',450e6,[0,150e6,300e6,450e6],1e6)]: + series=[] + for key,label,dash,g in selected: + values=[float(r[column])*multiplier for r in g];assert all(0 result: [[q1_secs],[q2_secs]]. +-- v1 single-query drilldown is preserved in queries_raw_v1.sql. +-- (A daily-bars variant of Q1 lives in the project history if a coarser grain +-- is wanted.) +-- ============================================================================= + +-- ----------------------------------------------------------------------------- +-- Q1. HOURLY OHLCV BARS +-- ----------------------------------------------------------------------------- +SELECT + toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, + argMin(bp, t) AS open, + max(bp) AS high, + min(bp) AS low, + argMax(bp, t) AS close, + sum(bs) AS volume, + sum(bp * bs) / sum(bs) AS vwap, + stddevPop(bp) AS volatility, + avg(ap - bp) AS avg_spread, + count() AS ticks +FROM quotes +WHERE sym = 'AAPL' +GROUP BY hour +ORDER BY hour; + +-- ----------------------------------------------------------------------------- +-- Q2. RISK & LIQUIDITY PROFILE ("B7") +-- ----------------------------------------------------------------------------- +SELECT + count() AS ticks, + avg((bp + ap) / 2) AS avg_mid, + stddevPop((bp + ap) / 2) AS mid_volatility, + avg(ap - bp) AS avg_spread, + stddevPop(ap - bp) AS spread_volatility, + skewPop(ap - bp) AS spread_skew, + kurtPop(ap - bp) AS spread_kurtosis, + max(ap - bp) AS max_spread, + corr(ap - bp, bs + `as`) AS corr_spread_depth, + avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, + quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 +FROM quotes +WHERE sym = 'AAPL'; \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/raw/reader-cache-20261011T103914Z-pilot-manifest.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/raw/reader-cache-20261011T103914Z-pilot-manifest.json new file mode 100644 index 0000000..1888fbf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/raw/reader-cache-20261011T103914Z-pilot-manifest.json @@ -0,0 +1,101 @@ +{ + "run_id": "reader-cache-20261011T103914Z-pilot", + "phase": "pilot", + "rounds": 1, + "trials": 12, + "cores": [ + 16, + 59 + ], + "cache_modes": [ + "hot", + "filesystem-off", + "cold" + ], + "cache_settings": { + "hot": "enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1", + "filesystem-off": "enable_filesystem_cache=0,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1", + "cold": "enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0" + }, + "seed": 6112027, + "plan": [ + { + "round": 1, + "query": "D1", + "max_threads": 59, + "cache_mode": "hot" + }, + { + "round": 1, + "query": "D1", + "max_threads": 59, + "cache_mode": "cold" + }, + { + "round": 1, + "query": "D1", + "max_threads": 59, + "cache_mode": "filesystem-off" + }, + { + "round": 1, + "query": "D1", + "max_threads": 16, + "cache_mode": "filesystem-off" + }, + { + "round": 1, + "query": "D1", + "max_threads": 16, + "cache_mode": "hot" + }, + { + "round": 1, + "query": "D1", + "max_threads": 16, + "cache_mode": "cold" + }, + { + "round": 1, + "query": "D2", + "max_threads": 16, + "cache_mode": "cold" + }, + { + "round": 1, + "query": "D2", + "max_threads": 16, + "cache_mode": "hot" + }, + { + "round": 1, + "query": "D2", + "max_threads": 16, + "cache_mode": "filesystem-off" + }, + { + "round": 1, + "query": "D2", + "max_threads": 59, + "cache_mode": "cold" + }, + { + "round": 1, + "query": "D2", + "max_threads": 59, + "cache_mode": "filesystem-off" + }, + { + "round": 1, + "query": "D2", + "max_threads": 59, + "cache_mode": "hot" + } + ], + "schedule": "Sequential paired cache treatments; fixed randomized core/query cells; no overlap or automatic retries", + "cache_scope": "Hot: filesystem, page and distributed data caches. Cold: bypass those three data-cache layers per query. Metadata/mark/query-condition caches are held at the same settings. Query-result and uncompressed caches explicitly off in both. Pilot also isolates enable_filesystem_cache alone.", + "queries": { + "D1": "5b3f1e3a050156769f72a11a6092f6e26e35cde5b4a6f2950035020eed9cab7f", + "D2": "ee475f442f6851b02219a02a6704afa63ec96d63e444bd11f83b2b7505246849" + } +} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/raw/reader-cache-20261011T103914Z-pilot.jsonl b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/raw/reader-cache-20261011T103914Z-pilot.jsonl new file mode 100644 index 0000000..27194a0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/raw/reader-cache-20261011T103914Z-pilot.jsonl @@ -0,0 +1,12 @@ +{"round": 1, "query": "D1", "max_threads": 59, "cache_mode": "hot", "sequence": 1, "phase": "pilot", "run_id": "reader-cache-20261011T103914Z-pilot", "query_id": "reader-cache-20261011T103914Z-pilot-1-D1-t59-hot", "client_started_at_utc": 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a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/raw/reader-cache-20261011T104007Z-warmup-manifest.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/raw/reader-cache-20261011T104007Z-warmup-manifest.json new file mode 100644 index 0000000..9ecd140 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/raw/reader-cache-20261011T104007Z-warmup-manifest.json @@ -0,0 +1,103 @@ +{ + "run_id": "reader-cache-20261011T104007Z-warmup", + "phase": "warmup", + "rounds": 1, + "trials": 12, + "cores": [ + 2, + 4, + 8, + 16, + 30, + 59 + ], + "cache_modes": [ + "hot" + ], + "cache_settings": { + "hot": "enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1", + "filesystem-off": 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"cold" + }, + { + "round": 12, + "query": "D2", + "max_threads": 59, + "cache_mode": "hot" + } + ], + "schedule": "Sequential paired cache treatments; fixed randomized core/query cells; no overlap or automatic retries", + "cache_scope": "Hot: filesystem, page and distributed data caches. Cold: bypass those three data-cache layers per query. Metadata/mark/query-condition caches are held at the same settings. Query-result and uncompressed caches explicitly off in both. 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CSV, without a service call.""" +import csv, json, pathlib +ROOT=pathlib.Path(__file__).resolve().parent +def main(): + rows=list(csv.DictReader((ROOT/'derived/combined-workload.csv').open()));assert len(rows)==18 + index={(r['cache_mode'],int(r['query_condition_cache']),int(r['max_threads'])):r for r in rows} + cases=[('hot',1,'Hot caches'),('cold',1,'Cold · condition cache on'),('cold',0,'Cold · condition cache off')] + v=json.loads((ROOT/'derived/validation.json').read_text());context=json.loads((ROOT/'derived/context-validation.json').read_text());assert v['passed'] and context['passed'] + lines=['# Measured reader scaling with three cache cases','',f"The experiment completed **{v['measured_trials']} measured queries** with no failed queries, missing logs, result-cache reads or removed outliers. Measurement window: **{v['measurement_start_utc']}–{v['measurement_end_utc']} UTC**. The service remained on the same 59-vCPU / 236-GiB node and ClickHouse 26.6.1.2292, with identical active data parts before and after.",'','Two original drill-down queries, D1 and D2, each run 12 times per core point and cache case against a fixed 113.2B-quote dataset. Their primary-key filters read about 89.4M quotes and 3.49GB per query; these are actually processed bytes, not the entire dataset divided by latency.','', '## Combined data processing throughput','', '| CPU cores | Hot caches, GB/s | Cold, condition cache on, GB/s | Cold, condition cache off, GB/s |','| ---: | ---: | ---: | ---: |'] + for c in [2,4,8,16,30,59]:lines.append('| '+str(c)+' | '+' | '.join(f"{float(index[m,q,c]['throughput_GB_s']):.3f}"for m,q,_ in cases)+' |') + lines+=['','## Throughput per CPU core','', 'This uses measured CPU work, matching 11a: total uncompressed MB / total CPU seconds. It is not GB/s divided by the selected-core setting. Both denominators and actual busy-core counts are saved in the CSV.','', '| CPU cores | Hot, MB/s/core | Cold, condition on, MB/s/core | Cold, condition off, MB/s/core |','| ---: | ---: | ---: | ---: |'] + for c in [2,4,8,16,30,59]:lines.append('| '+str(c)+' | '+' | '.join(f"{float(index[m,q,c]['MB_s_per_busy_core']):.1f}"for m,q,_ in cases)+' |') + lines+=['','## Scaling and the original 3.25GB/s reference',''] + for m,q,label in cases: + rates={c:float(index[m,q,c]['throughput_GB_s'])for c in [2,8,16,59]} + lines.append(f"- **{label}:** {rates[16]:.3f}GB/s at 16 cores; {rates[59]:.3f}GB/s at 59. From 8→16 cores, throughput changes by **{rates[16]/rates[8]:.2f}×**; from 16→59 by **{rates[59]/rates[16]:.2f}×** for a 3.69× increase in the setting.") + lines+=['','The evidence supports scaling, with the actual cache-dependent gains shown above. It does not justify claiming perfect linear scaling across every point. Cold object reads add waiting time; the measured CPU-normalized rate and selected-core utilization help distinguish processing work from elapsed-time throughput.','', 'The original **3.25GB/s** in 11a is a centered-Gaussian-smoothed display endpoint during continuous fresh ingestion on a 16-vCPU / 64-GiB service running 26.4.1.2029. This repeat uses a static dataset, different physical capacity and a newer version. Its cold modes do not recreate ongoing ingestion or establish the old cache state. Numerical closeness to 3.25 is not a reproduction criterion.','', '## Query-condition cache comparison',''] + for c in [16,59]: + on=float(index['cold',1,c]['throughput_GB_s']);off=float(index['cold',0,c]['throughput_GB_s']);lines.append(f"- At **{c} cores**, cold reads yield **{on:.3f}GB/s with condition caching on** and **{off:.3f}GB/s with it off** ({(off/on-1)*100:+.1f}% off versus on).") + lines+=['','The condition-off block ran after the paired hot/cold condition-on block. That timing difference limits causal attribution of small differences. Per-round interquartile ranges and every individual trial are retained; neither case is merged into another.','', '## Cache and service evidence','', '| Case | Measured trials | S3 bytes | Page-cache hits | Page-cache misses | Query-condition cache hits |','| --- | ---: | ---: | ---: | ---: | ---: |'] + for m,q,label in cases: + g=[r for r in rows if r['cache_mode']==m and int(r['query_condition_cache'])==q] + lines.append('| '+label+' | '+str(sum(int(r['n'])for r in g))+' | '+' | '.join(str(sum(int(r[k])for r in g))for k in ['s3_read_bytes','page_cache_hits','page_cache_misses','query_condition_cache_hits'])+' |') + lines+=['','All cold observations also have zero page-cache read bytes and zero distributed-cache read bytes. Full profile counters and exact settings are in the query-log CSV; the pilot includes the filesystem-off-only case demonstrating why that one setting was insufficient on this Cloud service.','', 'The current cache settings, before/after node identity and active parts, background merges, and query activity are saved under `results/`. The raw trial ledger stores server nanosecond durations and client transport time separately.','', '## Reproduce','', 'Run `python3 analyze_cache.py` and `python3 report.py` offline. See [README.md](README.md) for live repeat instructions, cache definitions and the complete evidence contract.'] + details=list(csv.DictReader((ROOT/'derived/individual-query-summary.csv').open())) + extra=['## Individual-query detail at 16 and 59 cores','','Latency is the median server execution time; memory is the arithmetic mean of per-query peak memory. All other points and quartiles are in the individual-query CSV.','','| Cores | Case | Query | Median latency, ms | Average busy cores | Mean peak memory, MiB |','| ---: | --- | --- | ---: | ---: | ---: |'] + for c in [16,59]: + for m,q,label in cases: + for query in ['D1','D2']: + r=next(r for r in details if int(r['max_threads'])==c and r['cache_mode']==m and int(r['query_condition_cache'])==q and r['query']==query) + extra.append(f"| {c} | {label} | {query} | {float(r['server_latency_ms_median']):.1f} | {float(r['average_busy_cores']):.2f} | {float(r['mean_query_peak_MiB']):.1f} |") + activity=list(csv.DictReader((ROOT/'results/query-activity.csv').open()));other=next((r for r in activity if r['activity']=='other queries'),None) + if other:extra+=['',f"The activity extraction also records {int(other['completed_queries'])} other initial completed queries totaling {float(other['summed_cpu_s']):.1f}CPU seconds over the observation window. These include activity outside the test; the service was not globally isolated. The benchmark runner itself issued one workload query at a time."] + at=lines.index('## Reproduce');lines[at:at]=extra+[''] + (ROOT/'REPORT.md').write_text('\n'.join(lines)+'\n');print('REPORT.md regenerated from 18 measured points.') +if __name__=='__main__':main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/00-identity-before.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/00-identity-before.csv new file mode 100644 index 0000000..fb55a0c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/00-identity-before.csv @@ -0,0 +1,2 @@ +"hostname","version","uptime_s","vCPUs","memory_bytes" +"c-tanaws-ce-98-server-kbwf0p0-0","26.6.1.2292",1831,59,253403070464 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/03-tables.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/03-tables.csv new file mode 100644 index 0000000..b255c93 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/03-tables.csv @@ -0,0 +1,7 @@ +"database","name","engine","total_rows","total_bytes","sorting_key","primary_key","partition_key" +"quotes_async_t4","quotes","SharedMergeTree",113217743918,427131175214,"sym, t","sym, t","" +"quotes_async_t4","quotes_daily","SharedAggregatingMergeTree",1860254,62305995,"sym, day","sym, day","" +"system","query_log","MergeTree",12344,2197715,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" +"system","query_log_1","MergeTree",141321,21040950,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" +"system","query_log_2","MergeTree",1301239,167950321,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" +"system","query_log_3","MergeTree",152899,23063148,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/04-columns.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/04-columns.csv new file mode 100644 index 0000000..7aad9f6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/04-columns.csv @@ -0,0 +1,23 @@ +"table","name","type","comment" +"quotes","sym","String","" +"quotes","bx","UInt8","" +"quotes","bp","Float64","" +"quotes","bs","UInt64","" +"quotes","ax","UInt8","" +"quotes","ap","Float64","" +"quotes","as","UInt64","" +"quotes","c","UInt8","" +"quotes","i","Array(UInt8)","" +"quotes","t","UInt64","" +"quotes","q","UInt64","" +"quotes","z","UInt8","" +"quotes_daily","sym","String","" +"quotes_daily","day","Date","" +"quotes_daily","n_quotes","SimpleAggregateFunction(sum, UInt64)","" +"quotes_daily","bp_min","SimpleAggregateFunction(min, Float64)","" +"quotes_daily","bp_max","SimpleAggregateFunction(max, Float64)","" +"quotes_daily","ap_min","SimpleAggregateFunction(min, Float64)","" +"quotes_daily","ap_max","SimpleAggregateFunction(max, Float64)","" +"quotes_daily","bs_sum","SimpleAggregateFunction(sum, UInt64)","" +"quotes_daily","as_sum","SimpleAggregateFunction(sum, UInt64)","" +"quotes_daily","spread_sum","SimpleAggregateFunction(sum, Float64)","" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/05-parts-before.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/05-parts-before.csv new file mode 100644 index 0000000..6976b76 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/05-parts-before.csv @@ -0,0 +1,11 @@ +"table","name","rows","bytes_on_disk","marks","modification_time" +"quotes","all_0_59961_6",29339609624,109694768756,3584189,"2026-08-09 09:57:00" +"quotes","all_109626_118274_5",3696597509,13860022853,451584,"2026-08-09 01:49:31" +"quotes","all_118275_160519_6",17813060790,67260457708,2176180,"2026-08-09 18:00:25" +"quotes","all_160520_212795_7",21707805957,82076762536,2651793,"2026-08-09 20:42:48" +"quotes","all_212796_257039_6",18430313881,68957966534,2251411,"2026-08-09 21:46:42" +"quotes","all_257040_257255_3",91421964,366267040,11169,"2026-08-09 19:41:52" +"quotes","all_257257_257366_3",43139487,174890761,5268,"2026-10-10 13:45:28" +"quotes","all_59962_109625_7",22095794706,84740039026,2699403,"2026-08-09 09:47:49" +"quotes_daily","all_0_257322_2067",1858616,62260135,228,"2026-10-10 13:43:25" +"quotes_daily","all_257323_257323_1",1638,45860,2,"2026-08-09 19:40:57" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/06-capacity.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/06-capacity.csv new file mode 100644 index 0000000..508c793 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/06-capacity.csv @@ -0,0 +1,7 @@ +"metric","value" +"CGroupMaxCPU",59 +"CGroupMemoryTotal",253403070464 +"CGroupMemoryUsed",3556988696 +"CGroupMemoryUsedWithoutPageCache",2891901256 +"MemoryResident",4292677632 +"OSMemoryTotal",265462054912 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/07-background-before.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/07-background-before.csv new file mode 100644 index 0000000..c74bfb3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/07-background-before.csv @@ -0,0 +1 @@ +"elapsed","progress","num_parts","total_size_bytes_compressed","memory_usage" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/08-indexes.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/08-indexes.csv new file mode 100644 index 0000000..f7d3768 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/08-indexes.csv @@ -0,0 +1 @@ +"table","name","type_full","expr","granularity" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/10-log-fields.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/10-log-fields.csv new file mode 100644 index 0000000..15b0440 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/10-log-fields.csv @@ -0,0 +1,19 @@ +"name","type","comment" +"hostname","LowCardinality(String)","Hostname of the server executing the query." +"event_time_microseconds","DateTime64(6)","Query starting time with microseconds precision." +"query_start_time_microseconds","DateTime64(6)","Start time of query execution with microsecond precision." +"query_duration_ms","UInt64","Duration of query execution in milliseconds." +"read_rows","UInt64","Total number of rows read from all tables and table functions participated in query. It includes usual subqueries, subqueries for IN and JOIN. For distributed queries read_rows includes the total number of rows read at all replicas. Each replica sends it's read_rows value, and the server-initiator of the query summarizes all received and local values. The cache volumes do not affect this value." +"read_bytes","UInt64","Total number of bytes read from all tables and table functions participated in query. It includes usual subqueries, subqueries for IN and JOIN. For distributed queries read_bytes includes the total number of rows read at all replicas. Each replica sends it's read_bytes value, and the server-initiator of the query summarizes all received and local values. The cache volumes do not affect this value." +"result_rows","UInt64","Number of rows in the result of a SELECT query, or the number of rows written by an insert. For a synchronous insert this includes rows written by downstream inserts triggered by the pipeline (such as attached materialized views) on the `query_kind` = `Insert` entry; for an asynchronous insert those downstream rows are recorded on the `query_kind` = `AsyncInsertFlush` entry, while the client-facing `Insert` entry records only the rows accepted from the client." +"result_bytes","UInt64","RAM volume in bytes used to store a query result." +"memory_usage","UInt64","Memory consumption by the query." +"normalized_query_hash","UInt64","A numeric hash value, such as it is identical for queries differ only by values of literals." +"query_kind","LowCardinality(String)","Type of the query." +"exception_code","Int32","Code of an exception." +"is_initial_query","UInt8","Query type. Possible values: 1 — query was initiated by the client, 0 — query was initiated by another query as part of distributed query execution." +"query_id","String","ID of the query." +"peak_threads_usage","UInt64","Maximum count of simultaneous threads executing the query." +"ProfileEvents","Map(LowCardinality(String), UInt64)","ProfileEvents that measure different metrics. The description of them could be found in the table system.events" +"Settings","Map(LowCardinality(String), LowCardinality(String))","Settings that were changed when the client ran the query. To enable logging changes to settings, set the log_query_settings parameter to 1." +"query_cache_usage","Enum8('Unknown' = 0, 'None' = 1, 'Write' = 2, 'Read' = 3)","Usage of the query cache during query execution. Values: 'Unknown' = Status unknown, 'None' = The query result was neither written into nor read from the query result cache, 'Write' = The query result was written into the query result cache, 'Read' = The query result was read from the query result cache." diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/background-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/background-after.csv new file mode 100644 index 0000000..c74bfb3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/background-after.csv @@ -0,0 +1 @@ +"elapsed","progress","num_parts","total_size_bytes_compressed","memory_usage" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/cache-settings.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/cache-settings.csv new file mode 100644 index 0000000..1dee4f6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/cache-settings.csv @@ -0,0 +1,76 @@ +"name","value","description" +"distributed_cache_alignment","0","Only has an effect in ClickHouse Cloud. A setting for testing purposes, do not change it" +"distributed_cache_bypass_connection_pool","0","Only has an effect in ClickHouse Cloud. Allow to bypass distributed cache connection pool" +"distributed_cache_connect_backoff_max_ms","50","Only has an effect in ClickHouse Cloud. Maximum backoff milliseconds for distributed cache connection creation." +"distributed_cache_connect_backoff_min_ms","0","Only has an effect in ClickHouse Cloud. Minimum backoff milliseconds for distributed cache connection creation." +"distributed_cache_connect_max_tries","5","Only has an effect in ClickHouse Cloud. Number of tries to connect to distributed cache if unsuccessful" +"distributed_cache_connect_timeout_ms","50","Only has an effect in ClickHouse Cloud. Connection timeout when connecting to distributed cache server." +"distributed_cache_credentials_refresh_period_seconds","5","Only has an effect in ClickHouse Cloud. A period of credentials refresh." +"distributed_cache_data_packet_ack_window","5","Only has an effect in ClickHouse Cloud. A window for sending ACK for DataPacket sequence in a single distributed cache read request" +"distributed_cache_discard_connection_if_unread_data","1","Only has an effect in ClickHouse Cloud. Discard connection if some data is unread." +"distributed_cache_fetch_metrics_only_from_current_az","1","Only has an effect in ClickHouse Cloud. Fetch metrics only from current availability zone in system.distributed_cache_metrics, system.distributed_cache_events" +"distributed_cache_file_cache_name","","Only has an effect in ClickHouse Cloud. A setting used only for CI tests - filesystem cache name to use on distributed cache." +"distributed_cache_log_mode","on_error","Only has an effect in ClickHouse Cloud. Mode for writing to system.distributed_cache_log" +"distributed_cache_max_unacked_inflight_packets","10","Only has an effect in ClickHouse Cloud. A maximum number of unacknowledged in-flight packets in a single distributed cache read request" +"distributed_cache_min_bytes_for_seek","0","Only has an effect in ClickHouse Cloud. Minimum number of bytes to do seek in distributed cache." +"distributed_cache_pool_behaviour_on_limit","wait","Only has an effect in ClickHouse Cloud. Identifies behaviour of distributed cache connection on pool limit reached" +"distributed_cache_prefer_bigger_buffer_size","0","Only has an effect in ClickHouse Cloud. Same as filesystem_cache_prefer_bigger_buffer_size, but for distributed cache." +"distributed_cache_read_alignment","0","Obsolete setting, does nothing." +"distributed_cache_read_only_from_current_az","1","Only has an effect in ClickHouse Cloud. Allow to read only from current availability zone. If disabled, will read from all cache servers in all availability zones." +"distributed_cache_read_request_max_tries","10","Only has an effect in ClickHouse Cloud. Number of tries to do distributed cache read request if unsuccessful" +"distributed_cache_receive_response_wait_milliseconds","2000","Only has an effect in ClickHouse Cloud. Wait time in milliseconds to receive data for request from distributed cache" +"distributed_cache_receive_timeout_milliseconds","1000","Only has an effect in ClickHouse Cloud. Wait time in milliseconds to receive any kind of response from distributed cache + +Cloud default value: `20000`." +"distributed_cache_receive_timeout_ms","3000","Only has an effect in ClickHouse Cloud. Timeout for receiving data from distributed cache server, in milliseconds. If no bytes were received in this interval, the exception is thrown." +"distributed_cache_registry_show_certificate_and_signature","0","Only has an effect in ClickHouse Cloud. Show the `certificate` and `signature` columns in the `system.distributed_cache_registry` table. By default these columns are empty to keep the output compact; enable this setting to inspect them." +"distributed_cache_send_timeout_ms","3000","Only has an effect in ClickHouse Cloud. Timeout for sending data to istributed cache server, in milliseconds. If a client needs to send some data but is not able to send any bytes in this interval, the exception is thrown." +"distributed_cache_tcp_keep_alive_timeout_ms","2900","Only has an effect in ClickHouse Cloud. The time in milliseconds the connection to distributed cache server needs to remain idle before TCP starts sending keepalive probes." +"distributed_cache_throw_on_error","0","Only has an effect in ClickHouse Cloud. Rethrow exception happened during communication with distributed cache or exception received from distributed cache. Otherwise fallback to skipping distributed cache on error" +"distributed_cache_use_clients_cache_for_read","1","Only has an effect in ClickHouse Cloud. Use clients cache for read requests." +"distributed_cache_use_clients_cache_for_write","0","Obsolete setting, does nothing." +"distributed_cache_wait_connection_from_pool_milliseconds","100","Only has an effect in ClickHouse Cloud. Wait time in milliseconds to receive connection from connection pool if distributed_cache_pool_behaviour_on_limit is wait" +"distributed_cache_write_request_max_tries","3","Only has an effect in ClickHouse Cloud. Number of tries to do distributed cache write request if unsuccessful" +"enable_filesystem_cache","0","Use cache for remote filesystem. This setting does not turn on/off cache for disks (must be done via disk config), but allows to bypass cache for some queries if intended" +"enable_filesystem_cache_log","0","Allows to record the filesystem caching log for each query" +"enable_filesystem_cache_on_write_operations","0","Enables or disables `write-through` cache. If set to `false`, the `write-through` cache is disabled for write operations. If set to `true`, `write-through` cache is enabled as long as `cache_on_write_operations` is turned on in the server config's cache disk configuration section. +See [""Using local cache""](/operations/storing-data#using-local-cache) for more details. + +Cloud default value: `1`." +"filesystem_cache_allow_background_download","1","Allow filesystem cache to enqueue background downloads for data read from remote storage. Disable to keep downloads in the foreground for the current query/session." +"filesystem_cache_boundary_alignment","0","Filesystem cache boundary alignment. This setting is applied only for non-disk read (e.g. for cache of remote table engines / table functions, but not for storage configuration of MergeTree tables). Value 0 means no alignment." +"filesystem_cache_enable_background_download_during_fetch","1","Only has an effect in ClickHouse Cloud. Wait time to lock cache for space reservation in filesystem cache" +"filesystem_cache_enable_background_download_for_metadata_files_in_packed_storage","1","Only has an effect in ClickHouse Cloud. Wait time to lock cache for space reservation in filesystem cache" +"filesystem_cache_max_download_size","137438953472","Max remote filesystem cache size that can be downloaded by a single query" +"filesystem_cache_name","s3diskWithCache","Filesystem cache name to use for stateless table engines or data lakes" +"filesystem_cache_prefer_bigger_buffer_size","1","Prefer bigger buffer size if filesystem cache is enabled to avoid writing small file segments which deteriorate cache performance. On the other hand, enabling this setting might increase memory usage." +"filesystem_cache_reserve_space_wait_lock_timeout_milliseconds","1000","Wait time to lock cache for space reservation in filesystem cache" +"filesystem_cache_segments_batch_size","20","Limit on size of a single batch of file segments that a read buffer can request from cache. Too low value will lead to excessive requests to cache, too large may slow down eviction from cache" +"filesystem_cache_skip_download_if_exceeds_per_query_cache_write_limit","1","Skip download from remote filesystem if exceeds query cache size" +"filesystem_cache_wait_for_concurrent_download_timeout_milliseconds","60000","Maximum time to wait for a file segment which is being downloaded to the filesystem cache by a concurrent query. When the timeout is reached, the read bypasses the filesystem cache for that range and reads directly from remote storage, while the concurrent download continues to fill the cache. Value `0` means do not wait at all: bypass the cache immediately if the needed range is not downloaded yet. Lowering this value bounds the tail latency of cache-hit reads which would otherwise wait for another query's download pace at the cost of additional requests to remote storage." +"force_read_through_distributed_cache","auto","Only has an effect in ClickHouse Cloud. Overrides the server setting `enable_read_through_distributed_cache` for a single query. `auto` (the default) means to follow the server setting." +"force_write_through_distributed_cache","auto","Only has an effect in ClickHouse Cloud. Overrides the server setting `enable_write_through_distributed_cache` for a single query. `auto` (the default) means to follow the server setting." +"page_cache_block_size","1048576","Size of file chunks to store in the userspace page cache, in bytes. All reads that go through the cache will be rounded up to a multiple of this size. + +This setting can be adjusted on a per-query level basis, but cache entries with different block sizes cannot be reused. Changing this setting effectively invalidates existing entries in the cache. + +A higher value, like 1 MiB is good for high-throughput queries, and a lower value, like 64 KiB is good for low-latency point queries." +"page_cache_inject_eviction","0","Userspace page cache will sometimes invalidate some pages at random. Intended for testing." +"page_cache_lookahead_blocks","16","On userspace page cache miss, read up to this many consecutive blocks at once from the underlying storage, if they're also not in the cache. Each block is page_cache_block_size bytes. + +A higher value is good for high-throughput queries, while low-latency point queries will work better without readahead." +"page_cache_max_coalesced_bytes","16777216","When `readBigAt` populates the userspace page cache, consecutive cache misses are coalesced into a single read from the underlying storage. This setting bounds the size of one coalesced read in bytes; longer miss runs are split into multiple reads. It limits transient memory usage of the temporary buffer under parallel cold reads. + +A higher value reduces the number of HTTP requests for cold scans on object storage; a lower value reduces peak transient memory." +"read_from_distributed_cache_if_exists_otherwise_bypass_cache","0","Only has an effect in ClickHouse Cloud. Same as read_from_filesystem_cache_if_exists_otherwise_bypass_cache, but for distributed cache." +"read_from_filesystem_cache_if_exists_otherwise_bypass_cache","0","Allow to use the filesystem cache in passive mode - benefit from the existing cache entries, but don't put more entries into the cache. If you set this setting for heavy ad-hoc queries and leave it disabled for short real-time queries, this will allows to avoid cache threshing by too heavy queries and to improve the overall system efficiency." +"read_from_page_cache_if_exists_otherwise_bypass_cache","0","Use userspace page cache in passive mode, similar to read_from_filesystem_cache_if_exists_otherwise_bypass_cache." +"read_through_distributed_cache","0","User-level setting is deprecated, and it must be defined in the server configuration instead." +"table_engine_read_through_distributed_cache","0","Only has an effect in ClickHouse Cloud. Allow reading from distributed cache via table engines / table functions (s3, azure, etc)" +"use_page_cache_for_disks_without_file_cache","0","Use userspace page cache for remote disks that don't have filesystem cache enabled." +"use_page_cache_for_local_disks","0","Use userspace page cache when reading from local disks. Used for testing, unlikely to improve performance in practice. Requires local_filesystem_read_method = 'pread' or 'read'. Doesn't disable the OS page cache; min_bytes_to_use_direct_io can be used for that. Only affects regular tables, not file() table function or File() table engine." +"use_page_cache_for_object_storage","0"," Use userspace page cache when reading from object storage table functions (s3, azure, hdfs) and table engines (S3, Azure, HDFS). + " +"use_page_cache_with_distributed_cache","1","Use userspace page cache when distributed cache is used." +"write_through_distributed_cache","0","User-level setting is deprecated, and it must be defined in the server configuration instead." +"write_through_distributed_cache_buffer_size","0","Only has an effect in ClickHouse Cloud. Set buffer size for write-through distributed cache. If 0, will use buffer size which would have been used if there was not distributed cache." diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/capacity-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/capacity-after.csv new file mode 100644 index 0000000..ea1028f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/capacity-after.csv @@ -0,0 +1,7 @@ +"metric","value" +"CGroupMaxCPU",59 +"CGroupMemoryTotal",253403070464 +"CGroupMemoryUsed",4743903200 +"CGroupMemoryUsedWithoutPageCache",3930260524 +"MemoryResident",5492555776 +"OSMemoryTotal",265462054912 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/cold-settings-support.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/cold-settings-support.csv new file mode 100644 index 0000000..b1f0e88 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/cold-settings-support.csv @@ -0,0 +1,2 @@ +"ok" +1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/default-query-settings-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/default-query-settings-after.csv new file mode 100644 index 0000000..b99b789 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/default-query-settings-after.csv @@ -0,0 +1,22 @@ +"name","value","description" +"enable_filesystem_cache","0","Use cache for remote filesystem. This setting does not turn on/off cache for disks (must be done via disk config), but allows to bypass cache for some queries if intended" +"force_read_through_distributed_cache","auto","Only has an effect in ClickHouse Cloud. Overrides the server setting `enable_read_through_distributed_cache` for a single query. `auto` (the default) means to follow the server setting." +"use_page_cache_with_distributed_cache","1","Use userspace page cache when distributed cache is used." +"use_query_cache","0","If turned on, `SELECT` queries may utilize the [query cache](../query-cache.md). Parameters [enable_reads_from_query_cache](#enable_reads_from_query_cache) +and [enable_writes_to_query_cache](#enable_writes_to_query_cache) control in more detail how the cache is used. + +Possible values: + +- 0 - Disabled +- 1 - Enabled" +"use_query_condition_cache","1","Enable the [query condition cache](/operations/query-condition-cache). The cache stores ranges of granules in data parts which do not satisfy the condition in the `WHERE` clause, +and reuse this information as an ephemeral index for subsequent queries. + +Possible values: + +- 0 - Disabled +- 1 - Enabled" +"use_uncompressed_cache","0","Whether to use a cache of uncompressed blocks. Accepts 0 or 1. By default, 0 (disabled). +Using the uncompressed cache (only for tables in the MergeTree family) can significantly reduce latency and increase throughput when working with a large number of short queries. Enable this setting for users who send frequent short requests. Also pay attention to the [uncompressed_cache_size](/operations/server-configuration-parameters/settings#uncompressed_cache_size) configuration parameter (only set in the config file) – the size of uncompressed cache blocks. By default, it is 8 GiB. The uncompressed cache is filled in as needed and the least-used data is automatically deleted. + +For queries that read at least a somewhat large volume of data (one million rows or more), the uncompressed cache is disabled automatically to save space for truly small queries. This means that you can keep the 'use_uncompressed_cache' setting always set to 1." diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/identity-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/identity-after.csv new file mode 100644 index 0000000..1f96561 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/identity-after.csv @@ -0,0 +1,2 @@ +"hostname","version","uptime_s","vCPUs","memory_bytes" +"c-tanaws-ce-98-server-kbwf0p0-0","26.6.1.2292",2884,59,253403070464 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/parts-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/parts-after.csv new file mode 100644 index 0000000..6976b76 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/parts-after.csv @@ -0,0 +1,11 @@ +"table","name","rows","bytes_on_disk","marks","modification_time" +"quotes","all_0_59961_6",29339609624,109694768756,3584189,"2026-08-09 09:57:00" +"quotes","all_109626_118274_5",3696597509,13860022853,451584,"2026-08-09 01:49:31" +"quotes","all_118275_160519_6",17813060790,67260457708,2176180,"2026-08-09 18:00:25" +"quotes","all_160520_212795_7",21707805957,82076762536,2651793,"2026-08-09 20:42:48" +"quotes","all_212796_257039_6",18430313881,68957966534,2251411,"2026-08-09 21:46:42" +"quotes","all_257040_257255_3",91421964,366267040,11169,"2026-08-09 19:41:52" +"quotes","all_257257_257366_3",43139487,174890761,5268,"2026-10-10 13:45:28" +"quotes","all_59962_109625_7",22095794706,84740039026,2699403,"2026-08-09 09:47:49" +"quotes_daily","all_0_257322_2067",1858616,62260135,228,"2026-10-10 13:43:25" +"quotes_daily","all_257323_257323_1",1638,45860,2,"2026-08-09 19:40:57" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/prior-service-settings-source.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/prior-service-settings-source.json new file mode 100644 index 0000000..fbcec09 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/prior-service-settings-source.json @@ -0,0 +1,5 @@ +{ + "source": "../2026-10-11-59-vcpu/results/02-settings.csv", + "scope": "Earlier same-day settings discovery from the same 59-vCPU service, preserved from the preceding experiment", + "sha256": "aa104456376ad02555620b6465896bfafe727b74f3bb0049406a6871c7a540e9" +} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/prior-service-settings.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/prior-service-settings.csv new file mode 100644 index 0000000..9641dbe --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/prior-service-settings.csv @@ -0,0 +1,111 @@ +"name","value","changed","description" +"allow_asynchronous_read_from_io_pool_for_merge_tree","0",0,"Use background I/O pool to read from MergeTree tables. This setting may increase performance for I/O bound queries" +"enable_parallel_replicas","0",1,"Use up to `max_parallel_replicas` the number of replicas from each shard for SELECT query execution. Reading is parallelized and coordinated dynamically. 0 - disabled, 1 - enabled, silently disable them in case of failure, 2 - enabled, throw an exception in case of failure" +"log_queries","1",1,"Setting up query logging. + +Queries sent to ClickHouse with this setup are logged according to the rules in the [query_log](../../operations/server-configuration-parameters/settings.md/#query_log) server configuration parameter. + +Example: + +```text +log_queries=1 +```" +"log_queries_min_query_duration_ms","0",0,"If enabled (non-zero), queries faster than the value of this setting will not be logged (you can think about this as a `long_query_time` for [MySQL Slow Query Log](https://dev.mysql.com/doc/refman/5.7/slow-query-log.html)), and this basically means that you will not find them in the following tables: + +- `system.query_log` +- `system.query_thread_log` + +Only the queries with the following type will get to the log: + +- `QUERY_FINISH` +- `EXCEPTION_WHILE_PROCESSING` + +- Type: milliseconds +- Default value: 0 (any query)" +"log_queries_probability","1",1,"Allows a user to write to [query_log](../../operations/system-tables/query_log.md), [query_thread_log](../../operations/system-tables/query_thread_log.md), and [query_views_log](../../operations/system-tables/query_views_log.md) system tables only a sample of queries selected randomly with the specified probability. It helps to reduce the load with a large volume of queries in a second. + +Possible values: + +- 0 — Queries are not logged in the system tables. +- Positive floating-point number in the range [0..1]. For example, if the setting value is `0.5`, about half of the queries are logged in the system tables. +- 1 — All queries are logged in the system tables." +"log_query_settings","1",0,"Log query settings into the query_log and OpenTelemetry span log." +"max_memory_usage","0",0,"Cloud default value: depends on the amount of RAM on the replica. + +The maximum amount of RAM to use for running a query on a single server. +A value of `0` means unlimited. + +This setting does not consider the volume of available memory or the total volume +of memory on the machine. The restriction applies to a single query within a +single server. + +You can use `SHOW PROCESSLIST` to see the current memory consumption for each query. +Peak memory consumption is tracked for each query and written to the log. + +Memory usage is not fully tracked for states of the following aggregate functions +from `String` and `Array` arguments: +- `min` +- `max` +- `any` +- `anyLast` +- `argMin` +- `argMax` + +Memory consumption is also restricted by the parameters [`max_memory_usage_for_user`](/operations/settings/settings#max_memory_usage_for_user) +and [`max_server_memory_usage`](/operations/server-configuration-parameters/settings#max_server_memory_usage)." +"max_parallel_replicas","100",1,"The maximum number of replicas for each shard when executing a query. + +Possible values: + +- Positive integer. + +**Additional Info** + +This options will produce different results depending on the settings used. + +### Parallel processing using `SAMPLE` key + +A query may be processed faster if it is executed on several servers in parallel. But the query performance may degrade in the following cases: + +- The position of the sampling key in the partitioning key does not allow efficient range scans. +- Adding a sampling key to the table makes filtering by other columns less efficient. +- The sampling key is an expression that is expensive to calculate. +- The cluster latency distribution has a long tail, so that querying more servers increases the query overall latency. + +### Parallel processing using [parallel_replicas_custom_key](#parallel_replicas_custom_key) + +This setting is useful for any replicated table." +"max_threads","2",1,"The maximum number of query processing threads, excluding threads for retrieving data from remote servers (see the ['max_distributed_connections'](/operations/settings/settings#max_distributed_connections) parameter). + +This parameter applies to threads that perform the same stages of the query processing pipeline in parallel. +For example, when reading from a table, if it is possible to evaluate expressions with functions, filter with `WHERE` and pre-aggregate for `GROUP BY` in parallel using at least 'max_threads' number of threads, then 'max_threads' are used. + +For queries that are completed quickly because of a LIMIT, you can set a lower 'max_threads'. +For example, if the necessary number of entries are located in every block and max_threads = 8, then 8 blocks are retrieved, although it would have been enough to read just one. +The smaller the `max_threads` value, the less memory is consumed. + +The `max_threads` setting by default matches the number of hardware threads (number of CPU cores) available to ClickHouse. +As a special case, for x86 processors with less than 32 CPU cores and SMT (e.g. Intel HyperThreading), ClickHouse uses the number of logical cores (= 2 x physical core count) by default. + +Without SMT (e.g. Intel HyperThreading), this corresponds to the number of CPU cores. + +For ClickHouse Cloud users, the default value will display as `auto(N)` where N matches the vCPU size of your service e.g. 2vCPU/8GiB, 4vCPU/16GiB etc. +See the settings tab in the Cloud console for a list of all service sizes." +"use_query_cache","0",0,"If turned on, `SELECT` queries may utilize the [query cache](../query-cache.md). Parameters [enable_reads_from_query_cache](#enable_reads_from_query_cache) +and [enable_writes_to_query_cache](#enable_writes_to_query_cache) control in more detail how the cache is used. + +Possible values: + +- 0 - Disabled +- 1 - Enabled" +"use_query_condition_cache","1",0,"Enable the [query condition cache](/operations/query-condition-cache). The cache stores ranges of granules in data parts which do not satisfy the condition in the `WHERE` clause, +and reuse this information as an ephemeral index for subsequent queries. + +Possible values: + +- 0 - Disabled +- 1 - Enabled" +"use_uncompressed_cache","0",0,"Whether to use a cache of uncompressed blocks. Accepts 0 or 1. By default, 0 (disabled). +Using the uncompressed cache (only for tables in the MergeTree family) can significantly reduce latency and increase throughput when working with a large number of short queries. Enable this setting for users who send frequent short requests. Also pay attention to the [uncompressed_cache_size](/operations/server-configuration-parameters/settings#uncompressed_cache_size) configuration parameter (only set in the config file) – the size of uncompressed cache blocks. By default, it is 8 GiB. The uncompressed cache is filled in as needed and the least-used data is automatically deleted. + +For queries that read at least a somewhat large volume of data (one million rows or more), the uncompressed cache is disabled automatically to save space for truly small queries. This means that you can keep the 'use_uncompressed_cache' setting always set to 1." diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/query-activity.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/query-activity.csv new file mode 100644 index 0000000..ec43d21 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/query-activity.csv @@ -0,0 +1,4 @@ +"activity","completed_queries","summed_elapsed_s","summed_cpu_s","peak_threads" +"cold condition-cache-off experiment",144,248.462,1279.369428,296 +"hot-cold experiment",312,497.977,2718.680775,296 +"other queries",1773,208.753,42.374963,113 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/query-logs-all.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/query-logs-all.csv new file mode 100644 index 0000000..1473784 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/results/query-logs-all.csv @@ -0,0 +1,457 @@ +"query_id","hostname","type","started_at_utc","finished_at_utc","query_duration_ms","read_rows","read_bytes","result_rows","result_bytes","peak_memory_bytes","peak_threads_usage","normalized_query_hash","query_cache_usage","exception_code","user_cpu_us","system_cpu_us","cpu_wait_us","io_wait_us","profile_events_json","settings_json" +"reader-cache-20261011T103914Z-pilot-1-D1-t59-hot","c-tanaws-ce-98-server-kbwf0p0-0.c-tanaws-ce-98-server-headless.ns-tanaws-ce-98.svc.cluster.local","QueryFinish","2026-10-11 10:39:15.041508","2026-10-11 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itive_predicates"":""0"",""dead_blobs_to_delay_insert"":""0"",""dead_blobs_to_throw_insert"":""0"",""http_max_fields"":""1000000"",""http_max_field_name_size"":""131072"",""http_max_field_value_size"":""13107200"",""http_max_request_header_size"":""0"",""http_headers_read_timeout"":""0"",""statistics_max_set_size_for_exact_selectivity_estimation"":""10000"",""allow_key_condition_coalesce_rewrite"":""0"",""opentelemetry_start_trace_probability"":""0.05"",""max_rows_to_read"":""1000000000"",""max_bytes_to_read"":""100000000000"",""max_bytes_before_external_group_by"":""126701535232"",""max_bytes_before_external_sort"":""126701535232"",""max_result_rows"":""1000000"",""result_overflow_mode"":""throw"",""max_execution_time"":""30"",""timeout_before_checking_execution_speed"":""0"",""ast_fuzzer_runs"":""0"",""readonly"":""2"",""reserve_memory"":""0"",""backup_restore_keeper_retry_max_backoff_ms"":""20000"",""backup_restore_keeper_fault_injection_probability"":""0.001"",""restore_replicated_merge_tree_to_shared_merge_tree"":""1"",""log_query_settings"":""1"",""log_comment"":""reader-qccoff-20261011T105100Z"",""allow_ddl"":""0"",""parallel_view_processing"":""1"",""cancel_http_readonly_queries_on_client_close"":""1"",""functions_h3_default_if_invalid"":""1"",""max_wkb_geometry_elements"":""1000000"",""max_rand_distribution_trials"":""1000000000"",""allow_replace_partition_from_empty_source"":""1"",""dynamic_disk_allow_from_env"":""0"",""dynamic_disk_allow_include"":""0"",""dynamic_disk_allow_from_zk"":""0"",""s3_allow_server_credentials_in_user_queries"":""0"",""max_table_size_to_drop"":""1000000000000"",""max_partition_size_to_drop"":""1000000000000"",""default_table_engine"":""ReplicatedMergeTree"",""optimize_trivial_group_by_limit_query"":""0"",""mutations_sync"":""0"",""lightweight_deletes_sync"":""1"",""optimize_truncate_order_by_after_group_by_keys"":""0"",""deduplicate_blocks_in_dependent_materialized_views"":""0"",""recursive_cte_max_steps_in_type_inference"":""0"",""mysql_datatypes_support_level"":"""",""optimize_trivial_insert_select"":""0"",""optimize_syntax_fuse_functions"":""0"",""iceberg_max_number_datafiles_to_compact"":""1000"",""iceberg_manifest_decode_concurrency"":""2"",""iceberg_file_entries_queue_size"":""100"",""iceberg_metadata_staleness_ms"":""0"",""use_parquet_metadata_cache"":""0"",""iceberg_compaction_delay_bias"":""10800"",""iceberg_compaction_data_cleanup"":""10800"",""use_query_cache"":""0"",""use_query_condition_cache"":""0"",""optimize_rewrite_array_exists_to_has"":""0"",""optimize_rewrite_has_to_in"":""0"",""optimize_dictget_tuple_element"":""0"",""execute_exists_as_scalar_subquery"":""0"",""allow_limit_by_partitions_independently"":""0"",""database_replicated_allow_only_replicated_engine"":""1"",""database_replicated_allow_replicated_engine_arguments"":""0"",""database_replicated_allow_explicit_uuid"":""0"",""cloud_mode"":""1"",""cloud_mode_engine"":""3"",""cloud_mode_database_engine"":""2"",""distributed_ddl_output_mode"":""none_only_active"",""distributed_ddl_entry_format_version"":""6"",""max_streams_for_union_step"":""0"",""max_streams_for_union_step_to_max_threads_ratio"":""0"",""optimize_limit_by_function_keys"":""0"",""optimize_injective_functions_in_limit_by"":""0"",""query_plan_top_k_through_join"":""0"",""query_plan_merge_filters"":""1"",""query_plan_push_limit_by_into_sort"":""0"",""query_plan_reuse_storage_ordering_for_window_functions"":""1"",""max_rows_for_lazy_final"":""10000000"",""max_bytes_for_lazy_final"":""256000000"",""query_plan_max_set_size_for_projection_match"":""0"",""enable_software_prefetch_in_join"":""0"",""correlated_subqueries_use_in_memory_buffer"":""0"",""highlight_max_matches_per_row"":""10000"",""function_base58_max_input_size"":""0"",""async_insert"":""1"",""wait_for_async_insert"":""1"",""async_insert_max_data_size"":""104857600"",""async_insert_max_query_number"":""10000"",""async_insert_busy_timeout_max_ms"":""1000"",""enable_filesystem_cache"":""0"",""filesystem_cache_name"":""s3diskWithCache"",""enable_filesystem_cache_on_write_operations"":""0"",""filesystem_cache_wait_for_concurrent_download_timeout_milliseconds"":""60000"",""use_page_cache_with_distributed_cache"":""0"",""page_cache_max_coalesced_bytes"":""16777216"",""load_marks_asynchronously"":""1"",""allow_prefetched_read_pool_for_remote_filesystem"":""0"",""filesystem_prefetch_max_memory_usage"":""25340307046"",""filesystem_prefetches_limit"":""200"",""allow_calculating_subcolumns_sizes_for_merge_tree_reading"":""0"",""allow_rank_dense_rank_arguments"":""1"",""compatibility"":""25.12"",""force_read_through_distributed_cache"":""0"",""distributed_cache_throw_on_error"":""0"",""distributed_cache_write_request_max_tries"":""3"",""distributed_cache_receive_response_wait_milliseconds"":""2000"",""distributed_cache_receive_timeout_milliseconds"":""1000"",""distributed_cache_bypass_connection_pool"":""0"",""distributed_cache_pool_behaviour_on_limit"":""wait"",""insert_keeper_max_retries"":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diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/run_cache_test.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/run_cache_test.py new file mode 100644 index 0000000..d68b1b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/run_cache_test.py @@ -0,0 +1,69 @@ +#!/usr/bin/env python3 +"""Paired hot/cold drill-down scaling; per-query cache controls, no global cache purge.""" +import argparse, csv, datetime, hashlib, json, pathlib, random, re +from connection import request + +ROOT = pathlib.Path(__file__).resolve().parent +CORES = [2, 4, 8, 16, 30, 59] +CACHE = { + 'hot': 'enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1', + 'filesystem-off': 'enable_filesystem_cache=0,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1', + 'cold': 'enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0', +} + +def queries(): + text = re.sub(r'--[^\n]*', '', (ROOT/'queries/queries_raw.sql').read_text()) + parsed = [re.sub(r'\s+', ' ', part).strip() for part in text.split(';') if part.strip()] + assert len(parsed) == 2 + return dict(zip(['D1', 'D2'], parsed)) + +def workload_sql(query, cores, cache, comment): + if not re.search(r'\bLIMIT\b', query, re.I): query += ' LIMIT 1000000' + return query + f" SETTINGS max_threads={cores},{CACHE[cache]},use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='{comment}' FORMAT Null" + +def main(): + parser = argparse.ArgumentParser() + parser.add_argument('--phase', choices=['pilot', 'warmup', 'measured'], required=True) + parser.add_argument('--rounds', type=int, required=True) + args = parser.parse_args() + assert 1 <= args.rounds <= 12 + identity = list(csv.DictReader((ROOT/'results/00-identity-before.csv').open()))[0] + assert float(identity['vCPUs']) == 59 + stamp = datetime.datetime.now(datetime.timezone.utc).strftime('%Y%m%dT%H%M%SZ') + run_id = 'reader-cache-' + stamp + '-' + args.phase + levels = [16,59] if args.phase == 'pilot' else CORES + modes = ['hot', 'filesystem-off', 'cold'] if args.phase == 'pilot' else ['hot'] if args.phase == 'warmup' else ['hot', 'cold'] + rng = random.Random(6112027) + plan = [] + for round_no in range(1, args.rounds+1): + cells = [(q,c) for q in ['D1','D2'] for c in levels] + rng.shuffle(cells) + for query, cores in cells: + order = modes[:] + if args.phase != 'warmup': rng.shuffle(order) + for cache in order: + plan.append({'round':round_no,'query':query,'max_threads':cores,'cache_mode':cache}) + q = queries() + manifest = {'run_id':run_id,'phase':args.phase,'rounds':args.rounds,'trials':len(plan),'cores':levels,'cache_modes':modes,'cache_settings':CACHE,'seed':6112027,'plan':plan,'schedule':'Sequential paired cache treatments; fixed randomized core/query cells; no overlap or automatic retries','cache_scope':'Hot: filesystem, page and distributed data caches. Cold: bypass those three data-cache layers per query. Metadata/mark/query-condition caches are held at the same settings. Query-result and uncompressed caches explicitly off in both. Pilot also isolates enable_filesystem_cache alone.','queries':{name:hashlib.sha256(sql.encode()).hexdigest() for name,sql in q.items()}} + (ROOT/'raw'/(run_id+'-manifest.json')).write_text(json.dumps(manifest,indent=2)+'\n') + ledger = ROOT/'raw'/(run_id+'.jsonl') + assert not ledger.exists() + print('START',run_id,len(plan),'trials',flush=True) + for i, cell in enumerate(plan,1): + query_id = f"{run_id}-{i}-{cell['query']}-t{cell['max_threads']}-{cell['cache_mode']}" + sql = workload_sql(q[cell['query']],cell['max_threads'],cell['cache_mode'],run_id) + target = ROOT/'sql'/f"{args.phase}-{i:03}-{cell['query']}-t{cell['max_threads']}-{cell['cache_mode']}.sql" + target.write_text(sql+'\n') + record = {**cell,'sequence':i,'phase':args.phase,'run_id':run_id,'query_id':query_id,'client_started_at_utc':datetime.datetime.now(datetime.timezone.utc).isoformat(),'sql_sha256':hashlib.sha256(sql.encode()).hexdigest()} + try: + r = request(sql,query_id) + record.update({'success':True,'http_summary':r['summary'],'client_wall_s':r['client_wall_s']}) + assert int(r['summary']['read_bytes']) > 0 and int(r['summary']['elapsed_ns']) > 0 + except Exception as error: + record.update({'success':False,'error':str(error)}) + with ledger.open('a') as stream:stream.write(json.dumps(record)+'\n') + print(args.phase,i,'/',len(plan),cell['query'],cell['max_threads'],cell['cache_mode'],'server_ms',round(int(record.get('http_summary',{}).get('elapsed_ns',0))/1e6,3),'ok',record['success'],flush=True) + if not record['success']:raise SystemExit('Stopped; failed observation preserved.') + print('FINISH',run_id,flush=True) + +if __name__ == '__main__':main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/run_condition_cache_off.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/run_condition_cache_off.py new file mode 100644 index 0000000..28e025b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/run_condition_cache_off.py @@ -0,0 +1,33 @@ +#!/usr/bin/env python3 +"""Measure the second cold case: all six core points, query-condition cache explicitly disabled.""" +import datetime, hashlib, json, pathlib, random +from connection import request +from run_cache_test import queries, workload_sql, CORES +ROOT=pathlib.Path(__file__).resolve().parent + +def main(): + stamp=datetime.datetime.now(datetime.timezone.utc).strftime('%Y%m%dT%H%M%SZ') + run_id='reader-qccoff-'+stamp + rng=random.Random(6112027);plan=[] + for n in range(1,13): + cells=[(q,c) for q in ['D1','D2'] for c in CORES];rng.shuffle(cells) + for q,c in cells: + modes=['cold'] + for m in modes:plan.append({'round':n,'query':q,'max_threads':c,'cache_mode':m,'query_condition_cache':0}) + (ROOT/'raw'/(run_id+'-manifest.json')).write_text(json.dumps({'run_id':run_id,'phase':'qcc-off','trials':len(plan),'rounds':12,'seed':6112027,'plan':plan,'scope':'Cold data-cache comparison with query-condition cache explicitly off; no overlapping queries or retries'},indent=2)+'\n') + q=queries();ledger=ROOT/'raw'/(run_id+'.jsonl');assert not ledger.exists() + print('START',run_id,len(plan),'trials',flush=True) + for i,cell in enumerate(plan,1): + qid=f"{run_id}-{i}-{cell['query']}-t{cell['max_threads']}-{cell['cache_mode']}-qcc0" + sql=workload_sql(q[cell['query']],cell['max_threads'],cell['cache_mode'],run_id).replace('use_query_cache=0','use_query_cache=0,use_query_condition_cache=0') + (ROOT/'sql'/f"qccoff-{i:03}-{cell['query']}-t{cell['max_threads']}-{cell['cache_mode']}.sql").write_text(sql+'\n') + row={**cell,'sequence':i,'phase':'qcc-off','run_id':run_id,'query_id':qid,'client_started_at_utc':datetime.datetime.now(datetime.timezone.utc).isoformat(),'sql_sha256':hashlib.sha256(sql.encode()).hexdigest()} + try: + r=request(sql,qid);row.update({'success':True,'http_summary':r['summary'],'client_wall_s':r['client_wall_s']});assert int(r['summary']['read_bytes'])>0 + except Exception as error:row.update({'success':False,'error':str(error)}) + with ledger.open('a') as stream:stream.write(json.dumps(row)+'\n') + print('qccoff',i,'/',len(plan),cell['query'],cell['max_threads'],cell['cache_mode'],'server_ms',round(int(row.get('http_summary',{}).get('elapsed_ns',0))/1e6,3),'ok',row['success'],flush=True) + if not row['success']:raise SystemExit('Stopped; failed observation preserved.') + print('FINISH',run_id,flush=True) + +if __name__=='__main__':main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/00-identity-before.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/00-identity-before.sql new file mode 100644 index 0000000..fd302ae --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/00-identity-before.sql @@ -0,0 +1 @@ +SELECT hostName() AS hostname,version() AS version,uptime() AS uptime_s,(SELECT value FROM system.asynchronous_metrics WHERE metric='CGroupMaxCPU') AS vCPUs,(SELECT value FROM system.asynchronous_metrics WHERE metric='CGroupMemoryTotal') AS memory_bytes LIMIT 1 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/03-tables.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/03-tables.sql new file mode 100644 index 0000000..9d95dee --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/03-tables.sql @@ -0,0 +1 @@ +SELECT database,name,engine,total_rows,total_bytes,sorting_key,primary_key,partition_key FROM system.tables WHERE (database='quotes_async_t4' AND name IN ('quotes','quotes_daily')) OR (database='system' AND startsWith(name,'query_log')) ORDER BY database,name LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/04-columns.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/04-columns.sql new file mode 100644 index 0000000..83666e3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/04-columns.sql @@ -0,0 +1 @@ +SELECT table,name,type,comment FROM system.columns WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') ORDER BY table,position LIMIT 100 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/05-parts-before.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/05-parts-before.sql new file mode 100644 index 0000000..650c1a5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/05-parts-before.sql @@ -0,0 +1 @@ +SELECT table,name,rows,bytes_on_disk,marks,modification_time FROM system.parts WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') AND active ORDER BY table,name LIMIT 5000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/06-capacity.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/06-capacity.sql new file mode 100644 index 0000000..81e9723 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/06-capacity.sql @@ -0,0 +1 @@ +SELECT metric,value FROM system.asynchronous_metrics WHERE metric IN ('CGroupMaxCPU','CGroupMemoryTotal','CGroupMemoryUsed','CGroupMemoryUsedWithoutPageCache','MemoryResident','UserspacePageCacheBytes','OSMemoryTotal') ORDER BY metric LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/07-background-before.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/07-background-before.sql new file mode 100644 index 0000000..6242e7d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/07-background-before.sql @@ -0,0 +1 @@ +SELECT elapsed,progress,num_parts,total_size_bytes_compressed,memory_usage FROM system.merges WHERE database='quotes_async_t4' LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/08-indexes.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/08-indexes.sql new file mode 100644 index 0000000..abfeb9f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/08-indexes.sql @@ -0,0 +1 @@ +SELECT table,name,type_full,expr,granularity FROM system.data_skipping_indices WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/10-log-fields.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/10-log-fields.sql new file mode 100644 index 0000000..fa60c0e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/10-log-fields.sql @@ -0,0 +1 @@ +SELECT name,type,comment FROM system.columns WHERE database='system' AND table='query_log' AND name IN ('query_id','event_time_microseconds','query_start_time_microseconds','query_duration_ms','read_rows','read_bytes','result_rows','result_bytes','ProfileEvents','Settings','memory_usage','peak_threads_usage','query_cache_usage','is_initial_query','query_kind','normalized_query_hash','hostname','exception_code') ORDER BY position LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/background-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/background-after.sql new file mode 100644 index 0000000..c0db2ed --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/background-after.sql @@ -0,0 +1 @@ +SELECT elapsed,progress,num_parts,total_size_bytes_compressed,memory_usage FROM system.merges WHERE database='quotes_async_t4' LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/cache-settings.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/cache-settings.sql new file mode 100644 index 0000000..ef49af0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/cache-settings.sql @@ -0,0 +1 @@ +SELECT name,value,description FROM system.settings WHERE name ILIKE '%page_cache%' OR name ILIKE '%distributed_cache%' OR name ILIKE '%filesystem_cache%' ORDER BY name LIMIT 100 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/capacity-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/capacity-after.sql new file mode 100644 index 0000000..7883e25 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/capacity-after.sql @@ -0,0 +1 @@ +SELECT metric,value FROM system.asynchronous_metrics WHERE metric IN ('CGroupMaxCPU','CGroupMemoryTotal','CGroupMemoryUsed','CGroupMemoryUsedWithoutPageCache','MemoryResident','UserspacePageCacheBytes','OSMemoryTotal') ORDER BY metric LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/cold-settings-support.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/cold-settings-support.sql new file mode 100644 index 0000000..c55d273 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/cold-settings-support.sql @@ -0,0 +1 @@ +SELECT 1 AS ok SETTINGS enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/default-query-settings-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/default-query-settings-after.sql new file mode 100644 index 0000000..72c2c22 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/default-query-settings-after.sql @@ -0,0 +1 @@ +SELECT name,value,description FROM system.settings WHERE name IN ('use_query_cache','use_query_condition_cache','use_uncompressed_cache','enable_filesystem_cache','use_page_cache_with_distributed_cache','force_read_through_distributed_cache') ORDER BY name LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/identity-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/identity-after.sql new file mode 100644 index 0000000..fd302ae --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/identity-after.sql @@ -0,0 +1 @@ +SELECT hostName() AS hostname,version() AS version,uptime() AS uptime_s,(SELECT value FROM system.asynchronous_metrics WHERE metric='CGroupMaxCPU') AS vCPUs,(SELECT value FROM system.asynchronous_metrics WHERE metric='CGroupMemoryTotal') AS memory_bytes LIMIT 1 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-001-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-001-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-001-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-002-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-002-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-002-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-003-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-003-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-003-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-004-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-004-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-004-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-005-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-005-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-005-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-006-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-006-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-006-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-007-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-007-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-007-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-008-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-008-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-008-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-009-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-009-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-009-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-010-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-010-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-010-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-011-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-011-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-011-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-012-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-012-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-012-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-013-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-013-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-013-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-014-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-014-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-014-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-015-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-015-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-015-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-016-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-016-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-016-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-017-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-017-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-017-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-018-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-018-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-018-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-019-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-019-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-019-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-020-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-020-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-020-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-021-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-021-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-021-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-022-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-022-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-022-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-023-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-023-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-023-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-024-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-024-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-024-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-025-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-025-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-025-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-026-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-026-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-026-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-027-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-027-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-027-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-028-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-028-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-028-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-029-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-029-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-029-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-030-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-030-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-030-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-031-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-031-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-031-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-032-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-032-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-032-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-033-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-033-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-033-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-034-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-034-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-034-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-035-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-035-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-035-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-036-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-036-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-036-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-037-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-037-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-037-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-038-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-038-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-038-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-039-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-039-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-039-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-040-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-040-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-040-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-041-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-041-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-041-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-042-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-042-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-042-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-043-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-043-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-043-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-044-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-044-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-044-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-045-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-045-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-045-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-046-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-046-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-046-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-047-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-047-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-047-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-048-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-048-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-048-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-049-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-049-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-049-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-050-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-050-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-050-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-051-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-051-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-051-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-052-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-052-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-052-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-053-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-053-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-053-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-054-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-054-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-054-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-055-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-055-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-055-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-056-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-056-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-056-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-057-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-057-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-057-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-058-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-058-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-058-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-059-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-059-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-059-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-060-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-060-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-060-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-061-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-061-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-061-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-062-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-062-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-062-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-063-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-063-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-063-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-064-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-064-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-064-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-065-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-065-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-065-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-066-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-066-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-066-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-067-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-067-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-067-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-068-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-068-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-068-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-069-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-069-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-069-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-070-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-070-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-070-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-071-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-071-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-071-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-072-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-072-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-072-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-073-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-073-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-073-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-074-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-074-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-074-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-075-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-075-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-075-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-076-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-076-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-076-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-077-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-077-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-077-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-078-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-078-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-078-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-079-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-079-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-079-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-080-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-080-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-080-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-081-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-081-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-081-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-082-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-082-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-082-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-083-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-083-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-083-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-084-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-084-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-084-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-085-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-085-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-085-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-086-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-086-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-086-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-087-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-087-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-087-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-088-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-088-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-088-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-089-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-089-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-089-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-090-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-090-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-090-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-091-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-091-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-091-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-092-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-092-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-092-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-093-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-093-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-093-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-094-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-094-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-094-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-095-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-095-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-095-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-096-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-096-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-096-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-097-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-097-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-097-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-098-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-098-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-098-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-099-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-099-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-099-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-100-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-100-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-100-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-101-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-101-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-101-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-102-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-102-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-102-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-103-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-103-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-103-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-104-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-104-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-104-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-105-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-105-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-105-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-106-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-106-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-106-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-107-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-107-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-107-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-108-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-108-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-108-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-109-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-109-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-109-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-110-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-110-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-110-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-111-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-111-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-111-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-112-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-112-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-112-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-113-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-113-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-113-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-114-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-114-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-114-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-115-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-115-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-115-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-116-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-116-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-116-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-117-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-117-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-117-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-118-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-118-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-118-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-119-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-119-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-119-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-120-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-120-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-120-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-121-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-121-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-121-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-122-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-122-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-122-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-123-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-123-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-123-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-124-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-124-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-124-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-125-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-125-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-125-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-126-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-126-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-126-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-127-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-127-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-127-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-128-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-128-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-128-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-129-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-129-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-129-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-130-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-130-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-130-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-131-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-131-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-131-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-132-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-132-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-132-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-133-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-133-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-133-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-134-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-134-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-134-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-135-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-135-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-135-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-136-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-136-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-136-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-137-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-137-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-137-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-138-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-138-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-138-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-139-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-139-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-139-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-140-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-140-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-140-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-141-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-141-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-141-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-142-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-142-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-142-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-143-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-143-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-143-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-144-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-144-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-144-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-145-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-145-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-145-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-146-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-146-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-146-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-147-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-147-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-147-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-148-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-148-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-148-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-149-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-149-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-149-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-150-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-150-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-150-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-151-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-151-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-151-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-152-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-152-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-152-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-153-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-153-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-153-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-154-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-154-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-154-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-155-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-155-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-155-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-156-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-156-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-156-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-157-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-157-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-157-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-158-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-158-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-158-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-159-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-159-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-159-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-160-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-160-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-160-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-161-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-161-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-161-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-162-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-162-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-162-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-163-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-163-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-163-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-164-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-164-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-164-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-165-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-165-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-165-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-166-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-166-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-166-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-167-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-167-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-167-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-168-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-168-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-168-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-169-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-169-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-169-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-170-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-170-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-170-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-171-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-171-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-171-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-172-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-172-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-172-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-173-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-173-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-173-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-174-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-174-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-174-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-175-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-175-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-175-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-176-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-176-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-176-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-177-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-177-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-177-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-178-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-178-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-178-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-179-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-179-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-179-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-180-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-180-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-180-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-181-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-181-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-181-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-182-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-182-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-182-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-183-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-183-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-183-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-184-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-184-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-184-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-185-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-185-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-185-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-186-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-186-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-186-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-187-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-187-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-187-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-188-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-188-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-188-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-189-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-189-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-189-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-190-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-190-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-190-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-191-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-191-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-191-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-192-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-192-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-192-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-193-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-193-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-193-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-194-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-194-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-194-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-195-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-195-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-195-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-196-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-196-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-196-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-197-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-197-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-197-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-198-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-198-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-198-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-199-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-199-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-199-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-200-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-200-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-200-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-201-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-201-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-201-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-202-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-202-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-202-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-203-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-203-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-203-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-204-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-204-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-204-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-205-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-205-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-205-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-206-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-206-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-206-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-207-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-207-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-207-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-208-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-208-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-208-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-209-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-209-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-209-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-210-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-210-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-210-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-211-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-211-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-211-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-212-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-212-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-212-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-213-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-213-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-213-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-214-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-214-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-214-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-215-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-215-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-215-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-216-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-216-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-216-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-217-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-217-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-217-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-218-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-218-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-218-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-219-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-219-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-219-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-220-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-220-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-220-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-221-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-221-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-221-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-222-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-222-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-222-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-223-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-223-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-223-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-224-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-224-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-224-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-225-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-225-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-225-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-226-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-226-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-226-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-227-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-227-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-227-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-228-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-228-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-228-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-229-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-229-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-229-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-230-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-230-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-230-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-231-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-231-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-231-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-232-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-232-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-232-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-233-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-233-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-233-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-234-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-234-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-234-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-235-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-235-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-235-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-236-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-236-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-236-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-237-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-237-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-237-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-238-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-238-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-238-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-239-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-239-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-239-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-240-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-240-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-240-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-241-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-241-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-241-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-242-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-242-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-242-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-243-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-243-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-243-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-244-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-244-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-244-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-245-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-245-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-245-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-246-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-246-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-246-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-247-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-247-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-247-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-248-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-248-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-248-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-249-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-249-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-249-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-250-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-250-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-250-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-251-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-251-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-251-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-252-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-252-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-252-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-253-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-253-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-253-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-254-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-254-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-254-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-255-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-255-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-255-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-256-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-256-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-256-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-257-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-257-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-257-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-258-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-258-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-258-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-259-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-259-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-259-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-260-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-260-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-260-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-261-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-261-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-261-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-262-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-262-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-262-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-263-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-263-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-263-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-264-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-264-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-264-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-265-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-265-D1-t4-cold.sql new file mode 100644 index 0000000..7b1548f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-265-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-266-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-266-D1-t4-hot.sql new file mode 100644 index 0000000..f266c49 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-266-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-267-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-267-D2-t4-hot.sql new file mode 100644 index 0000000..9c3358d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-267-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-268-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-268-D2-t4-cold.sql new file mode 100644 index 0000000..2d501ff --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-268-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-269-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-269-D2-t16-cold.sql new file mode 100644 index 0000000..33e78e5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-269-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-270-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-270-D2-t16-hot.sql new file mode 100644 index 0000000..d23a61e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-270-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-271-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-271-D1-t2-cold.sql new file mode 100644 index 0000000..62027ad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-271-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-272-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-272-D1-t2-hot.sql new file mode 100644 index 0000000..9b88960 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-272-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-273-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-273-D1-t30-cold.sql new file mode 100644 index 0000000..996cce2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-273-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-274-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-274-D1-t30-hot.sql new file mode 100644 index 0000000..10ec5ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-274-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-275-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-275-D2-t8-hot.sql new file mode 100644 index 0000000..485916a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-275-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-276-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-276-D2-t8-cold.sql new file mode 100644 index 0000000..5e5c120 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-276-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-277-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-277-D1-t59-hot.sql new file mode 100644 index 0000000..1ade8e2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-277-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-278-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-278-D1-t59-cold.sql new file mode 100644 index 0000000..4dc1122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-278-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-279-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-279-D1-t8-cold.sql new file mode 100644 index 0000000..47d9d54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-279-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-280-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-280-D1-t8-hot.sql new file mode 100644 index 0000000..9f03cad --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-280-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-281-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-281-D2-t2-cold.sql new file mode 100644 index 0000000..87a677a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-281-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-282-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-282-D2-t2-hot.sql new file mode 100644 index 0000000..244fe6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-282-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-283-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-283-D2-t30-cold.sql new file mode 100644 index 0000000..0d5d182 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-283-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-284-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-284-D2-t30-hot.sql new file mode 100644 index 0000000..3c048b9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-284-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-285-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-285-D1-t16-hot.sql new file mode 100644 index 0000000..aacbb54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-285-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-286-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-286-D1-t16-cold.sql new file mode 100644 index 0000000..056465b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-286-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-287-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-287-D2-t59-cold.sql new file mode 100644 index 0000000..1a18c3c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-287-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-288-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-288-D2-t59-hot.sql new file mode 100644 index 0000000..2b31f6a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/measured-288-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104032Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/parts-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/parts-after.sql new file mode 100644 index 0000000..7b37cc6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/parts-after.sql @@ -0,0 +1 @@ +SELECT table,name,rows,bytes_on_disk,marks,modification_time FROM system.parts WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') AND active ORDER BY table,name LIMIT 5000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-001-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-001-D1-t59-hot.sql new file mode 100644 index 0000000..8defc34 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-001-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-002-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-002-D1-t59-cold.sql new file mode 100644 index 0000000..797ad54 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-002-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-003-D1-t59-filesystem-off.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-003-D1-t59-filesystem-off.sql new file mode 100644 index 0000000..5675842 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-003-D1-t59-filesystem-off.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-004-D1-t16-filesystem-off.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-004-D1-t16-filesystem-off.sql new file mode 100644 index 0000000..08b286f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-004-D1-t16-filesystem-off.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-005-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-005-D1-t16-hot.sql new file mode 100644 index 0000000..0a0cbf1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-005-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-006-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-006-D1-t16-cold.sql new file mode 100644 index 0000000..56d3074 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-006-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-007-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-007-D2-t16-cold.sql new file mode 100644 index 0000000..fae1813 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-007-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-008-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-008-D2-t16-hot.sql new file mode 100644 index 0000000..ad8b633 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-008-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-009-D2-t16-filesystem-off.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-009-D2-t16-filesystem-off.sql new file mode 100644 index 0000000..3b1c292 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-009-D2-t16-filesystem-off.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-010-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-010-D2-t59-cold.sql new file mode 100644 index 0000000..4f246c8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-010-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-011-D2-t59-filesystem-off.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-011-D2-t59-filesystem-off.sql new file mode 100644 index 0000000..c6f9bd0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-011-D2-t59-filesystem-off.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-012-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-012-D2-t59-hot.sql new file mode 100644 index 0000000..8ef4e19 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/pilot-012-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T103914Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/prior-service-settings.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/prior-service-settings.sql new file mode 100644 index 0000000..f9e3e10 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/prior-service-settings.sql @@ -0,0 +1 @@ +SELECT name,value,changed,description FROM system.settings WHERE name IN ('max_threads','use_query_cache','enable_parallel_replicas','max_parallel_replicas','log_query_settings','log_queries','log_queries_probability','log_queries_min_query_duration_ms','use_query_condition_cache','use_uncompressed_cache','concurrency_control','max_memory_usage','allow_asynchronous_read_from_io_pool_for_merge_tree') ORDER BY name LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-001-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-001-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-001-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-002-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-002-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-002-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-003-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-003-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-003-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-004-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-004-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-004-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-005-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-005-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-005-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-006-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-006-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-006-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-007-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-007-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-007-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-008-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-008-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-008-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-009-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-009-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-009-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-010-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-010-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-010-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-011-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-011-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-011-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-012-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-012-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-012-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-013-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-013-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-013-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-014-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-014-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-014-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-015-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-015-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-015-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-016-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-016-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-016-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-017-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-017-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-017-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-018-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-018-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-018-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-019-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-019-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-019-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-020-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-020-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-020-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-021-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-021-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-021-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-022-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-022-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-022-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-023-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-023-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-023-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-024-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-024-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-024-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-025-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-025-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-025-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-026-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-026-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-026-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-027-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-027-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-027-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-028-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-028-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-028-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-029-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-029-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-029-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-030-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-030-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-030-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-031-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-031-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-031-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-032-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-032-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-032-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-033-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-033-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-033-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-034-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-034-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-034-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-035-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-035-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-035-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-036-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-036-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-036-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-037-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-037-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-037-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-038-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-038-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-038-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-039-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-039-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-039-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-040-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-040-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-040-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-041-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-041-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-041-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-042-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-042-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-042-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-043-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-043-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-043-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-044-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-044-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-044-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-045-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-045-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-045-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-046-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-046-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-046-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-047-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-047-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-047-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-048-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-048-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-048-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-049-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-049-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-049-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-050-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-050-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-050-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-051-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-051-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-051-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-052-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-052-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-052-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-053-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-053-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-053-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-054-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-054-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-054-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-055-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-055-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-055-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-056-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-056-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-056-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-057-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-057-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-057-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-058-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-058-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-058-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-059-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-059-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-059-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-060-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-060-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-060-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-061-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-061-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-061-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-062-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-062-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-062-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-063-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-063-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-063-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-064-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-064-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-064-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-065-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-065-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-065-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-066-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-066-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-066-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-067-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-067-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-067-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-068-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-068-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-068-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-069-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-069-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-069-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-070-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-070-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-070-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-071-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-071-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-071-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-072-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-072-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-072-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-073-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-073-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-073-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-074-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-074-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-074-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-075-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-075-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-075-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-076-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-076-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-076-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-077-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-077-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-077-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-078-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-078-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-078-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-079-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-079-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-079-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-080-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-080-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-080-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-081-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-081-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-081-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-082-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-082-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-082-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-083-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-083-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-083-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-084-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-084-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-084-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-085-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-085-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-085-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-086-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-086-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-086-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-087-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-087-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-087-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-088-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-088-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-088-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-089-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-089-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-089-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-090-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-090-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-090-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-091-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-091-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-091-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-092-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-092-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-092-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-093-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-093-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-093-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-094-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-094-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-094-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-095-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-095-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-095-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-096-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-096-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-096-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-097-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-097-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-097-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-098-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-098-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-098-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-099-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-099-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-099-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-100-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-100-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-100-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-101-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-101-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-101-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-102-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-102-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-102-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-103-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-103-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-103-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-104-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-104-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-104-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-105-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-105-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-105-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-106-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-106-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-106-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-107-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-107-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-107-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-108-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-108-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-108-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-109-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-109-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-109-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-110-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-110-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-110-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-111-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-111-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-111-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-112-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-112-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-112-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-113-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-113-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-113-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-114-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-114-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-114-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-115-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-115-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-115-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-116-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-116-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-116-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-117-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-117-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-117-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-118-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-118-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-118-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-119-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-119-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-119-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-120-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-120-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-120-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-121-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-121-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-121-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-122-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-122-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-122-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-123-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-123-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-123-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-124-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-124-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-124-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-125-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-125-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-125-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-126-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-126-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-126-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-127-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-127-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-127-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-128-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-128-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-128-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-129-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-129-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-129-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-130-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-130-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-130-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-131-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-131-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-131-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-132-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-132-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-132-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-133-D1-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-133-D1-t59-cold.sql new file mode 100644 index 0000000..91fec2a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-133-D1-t59-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-134-D1-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-134-D1-t4-cold.sql new file mode 100644 index 0000000..d12a004 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-134-D1-t4-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-135-D1-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-135-D1-t30-cold.sql new file mode 100644 index 0000000..6c476b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-135-D1-t30-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-136-D2-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-136-D2-t16-cold.sql new file mode 100644 index 0000000..f2827d1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-136-D2-t16-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-137-D2-t30-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-137-D2-t30-cold.sql new file mode 100644 index 0000000..956e8b8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-137-D2-t30-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-138-D1-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-138-D1-t8-cold.sql new file mode 100644 index 0000000..f0a50fa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-138-D1-t8-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-139-D2-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-139-D2-t2-cold.sql new file mode 100644 index 0000000..b6ff2bf --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-139-D2-t2-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-140-D2-t8-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-140-D2-t8-cold.sql new file mode 100644 index 0000000..a6eae73 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-140-D2-t8-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-141-D1-t2-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-141-D1-t2-cold.sql new file mode 100644 index 0000000..93c3831 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-141-D1-t2-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-142-D2-t4-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-142-D2-t4-cold.sql new file mode 100644 index 0000000..3eb9762 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-142-D2-t4-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-143-D1-t16-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-143-D1-t16-cold.sql new file mode 100644 index 0000000..ec5ac05 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-143-D1-t16-cold.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-144-D2-t59-cold.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-144-D2-t59-cold.sql new file mode 100644 index 0000000..34efc13 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/qccoff-144-D2-t59-cold.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=0,use_page_cache_with_distributed_cache=0,force_read_through_distributed_cache=0,use_uncompressed_cache=0,use_query_cache=0,use_query_condition_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-qccoff-20261011T105100Z' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/query-activity.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/query-activity.sql new file mode 100644 index 0000000..274f567 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/query-activity.sql @@ -0,0 +1 @@ +SELECT multiIf(startsWith(log_comment,'reader-cache-'),'hot-cold experiment',startsWith(log_comment,'reader-qccoff-'),'cold condition-cache-off experiment','other queries') AS activity,count() AS completed_queries,sum(query_duration_ms)/1000 AS summed_elapsed_s,sum(ProfileEvents['UserTimeMicroseconds']+ProfileEvents['SystemTimeMicroseconds'])/1000000 AS summed_cpu_s,max(peak_threads_usage) AS peak_threads FROM clusterAllReplicas(default,merge('system','^query_log')) WHERE event_date BETWEEN toDate('2026-10-11 10:39:14') AND toDate('2026-10-11 10:56:17') AND event_time BETWEEN toDateTime('2026-10-11 10:39:14','UTC') AND toDateTime('2026-10-11 10:56:17','UTC') AND is_initial_query=1 AND type='QueryFinish' GROUP BY activity ORDER BY activity LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/query-logs-all.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/query-logs-all.sql new file mode 100644 index 0000000..09178d8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/query-logs-all.sql @@ -0,0 +1,10 @@ +SELECT query_id,hostname,type,query_start_time_microseconds AS started_at_utc,event_time_microseconds AS finished_at_utc, +query_duration_ms,read_rows,read_bytes,result_rows,result_bytes,memory_usage AS peak_memory_bytes,peak_threads_usage, +normalized_query_hash,query_cache_usage,exception_code, +ProfileEvents['UserTimeMicroseconds'] AS user_cpu_us,ProfileEvents['SystemTimeMicroseconds'] AS system_cpu_us, +ProfileEvents['OSCPUWaitMicroseconds'] AS cpu_wait_us,ProfileEvents['OSIOWaitMicroseconds'] AS io_wait_us, +toJSONString(ProfileEvents) AS profile_events_json,toJSONString(Settings) AS settings_json +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date BETWEEN toDate('2026-10-11') AND toDate('2026-10-11') AND event_time>=toDateTime('2026-10-11 10:38:14','UTC') +AND query_id IN 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AND is_initial_query=1 AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +ORDER BY query_start_time_microseconds LIMIT 2000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/query-logs-pilot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/query-logs-pilot.sql new file mode 100644 index 0000000..4f42958 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/query-logs-pilot.sql @@ -0,0 +1,10 @@ +SELECT query_id,hostname,type,query_start_time_microseconds AS started_at_utc,event_time_microseconds AS finished_at_utc, +query_duration_ms,read_rows,read_bytes,result_rows,result_bytes,memory_usage AS peak_memory_bytes,peak_threads_usage, +normalized_query_hash,query_cache_usage,exception_code, +ProfileEvents['UserTimeMicroseconds'] AS user_cpu_us,ProfileEvents['SystemTimeMicroseconds'] AS system_cpu_us, +ProfileEvents['OSCPUWaitMicroseconds'] AS cpu_wait_us,ProfileEvents['OSIOWaitMicroseconds'] AS io_wait_us, +toJSONString(ProfileEvents) AS profile_events_json,toJSONString(Settings) AS settings_json +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date BETWEEN toDate('2026-10-11') AND toDate('2026-10-11') AND event_time>=toDateTime('2026-10-11 10:38:14','UTC') +AND query_id IN ('reader-cache-20261011T103914Z-pilot-1-D1-t59-hot','reader-cache-20261011T103914Z-pilot-2-D1-t59-cold','reader-cache-20261011T103914Z-pilot-3-D1-t59-filesystem-off','reader-cache-20261011T103914Z-pilot-4-D1-t16-filesystem-off','reader-cache-20261011T103914Z-pilot-5-D1-t16-hot','reader-cache-20261011T103914Z-pilot-6-D1-t16-cold','reader-cache-20261011T103914Z-pilot-7-D2-t16-cold','reader-cache-20261011T103914Z-pilot-8-D2-t16-hot','reader-cache-20261011T103914Z-pilot-9-D2-t16-filesystem-off','reader-cache-20261011T103914Z-pilot-10-D2-t59-cold','reader-cache-20261011T103914Z-pilot-11-D2-t59-filesystem-off','reader-cache-20261011T103914Z-pilot-12-D2-t59-hot') AND is_initial_query=1 AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +ORDER BY query_start_time_microseconds LIMIT 2000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-001-D1-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-001-D1-t30-hot.sql new file mode 100644 index 0000000..8b39a04 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-001-D1-t30-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-002-D2-t30-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-002-D2-t30-hot.sql new file mode 100644 index 0000000..273914f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-002-D2-t30-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=30,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-003-D1-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-003-D1-t2-hot.sql new file mode 100644 index 0000000..6c3c2e1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-003-D1-t2-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-004-D2-t2-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-004-D2-t2-hot.sql new file mode 100644 index 0000000..03fc01c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-004-D2-t2-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-005-D1-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-005-D1-t4-hot.sql new file mode 100644 index 0000000..3f4926c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-005-D1-t4-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-006-D1-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-006-D1-t59-hot.sql new file mode 100644 index 0000000..94f22ed --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-006-D1-t59-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-007-D1-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-007-D1-t16-hot.sql new file mode 100644 index 0000000..0ee3596 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-007-D1-t16-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-008-D2-t59-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-008-D2-t59-hot.sql new file mode 100644 index 0000000..a2a87ed --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-008-D2-t59-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=59,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-009-D1-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-009-D1-t8-hot.sql new file mode 100644 index 0000000..60fa359 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-009-D1-t8-hot.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-010-D2-t4-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-010-D2-t4-hot.sql new file mode 100644 index 0000000..74027e7 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-010-D2-t4-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-011-D2-t8-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-011-D2-t8-hot.sql new file mode 100644 index 0000000..71fe629 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-011-D2-t8-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-012-D2-t16-hot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-012-D2-t16-hot.sql new file mode 100644 index 0000000..d9c6216 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11-cache-modes/sql/warmup-012-D2-t16-hot.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_filesystem_cache=1,use_page_cache_with_distributed_cache=1,force_read_through_distributed_cache=1,use_uncompressed_cache=0,use_query_cache=0,enable_parallel_replicas=0,max_parallel_replicas=1,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-cache-20261011T104007Z-warmup' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/.gitignore b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/.gitignore new file mode 100644 index 0000000..ee0cdaa --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/.gitignore @@ -0,0 +1,3 @@ +__pycache__/ +.venv/ +*.pyc diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/README.md b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/README.md new file mode 100644 index 0000000..f36bf52 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/README.md @@ -0,0 +1,74 @@ +# Read-service query thread scaling — 11 October 2026 + +This is a controlled warm-cache experiment on one 16-vCPU / 64-GiB ClickHouse Cloud read service. It changes the `max_threads` setting, not the physical service size. The six query definitions are copied from the original quotes benchmark. + +See [REPORT.md](REPORT.md) for findings and limitations. This experiment does not replace the original continuous-ingestion benchmark or its production charts. + +## Evidence + +- `queries/`: original query definitions and schema; hashes in `source-manifest.json`. +- `sql/`: metadata extraction queries, plans, pipeline descriptions, and treatment SQL. +- `raw/`: append-only HTTP-summary observations and the predetermined trial schedules. +- `results/query-logs-all.csv`: complete server records, including all profile events and changed settings. +- `results/`: service metadata, plans, capacity and background-activity checks. +- `derived/all-trials.csv`: joined, readable trial ledger, including warmups. +- `derived/scaling-summary.csv`: 12 measured observations per query and thread limit. +- `derived/8-vs-16.csv`: throughput, latency and CPU comparisons, including paired repeat variation. +- `derived/validation.json`: completeness and environment checks. +- `derived/*.svg` and `derived/*.png`: static plots with no smoothing or discarded observations. +- `SHA256SUMS`: hashes of the saved evidence and analysis code. + +`D1` is hourly OHLCV bars; `D2` is the risk/liquidity profile. Both scan AAPL using the `(sym, t)` primary-key prefix. `A1` and `A2` query small symbol selections from the daily summary table. `A3` and `A4` scan the full maintained summary table. + +## Method + +Thread limits: 1, 2, 4, 8, 16. One pilot round and one additional warmup round precede 12 measured rounds. Each round rotates query order and shuffles thread limits with a fixed seed. Queries execute sequentially, with no overlap or automatic retry. Pilot/warmup records stay in the ledger but are excluded from measured summaries. + +The query-result cache is disabled. Underlying data, mark and query-condition caches are allowed to warm. Parallel replicas are explicitly disabled, so the variable is query parallelism on one read service. The dataset stays fixed. `FORMAT Null` avoids result-transfer cost; the HTTP summary's nanosecond server elapsed time avoids TLS/network overhead, which matters for the 5–10 ms queries. Client wall time is preserved separately. + +Queries have a 30-second server timeout, scan guards, and a non-binding result limit. Existing `LIMIT 20` is preserved for A3. Result row counts and settings are verified against query logs. No observation is removed as an outlier. + +Throughput is **uncompressed bytes reported as read / server elapsed seconds**, in decimal GB/s. The primary pooled throughput is `sum(read_bytes) / sum(server_elapsed_s)` for each query and cap. Median per-trial throughput and its IQR are also saved. CPU time is query-log `UserTimeMicroseconds + SystemTimeMicroseconds`; dividing it by elapsed time gives average concurrent CPU use in core equivalents. `peak_threads_usage` includes helper threads and must not be presented as the number of busy CPU cores. + +## Reproduce analysis from saved evidence + +From this directory, using Python 3 and curl: + +```sh +python3 analyze.py +python3 combine.py +python3 -m venv .venv +.venv/bin/python -m pip install -r requirements-plot.txt +.venv/bin/python plot.py +``` + +`analyze.py` uses only Python's standard library and performs no network access. It rechecks the statistical and saved environment evidence. Run `collect_context.py` only for a live rerun immediately after measurement, not to retroactively inspect a different service state. + +## Repeat the live experiment + +Use a **new evidence directory** so the completed 2026-10-11 ledger remains intact. Copy the Python scripts, `queries/`, and the metadata SQL from this directory, and create empty `raw/`, `results/` and `derived/` directories. + +Supply `CLICKHOUSE_HOST` (bare hostname), `CLICKHOUSE_USER` (default: `default`) and `CLICKHOUSE_PASSWORD` through your private environment. The local repository's git-ignored reader credentials file is also supported as a fallback. Secrets are passed to curl through stdin and are never written into evidence or command arguments. + +```sh +python3 capture_before.py +python3 run_test.py --phase pilot --rounds 1 +python3 run_test.py --phase warmup --rounds 1 +python3 run_test.py --phase measured --rounds 12 +``` + +Wait for the service's normal query-log flush, then: + +```sh +python3 collect_logs.py --phase all +python3 analyze.py +python3 collect_context.py +python3 combine.py +.venv/bin/python plot.py +``` + +If the collector reports missing query IDs, wait for the normal log flush and repeat collection. Do not silently retry failed benchmark queries. The analysis expects exactly 360 measured trials, all six query definitions, and all five caps. The context check expects a 16-vCPU / 64-GiB service; a future physical-resizing experiment needs its own explicit design and evidence directory. + +The SQL snapshots first written during the pilot contain that pilot's log comment. `sql/measured-trial-*.sql` contains the exact measured treatment text, and each measured ledger row records its SQL SHA-256. The reproduction runner substitutes a fresh run ID solely for traceability. + +After final reporting, run `python3 freeze_evidence.py` to regenerate exact measured SQL and the evidence hashes. Keep the original-frequency combination fixed when extending the slider to additional core settings. The combined plot's right panel divides GB/s by the selected core count; the saved individual-query CPU-normalized figures use measured CPU seconds instead. diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/REPORT.md b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/REPORT.md new file mode 100644 index 0000000..0491f5f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/REPORT.md @@ -0,0 +1,93 @@ +# Reader CPU scaling: measured findings + +The combined benchmark workload increased from **2.57 GB/s at 8 cores to 4.64 GB/s at 16 cores: 1.80× throughput**. Both drill-downs individually improved by 1.93–1.96×. This is promising evidence for extending the experiment to the 59-vCPU service. + +The improvement varies by query size. A1/A2 already execute in roughly 5–10 ms and gain little from extra parallelism. A3/A4 gain moderately. The data supports strong scaling for the substantial scans; it does not establish perfect linear scaling for the entire mixed workload or predict the unmeasured 30/59-core results. + +## Combined workload for the proposed visual + +The dataset contains **113,217,743,918 quotes** and is held constant. The visible x-axis is **CPU cores**, with CPU parallelism controlled by `max_threads`. Physical service capacity stays at **16 vCPUs / 64 GiB** throughout this baseline experiment. These points vary query parallelism rather than resizing the service at each point. + +The primary combination preserves the original query-frequency mix: D1 and D2 once each per reference hour; A1, A2, A3 and A4 six times each. The 26-query reference cycle is reconstructed from equal numbers of measured repetitions using weights 1,1,6,6,6,6. Idle scheduling gaps are excluded. Combined throughput is weighted total uncompressed bytes divided by weighted total server execution time. It is not an arithmetic mean of the six query rates. + +| CPU cores | Combined GB/s | MB/s per selected core | +|---:|---:|---:| +| 2 | 0.781 | 390.4 | +| 4 | 1.469 | 367.2 | +| 8 | 2.573 | 321.7 | +| 16 | 4.637 | 289.8 | + +8→16-core combined throughput ratio: **1.802×** (80.2% higher throughput). Relative to an ideal 2× increase, this achieves 90.1% of that increase factor. + +![Combined scaling](derived/combined-scaling.png) + +The right panel divides throughput by the selected CPU-core limit, so it describes throughput per unit of configured query parallelism. The existing 11a chart derives throughput per busy core from query CPU seconds. Those normalization definitions must be stated consistently in the final blog asset. Exact CPU-normalized drill-down results are also available below; the combined CPU counter has incomplete coverage for 30 tiny A1 observations. + +As a sensitivity check, weighting one execution of every query gives 2.66→5.10 GB/s from 8→16 cores (1.92×). These are different workload mixes. The original-frequency mix is the primary result and should remain fixed at every slider setting. + +## Individual query results + +GB/s is pooled read bytes / pooled server elapsed time. Latency is the median server execution time. Twelve repetitions per cell; every measured observation is included. + +| Query | 8-core GB/s | 16-core GB/s | Throughput factor | 8-core latency | 16-core latency | +|---|---:|---:|---:|---:|---:| +| D1 · Hourly OHLCV bars | 3.035 | 5.958 | 1.963× | 1147.264 ms | 574.746 ms | +| D2 · Risk / liquidity profile | 2.405 | 4.642 | 1.930× | 1440.125 ms | 732.608 ms | +| A1 · Single-symbol summary | 0.110 | 0.111 | 1.006× | 5.020 ms | 5.221 ms | +| A2 · Watchlist summary | 0.229 | 0.217 | 0.949× | 10.330 ms | 10.331 ms | +| A3 · Top movers, full summary scan | 1.883 | 2.342 | 1.244× | 22.597 ms | 16.985 ms | +| A4 · Daily activity, full summary scan | 2.882 | 3.871 | 1.343× | 21.976 ms | 16.160 ms | + +D1 and D2 each read approximately **3.49 GB uncompressed / 89.4 million rows** from the AAPL key range. This is a drill-down against the full 113.2B-quote dataset, not a scan of all 113.2B quotes. Read-row/byte counts vary by less than 0.01% across caps due to scan granularity; the predicates, active parts and result row counts remain the same. + +A1 reads about 0.61 MB; A2 about 2.51 MB; A3 about 42.4 MB; A4 about 63.2 MB. Query planning and final result work are a substantial fraction of the smaller-query timings. Their measured behavior explains why the fixed mixed workload scales less strongly than the drill-downs. + +![Individual-query scaling](derived/thread-scaling.png) + +## CPU work and parallelism + +CPU seconds = `ProfileEvents[UserTimeMicroseconds] + ProfileEvents[SystemTimeMicroseconds]`. Average concurrent CPU use = CPU seconds / server elapsed seconds. The recorded peak thread count also includes helper threads and should not be equated with busy CPU cores. + +| Query / cap | Average concurrent CPU use | GB per CPU second | Median CPU seconds/query | +|---|---:|---:|---:| +| D1 / 1 | 1.00 core equivalents | 0.451 | 7.614 | +| D1 / 8 | 6.52 core equivalents | 0.465 | 7.450 | +| D1 / 16 | 12.97 core equivalents | 0.459 | 7.553 | +| D2 / 1 | 1.00 core equivalents | 0.357 | 9.631 | +| D2 / 8 | 6.57 core equivalents | 0.366 | 9.479 | +| D2 / 16 | 12.87 core equivalents | 0.361 | 9.618 | + +The drill-downs perform roughly the same total CPU work while spreading it over more cores. From 8 to 16, average concurrent CPU use roughly doubles and throughput per consumed CPU second changes by only around 1–2%. This is the clearest measured evidence that the scan/aggregation work parallelizes effectively. + +![CPU scaling](derived/cpu-scaling.png) + +Thirty of the 60 measured A1 observations have no nonzero CPU-time counters in their initial query-log record. They retain all measured latency, read-byte, result, cache and memory data. Their per-observation CPU figures are marked unavailable; they are not treated as zero real CPU work. Every D1, D2, A2, A3 and A4 observation has nonzero CPU counters. Complete raw profile maps are preserved. + +## Validation and environment + +- ClickHouse version: 26.6.1.2292; server timezone UTC. +- 30 pilot + 30 additional warmup + **360 measured** trials. Five caps (1,2,4,8,16); six query definitions; 12 measured repetitions each. +- Measured window: **2026-10-11 09:39:43.143738–09:49:39.578368 UTC**. +- 420/420 server records collected. No failures, missing records, duplicates, result-cache hits, automatic retries or discarded outliers. +- Every requested thread cap is confirmed in query-log Settings. Parallel replicas are explicitly disabled and `max_parallel_replicas=1`. +- Native HTTP-summary row/byte counters exactly match the query-log counters. Nanosecond server elapsed times agree with rounded query-log durations; client wall time is saved separately. +- All result row counts remain below the non-binding 1,000,000 guard. A3 preserves its original LIMIT 20. The output format is Null. +- The active benchmark data parts, row counts, byte counts, marks and modification times match before/after snapshots. +- 597 capacity samples confirm constant 16-vCPU / 64-GiB capacity throughout measurement. +- Result cache off; underlying data/mark/query-condition caches allowed warm. One measured page-cache miss was recorded, with **zero object-storage read bytes**. +- Standard Cloud monitoring and system-table housekeeping continued. There were 1,115 other initial-query records, with 26.70 reported CPU seconds, compared with 1,046.37 reported CPU seconds in the measured workload. Sampled background merge tasks reached 2; benchmark parts stayed unchanged. This was not an otherwise idle service. +- A paired-round bootstrap is saved for 8→16 ratios. These intervals describe repeat variation within this session, not portability across hosts or configurations. Twelve repetitions do not establish a production tail-latency SLA. + +## Next test on the 59-vCPU service + +After the user completes the resize to 59 vCPUs / 236 GiB, verify stable capacity and warm the data cache. Repeat the full **2,4,8,16,30,59** core sequence on that node, with the same query definitions, result-cache policy, fixed mix and 12 repetitions. Repeating 16 on the new node provides a comparison with this baseline and captures any host/cache changes. Do not combine lower-core points from this node with higher-core points from another node without checking that bridge. + +The slider can show **CPU cores** with these six discrete settings. Keep 113.2B quotes fixed and one combined workload line. Save individual-query results for verification even when the blog chart presents only the combined rate. + +## Reproduce and inspect + +See [README.md](README.md) for offline analysis and live-run commands. The query definitions, exact measured treatment SQL, metadata SQL, CSV/JSONL results, complete profile counters, plots and analysis code are local to this folder. `SHA256SUMS` freezes their content. + +The experiment follows the ClickHouse **agent-query-safety** rule (explicit row, scan and time guards; readonly connection) and **schema-pk-filter-on-orderby** rule (existing sym-prefix index use verified in saved EXPLAIN plans). A3/A4 intentionally scan the small full summary table, as authorized by the benchmark workload, with explicit bounds. + +References: [Query complexity restrictions](https://clickhouse.com/docs/operations/settings/query-complexity), [Choosing a primary key](https://clickhouse.com/docs/best-practices/choosing-a-primary-key). diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/SHA256SUMS b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/SHA256SUMS new file mode 100644 index 0000000..4c4a8b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/SHA256SUMS @@ -0,0 +1,179 @@ +6e2040b150988d6a404a838cc43564da42d9e3e1ce6c602ede904b365116da9c .gitignore +41a86df764e17151e46d3c4225d68f7c1b66f8c2e941dfea058fc3733904be68 README.md +eb1479780aed3f9f93c6edd61a9dac79806331b235d7753415ce6ae22f8ead0e REPORT.md 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b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/analyze.py @@ -0,0 +1,221 @@ +#!/usr/bin/env python3 +"""Join the complete trial ledger to server logs, validate, and derive scaling stats. + +Standard library only. Nothing is removed or retried. Pilot/warmup observations +are retained in the joined ledger but excluded from measured summaries. +""" +import csv +import hashlib +import json +import pathlib +import random +import statistics + +ROOT = pathlib.Path(__file__).resolve().parent +THREADS = [1, 2, 4, 8, 16] +QUERIES = ['D1', 'D2', 'A1', 'A2', 'A3', 'A4'] + + +def quantile(values, p): + values = sorted(values) + pos = (len(values) - 1) * p + lo = int(pos) + hi = min(lo + 1, len(values) - 1) + return values[lo] + (values[hi] - values[lo]) * (pos - lo) + + +def write_csv(name, rows): + path = ROOT / 'derived' / name + with path.open('w', newline='') as stream: + writer = csv.DictWriter(stream, fieldnames=list(rows[0])) + writer.writeheader() + writer.writerows(rows) + + +def validate_saved_context(validation): + """Recheck context offline when after-run evidence has been collected.""" + results = ROOT / 'results' + def records(name): + return list(csv.DictReader((results / name).open())) + if (results / '13-parts-after.csv').exists(): + assert records('05-parts-before.csv') == records('13-parts-after.csv') + validation['active_parts_unchanged'] = True + if (results / '14-capacity-after.csv').exists(): + cap = {r['metric']: float(r['value']) for r in records('14-capacity-after.csv')} + assert cap['CGroupMaxCPU'] == 16 and cap['CGroupMemoryTotal'] == 64 * 2**30 + validation['capacity_after_vCPUs'] = cap['CGroupMaxCPU'] + validation['capacity_after_GiB'] = cap['CGroupMemoryTotal'] / 2**30 + if (results / '18-capacity-during-measurement.csv').exists(): + series = records('18-capacity-during-measurement.csv') + assert series + for r in series: + expected = 16 if r['metric'] == 'CGroupMaxCPU' else 64 * 2**30 + assert float(r['min_value']) == expected == float(r['max_value']) + validation['capacity_constant_in_async_metric_log'] = True + if (results / '16-other-query-activity.csv').exists(): + others = records('16-other-query-activity.csv') + validation['other_initial_queries'] = sum(int(r['queries']) for r in others) + validation['other_query_cpu_s'] = sum(float(r['total_cpu_s']) for r in others) + if (results / '19-background-tasks-during-measurement.csv').exists(): + background = records('19-background-tasks-during-measurement.csv') + validation['background_merge_tasks_max_sampled'] = max(int(r['max_background_merge_tasks']) for r in background) + + +def main(): + trials = [json.loads(line) for p in sorted((ROOT / 'raw').glob('*.jsonl')) + for line in p.read_text().splitlines()] + logs = list(csv.DictReader((ROOT / 'results/query-logs-all.csv').open())) + by_id = {r['query_id']: r for r in logs} + assert len(by_id) == len(logs), 'Duplicate initial query log records' + assert len({r['query_id'] for r in trials}) == len(trials), 'Duplicate trial IDs' + assert all(r['success'] for r in trials), 'A failed observation exists' + missing = [r['query_id'] for r in trials if r['query_id'] not in by_id] + assert not missing, f'Missing query logs: {missing}' + baseline_settings = {r['name']: r['value'] for r in csv.DictReader((ROOT / 'results/02-settings.csv').open())} + joined = [] + for trial in trials: + log = by_id[trial['query_id']] + settings = json.loads(log['settings_json']) + events = json.loads(log['profile_events_json']) + assert log['type'] == 'QueryFinish' and int(log['exception_code']) == 0 + assert log['query_cache_usage'] == 'None' + assert settings['use_query_cache'] == '0' + assert int(settings['max_threads']) == trial['max_threads'] + # Query-log Settings omits unchanged defaults on this server. + assert settings.get('enable_parallel_replicas', baseline_settings['enable_parallel_replicas']) == '0' + assert settings['max_parallel_replicas'] == '1' + assert int(log['read_bytes']) == int(trial['http_summary']['read_bytes']) + assert int(log['read_rows']) == int(trial['http_summary']['read_rows']) + assert int(log['result_rows']) < 1_000_000 + elapsed = int(trial['http_summary']['elapsed_ns']) / 1e9 + cpu = (int(log['user_cpu_us']) + int(log['system_cpu_us'])) / 1e6 + # Query-log milliseconds are rounded; the HTTP summary retains ns. + assert abs(elapsed * 1000 - int(log['query_duration_ms'])) < 5 + joined.append({ + 'phase': trial['phase'], 'run_id': trial['run_id'], + 'round': trial['round'], 'query': trial['query'], + 'max_threads': trial['max_threads'], 'sequence': trial['sequence'], + 'query_id': trial['query_id'], 'hostname': log['hostname'], + 'started_at_utc': log['started_at_utc'], + 'finished_at_utc': log['finished_at_utc'], + 'server_elapsed_s': elapsed, 'query_log_duration_ms': int(log['query_duration_ms']), + 'client_wall_s': trial['client_wall_s'], + 'read_rows': int(log['read_rows']), 'read_bytes': int(log['read_bytes']), + 'throughput_GB_s': int(log['read_bytes']) / 1e9 / elapsed, + 'result_rows': int(log['result_rows']), 'result_bytes': int(log['result_bytes']), + 'logged_cpu_s': cpu, 'cpu_counters_reported': cpu > 0, + 'cpu_s': cpu if cpu > 0 else None, + 'average_busy_cores': cpu / elapsed if cpu > 0 else None, + 'GB_per_cpu_s': int(log['read_bytes']) / 1e9 / cpu if cpu > 0 else None, + 'cpu_wait_s': int(log['cpu_wait_us']) / 1e6, + 'io_wait_s': int(log['io_wait_us']) / 1e6, + 'peak_memory_bytes': int(log['peak_memory_bytes']), + 'peak_threads_usage': int(log['peak_threads_usage']), + 'page_cache_hits': events.get('PageCacheHits', 0), + 'page_cache_misses': events.get('PageCacheMisses', 0), + 'mark_cache_misses': events.get('MarkCacheMisses', 0), + 'query_condition_cache_hits': events.get('QueryConditionCacheHits', 0), + 'query_condition_cache_misses': events.get('QueryConditionCacheMisses', 0), + 'object_storage_read_bytes': events.get('DistrCacheServerCachedReadBufferObjectStorageReadBytes', 0), + 'distributed_cache_read_bytes': events.get('DistrCacheServerCachedReadBufferCacheReadBytes', 0), + 'async_remote_wait_s': events.get('AsynchronousRemoteReadWaitMicroseconds', 0) / 1e6, + 'sync_remote_wait_s': events.get('SynchronousRemoteReadWaitMicroseconds', 0) / 1e6, + 'query_cache_usage': log['query_cache_usage'], + }) + measured = [r for r in joined if r['phase'] == 'measured'] + assert len(measured) == 360, 'Measured run incomplete or extra runs present' + summaries = [] + for query in QUERIES: + for cap in THREADS: + group = [r for r in measured if r['query'] == query and r['max_threads'] == cap] + assert len(group) == 12 and {r['round'] for r in group} == set(range(1, 13)) + assert len({r['result_rows'] for r in group}) == 1 + elapsed = sum(r['server_elapsed_s'] for r in group) + cpu_group = [r for r in group if r['cpu_s'] is not None] + cpu = sum(r['cpu_s'] for r in cpu_group) + cpu_elapsed = sum(r['server_elapsed_s'] for r in cpu_group) + cpu_bytes = sum(r['read_bytes'] for r in cpu_group) + byte_count = sum(r['read_bytes'] for r in group) + row = {'query': query, 'max_threads': cap, 'n': len(group), + 'throughput_GB_s': byte_count / 1e9 / elapsed, + 'cpu_observations': len(cpu_group), + 'average_busy_cores': cpu / cpu_elapsed if cpu_elapsed else None, + 'GB_per_cpu_s': cpu_bytes / 1e9 / cpu if cpu else None, + 'cpu_utilization_of_16_pct': cpu / cpu_elapsed / 16 * 100 if cpu_elapsed else None, + 'read_GB_mean': statistics.mean(r['read_bytes'] for r in group) / 1e9, + 'read_rows_mean': statistics.mean(r['read_rows'] for r in group), + 'result_rows': group[0]['result_rows'], + 'page_cache_misses_sum': sum(r['page_cache_misses'] for r in group), + 'object_storage_read_bytes_sum': sum(r['object_storage_read_bytes'] for r in group), + 'cpu_wait_s_sum': sum(r['cpu_wait_s'] for r in group), + 'io_wait_s_sum': sum(r['io_wait_s'] for r in group)} + for label, field, factor in [('latency_ms', 'server_elapsed_s', 1000), + ('trial_throughput_GB_s', 'throughput_GB_s', 1), + ('cpu_s', 'cpu_s', 1), + ('peak_memory_MiB', 'peak_memory_bytes', 1 / 2**20)]: + values = [r[field] * factor for r in group if r[field] is not None] + for suffix, p in [('p25', .25), ('median', .5), ('p75', .75), ('p95', .95)]: + row[f'{label}_{suffix}'] = quantile(values, p) if values else None + row[f'{label}_min'] = min(values) if values else None + row[f'{label}_max'] = max(values) if values else None + summaries.append(row) + index = {(r['query'], r['max_threads']): r for r in summaries} + for row in summaries: + base = index[(row['query'], 1)] + row['speedup_vs_1_thread'] = row['throughput_GB_s'] / base['throughput_GB_s'] + row['cap_scaling_efficiency_pct'] = row['speedup_vs_1_thread'] / row['max_threads'] * 100 + comparisons = [] + rng = random.Random(6112026) + for query in QUERIES: + by_round = {(r['round'], r['max_threads']): r for r in measured if r['query'] == query} + paired = [by_round[(n, 16)]['throughput_GB_s'] / by_round[(n, 8)]['throughput_GB_s'] + for n in range(1, 13)] + boot = [statistics.median(rng.choices(paired, k=12)) for _ in range(10000)] + low, high = index[(query, 8)], index[(query, 16)] + comparisons.append({ + 'query': query, 'throughput_8_GB_s': low['throughput_GB_s'], + 'throughput_16_GB_s': high['throughput_GB_s'], + 'throughput_ratio_16_over_8': high['throughput_GB_s'] / low['throughput_GB_s'], + 'latency_8_median_ms': low['latency_ms_median'], + 'latency_16_median_ms': high['latency_ms_median'], + 'latency_ratio_16_over_8': high['latency_ms_median'] / low['latency_ms_median'], + 'paired_throughput_ratio_p25': quantile(paired, .25), + 'paired_throughput_ratio_median': quantile(paired, .5), + 'paired_throughput_ratio_p75': quantile(paired, .75), + 'paired_median_bootstrap_95pct_low': quantile(boot, .025), + 'paired_median_bootstrap_95pct_high': quantile(boot, .975), + 'busy_cores_8': low['average_busy_cores'], 'busy_cores_16': high['average_busy_cores'], + 'GB_per_cpu_s_8': low['GB_per_cpu_s'], 'GB_per_cpu_s_16': high['GB_per_cpu_s'], + }) + write_csv('all-trials.csv', joined) + write_csv('scaling-summary.csv', summaries) + write_csv('8-vs-16.csv', comparisons) + validation = { + 'total_trials': len(joined), 'measured_trials': len(measured), + 'pilot_trials': sum(r['phase'] == 'pilot' for r in joined), + 'warmup_trials': sum(r['phase'] == 'warmup' for r in joined), + 'measured_window_start_utc': min(r['started_at_utc'] for r in measured), + 'measured_window_end_utc': max(r['finished_at_utc'] for r in measured), + 'hosts': sorted({r['hostname'] for r in measured}), + 'failures': 0, 'missing_logs': 0, 'duplicate_logs': 0, + 'result_cache_reads': 0, + 'measured_page_cache_misses': sum(r['page_cache_misses'] for r in measured), + 'measured_object_storage_read_bytes': sum(r['object_storage_read_bytes'] for r in measured), + 'all_thread_caps_confirmed_in_query_log': True, + 'all_http_rows_and_bytes_match_query_log': True, + 'all_result_row_counts_below_limit': True, + 'outliers_removed': 0, + 'measured_trials_without_cpu_counters': sum(not r['cpu_counters_reported'] for r in measured), + 'caveat': 'Bootstrap interval measures repeat variation in this session, not portability to other hosts or datasets.', + } + validate_saved_context(validation) + (ROOT / 'derived/validation.json').write_text(json.dumps(validation, indent=2) + '\n') + for row in comparisons: + print(row['query'], f"8→16 throughput {row['throughput_8_GB_s']:.3f}→{row['throughput_16_GB_s']:.3f} GB/s", + f"({row['throughput_ratio_16_over_8']:.3f}×)", + f"median latency {row['latency_8_median_ms']:.3f}→{row['latency_16_median_ms']:.3f} ms") + print(json.dumps(validation, indent=2)) + + +if __name__ == '__main__': + main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/capture_before.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/capture_before.py new file mode 100644 index 0000000..de89571 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/capture_before.py @@ -0,0 +1,12 @@ +#!/usr/bin/env python3 +"""Refresh the pre-run context when reproducing in a new empty evidence folder.""" +import pathlib +from connection import request + +ROOT = pathlib.Path(__file__).resolve().parent +for name in ['01-connection', '02-settings', '03-tables', '04-columns', + '05-parts-before', '06-capacity', '07-background-before', + '08-indexes', '09-event-semantics', '10-log-fields']: + response = request((ROOT / 'sql' / (name + '.sql')).read_text()) + (ROOT / 'results' / (name + '.csv')).write_text(response['body']) + print(name, len(response['body']), 'bytes') diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/collect_context.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/collect_context.py new file mode 100644 index 0000000..d17389d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/collect_context.py @@ -0,0 +1,72 @@ +#!/usr/bin/env python3 +"""Run after measurements, to avoid perturbing benchmark queries.""" +import csv +import json +import pathlib +from connection import bounded, request + +ROOT = pathlib.Path(__file__).resolve().parent + + +def save(name, query): + sql = bounded(query) + (ROOT / 'sql' / (name + '.sql')).write_text(sql + '\n') + result = request(sql) + (ROOT / 'results' / (name + '.csv')).write_text(result['body']) + print(name, len(result['body']), 'bytes') + return list(csv.DictReader(result['body'].splitlines())) + + +def main(): + validation = json.loads((ROOT / 'derived/validation.json').read_text()) + start = validation['measured_window_start_utc'] + end = validation['measured_window_end_utc'] + date_from, date_to = start[:10], end[:10] + parts = save('13-parts-after', "SELECT table,name,rows,bytes_on_disk,marks,modification_time FROM system.parts WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') AND active ORDER BY table,name LIMIT 5000") + before = list(csv.DictReader((ROOT / 'results/05-parts-before.csv').open())) + assert parts == before, 'Active parts changed during the test' + capacity = save('14-capacity-after', "SELECT metric,value FROM system.asynchronous_metrics WHERE metric IN ('CGroupMaxCPU','CGroupMemoryTotal','CGroupMemoryUsed','CGroupMemoryUsedWithoutPageCache','MemoryResident','UserspacePageCacheBytes','OSMemoryTotal') ORDER BY metric LIMIT 20") + cap = {r['metric']: float(r['value']) for r in capacity} + assert cap['CGroupMaxCPU'] == 16 and cap['CGroupMemoryTotal'] == 64 * 2**30 + save('15-load-after', "SELECT metric,value FROM system.metrics WHERE metric IN ('Query','QueryThread','BackgroundMergesAndMutationsPoolTask') ORDER BY metric LIMIT 20") + overlap = f"event_date BETWEEN toDate('{date_from}') AND toDate('{date_to}') AND query_start_time_microseconds=toDateTime64('{start}',6,'UTC')" + external = save('16-other-query-activity', f"""SELECT query_kind,normalized_query_hash,count() AS queries, +sum(query_duration_ms) AS total_elapsed_ms,max(query_duration_ms) AS max_elapsed_ms, +sum(ProfileEvents['UserTimeMicroseconds']+ProfileEvents['SystemTimeMicroseconds'])/1e6 AS total_cpu_s, +sum(read_bytes) AS total_read_bytes,max(memory_usage) AS max_peak_memory_bytes +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE {overlap} AND is_initial_query=1 AND query_id NOT LIKE 'reader-scaling-%' +AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +GROUP BY query_kind,normalized_query_hash ORDER BY total_cpu_s DESC LIMIT 1000""") + columns = save('17-context-log-schema', "SELECT table,name,type FROM system.columns WHERE database='system' AND table IN ('asynchronous_metric_log','metric_log') AND (name IN ('event_time','event_date','metric','value') OR name ILIKE '%BackgroundMerges%') ORDER BY table,name LIMIT 100") + async_fields = {r['name'] for r in columns if r['table'] == 'asynchronous_metric_log'} + if {'event_time','event_date','metric','value'} <= async_fields: + series = save('18-capacity-during-measurement', f"""SELECT hostName() AS hostname,metric,count() AS samples,min(value) AS min_value,max(value) AS max_value +FROM clusterAllReplicas(default,merge('system','^asynchronous_metric_log')) +WHERE event_date BETWEEN toDate('{date_from}') AND toDate('{date_to}') +AND event_time BETWEEN toDateTime('{start[:19]}','UTC') AND toDateTime('{end[:19]}','UTC') +AND metric IN ('CGroupMaxCPU','CGroupMemoryTotal') GROUP BY hostname,metric ORDER BY hostname,metric LIMIT 100""") + assert series, 'No historical capacity samples' + for r in series: + expected = 16 if r['metric'] == 'CGroupMaxCPU' else 64 * 2**30 + assert float(r['min_value']) == expected == float(r['max_value']), 'Capacity varied' + validation['capacity_constant_in_async_metric_log'] = True + merge_fields = [r['name'] for r in columns if r['table']=='metric_log' and r['name'].startswith('CurrentMetric_')] + if 'CurrentMetric_BackgroundMergesAndMutationsPoolTask' in merge_fields: + save('19-background-tasks-during-measurement', f"""SELECT hostName() AS hostname,count() AS samples, +max(CurrentMetric_BackgroundMergesAndMutationsPoolTask) AS max_background_merge_tasks +FROM clusterAllReplicas(default,merge('system','^metric_log')) +WHERE event_date BETWEEN toDate('{date_from}') AND toDate('{date_to}') +AND event_time BETWEEN toDateTime('{start[:19]}','UTC') AND toDateTime('{end[:19]}','UTC') +GROUP BY hostname ORDER BY hostname LIMIT 100""") + validation['active_parts_unchanged'] = True + validation['capacity_after_vCPUs'] = cap['CGroupMaxCPU'] + validation['capacity_after_GiB'] = cap['CGroupMemoryTotal'] / 2**30 + validation['other_initial_queries'] = sum(int(r['queries']) for r in external) + validation['other_query_cpu_s'] = sum(float(r['total_cpu_s']) for r in external) + (ROOT / 'derived/validation.json').write_text(json.dumps(validation, indent=2) + '\n') + print(json.dumps(validation, indent=2)) + + +if __name__ == '__main__': + main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/collect_logs.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/collect_logs.py new file mode 100644 index 0000000..df20a0e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/collect_logs.py @@ -0,0 +1,59 @@ +#!/usr/bin/env python3 +"""Extract exact experiment query IDs after natural log flush; preserve all counters.""" +import argparse,csv,datetime,json,pathlib +from connection import request,bounded + +ROOT=pathlib.Path(__file__).resolve().parent + +def main(): + parser=argparse.ArgumentParser() + parser.add_argument('--phase',choices=['pilot','warmup','measured','all'],default='all') + args=parser.parse_args() + trials=[] + for p in sorted((ROOT/'raw').glob('*.jsonl')): + trials.extend(json.loads(line) for line in p.read_text().splitlines()) + if args.phase!='all': trials=[r for r in trials if r['phase']==args.phase] + assert trials + earliest=min(datetime.datetime.fromisoformat(r['client_started_at_utc']) for r in trials)-datetime.timedelta(minutes=1) + latest=max(datetime.datetime.fromisoformat(r['client_started_at_utc']) for r in trials)+datetime.timedelta(minutes=1) + date_from=earliest.strftime('%Y-%m-%d') + date_to=latest.strftime('%Y-%m-%d') + from_utc=earliest.strftime('%Y-%m-%d %H:%M:%S') + ids=','.join("'"+r['query_id']+"'" for r in trials) + sql=f"""SELECT query_id,hostname,type,query_start_time_microseconds AS started_at_utc,event_time_microseconds AS finished_at_utc, +query_duration_ms,read_rows,read_bytes,result_rows,result_bytes,memory_usage AS peak_memory_bytes,peak_threads_usage, +normalized_query_hash,query_cache_usage,exception_code, +ProfileEvents['UserTimeMicroseconds'] AS user_cpu_us,ProfileEvents['SystemTimeMicroseconds'] AS system_cpu_us, +ProfileEvents['OSCPUWaitMicroseconds'] AS cpu_wait_us,ProfileEvents['OSIOWaitMicroseconds'] AS io_wait_us, +toJSONString(ProfileEvents) AS profile_events_json,toJSONString(Settings) AS settings_json +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date BETWEEN toDate('{date_from}') AND toDate('{date_to}') AND event_time>=toDateTime('{from_utc}','UTC') +AND query_id IN ({ids}) AND is_initial_query=1 AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +ORDER BY query_start_time_microseconds LIMIT 2000""" + sql=bounded(sql) + (ROOT/'sql'/('query-logs-'+args.phase+'.sql')).write_text(sql) + response=request(sql) + result=ROOT/'results'/('query-logs-'+args.phase+'.csv') + result.write_text(response['body']) + rows=list(csv.DictReader(response['body'].splitlines())) + seen={r['query_id'] for r in rows} + missing=[r['query_id'] for r in trials if r['query_id'] not in seen] + print('Saved',len(rows),'log entries for',len(trials),'trials; missing',len(missing)) + if missing: print('Missing IDs:',json.dumps(missing)) + if not missing: + index={r['query_id']:r for r in rows} + assert len(index)==len(rows),'Duplicate initial query records' + for r in trials: + log=index[r['query_id']] + assert log['query_cache_usage']=='None' + assert int(log['read_bytes'])==int(r['http_summary']['read_bytes']) + assert int(log['read_rows'])==int(r['http_summary']['read_rows']) + settings=json.loads(log['settings_json']) + assert int(settings['max_threads'])==r['max_threads'] + assert settings['use_query_cache']=='0' + print('Verified byte/row counters and requested thread limits; no result cache reads.') + for r in rows[:8]: + elapsed=int(r['query_duration_ms'])/1000 + print(r['query_id'].split('-')[-2:],r['query_duration_ms'],'ms',round(int(r['read_bytes'])/1e9,3),'GB','busy_cores',round((int(r['user_cpu_us'])+int(r['system_cpu_us']))/1e6/elapsed,2) if elapsed else None,'peak_threads',r['peak_threads_usage']) + +if __name__=='__main__': main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/combine.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/combine.py new file mode 100644 index 0000000..4804662 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/combine.py @@ -0,0 +1,60 @@ +#!/usr/bin/env python3 +"""Fixed benchmark query mix: weighted bytes / weighted execution time. + +Primary weighting mirrors the original frequency: each drill-down once per +hour; each of four aggregations six times per hour. Idle intervals are excluded. +Equal query weighting is also saved as an explicitly separate sensitivity check. +""" +import csv +import pathlib +from analyze import quantile, write_csv + +ROOT = pathlib.Path(__file__).resolve().parent +rows = [r for r in csv.DictReader((ROOT / 'derived/all-trials.csv').open()) if r['phase']=='measured'] +mixes = {'original_frequency': {'D1':1,'D2':1,'A1':6,'A2':6,'A3':6,'A4':6}, + 'one_of_each': {'D1':1,'D2':1,'A1':1,'A2':1,'A3':1,'A4':1}} +combined = [] +rounds = [] +for name, weights in mixes.items(): + for cap in [1,2,4,8,16]: + group = [r for r in rows if int(r['max_threads'])==cap] + assert len(group)==72 + byte_count = sum(int(r['read_bytes'])*weights[r['query']] for r in group) + elapsed = sum(float(r['server_elapsed_s'])*weights[r['query']] for r in group) + cpu_group = [r for r in group if r['cpu_s']] + cpu = sum(float(r['cpu_s'])*weights[r['query']] for r in cpu_group) + rates = [] + for round_no in range(1,13): + batch = [r for r in group if int(r['round'])==round_no] + assert {r['query'] for r in batch}==set(weights) + b = sum(int(r['read_bytes'])*weights[r['query']] for r in batch) + t = sum(float(r['server_elapsed_s'])*weights[r['query']] for r in batch) + rates.append(b/1e9/t) + rounds.append({'mix':name, 'max_threads':cap, 'round':round_no, + 'weighted_read_bytes':b, 'weighted_server_s':t, + 'throughput_GB_s':b/1e9/t}) + combined.append({'mix':name, 'max_threads':cap, 'n_rounds':12, + 'queries_per_reference_cycle':sum(weights.values()), + 'throughput_GB_s':byte_count/1e9/elapsed, + 'throughput_GB_s_p25':quantile(rates,.25), + 'throughput_GB_s_median':quantile(rates,.5), + 'throughput_GB_s_p75':quantile(rates,.75), + 'MB_s_per_thread_limit':byte_count/1e6/elapsed/cap, + 'MB_s_per_thread_limit_p25':quantile(rates,.25)*1000/cap, + 'MB_s_per_thread_limit_p75':quantile(rates,.75)*1000/cap, + 'weighted_GB_per_reference_cycle':byte_count/1e9/12, + 'weighted_server_s_per_reference_cycle':elapsed/12, + 'observed_CPU_s_per_reference_cycle':cpu/12, + 'trials_without_CPU_counters':len(group)-len(cpu_group), + 'CPU_figure_complete':len(group)==len(cpu_group)}) + selected = [r for r in combined if r['mix']==name] + base = selected[0]['throughput_GB_s'] + for row in selected: + row['speedup_vs_1_thread'] = row['throughput_GB_s']/base + row['cap_scaling_efficiency_pct'] = row['speedup_vs_1_thread']/row['max_threads']*100 +write_csv('combined-workload.csv',combined) +write_csv('combined-rounds.csv',rounds) +for r in combined: + print(r['mix'],r['max_threads'],f"{r['throughput_GB_s']:.3f} GB/s", + f"{r['MB_s_per_thread_limit']:.1f} MB/s per permitted query thread", + 'CPU counters missing:',r['trials_without_CPU_counters']) diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/connection.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/connection.py new file mode 100644 index 0000000..724be08 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/connection.py @@ -0,0 +1,45 @@ +"""Private reader credentials stay in memory and curl stdin; no automatic query retry.""" +import json, os, pathlib, re, subprocess, time, urllib.parse + +def reader_connection(): + host=os.environ.get('CLICKHOUSE_HOST') + password=os.environ.get('CLICKHOUSE_PASSWORD') + user=os.environ.get('CLICKHOUSE_USER','default') + if host and password: + return host,password,user + # Local fallback is git-ignored. No credentials are included in evidence. + repo_root=next(p for p in pathlib.Path(__file__).resolve().parents if (p/'.git').exists()) + source=(repo_root/'full-path-realtime/quotes/clickhouse-cloud/_credentials.txt').read_text().split('READER',1)[1] + host=re.search(r'--host\s+(\S+)',source).group(1) + password=re.search(r"--password\s+'([^']+)'",source).group(1) + return host,password,user + +def request(sql, query_id=None, database='quotes_async_t4'): + host,password,user=reader_connection() + params={'readonly':'2','wait_end_of_query':'1','database':database} + if query_id: params['query_id']=query_id + url='https://'+host+':8443/?'+urllib.parse.urlencode(params) + config='\n'.join(['url = '+json.dumps(url),'user = '+json.dumps(user+':'+password), + 'data-binary = '+json.dumps(sql),'silent','show-error','max-time = 40','include']) + start=time.perf_counter() + response=subprocess.run(['curl','--config','-'],input=config.encode(),capture_output=True) + wall=time.perf_counter()-start + output=response.stdout.decode().replace(password,'[redacted]') + error=response.stderr.decode().replace(password,'[redacted]') + # curl includes the HTTP CONNECT block, then the origin response headers. + output=output.replace('\r\n','\n') + blocks=output.split('\n\n') + while len(blocks)>1 and blocks[0].startswith('HTTP/'): + headers=blocks.pop(0) + body='\n\n'.join(blocks) + status=int(headers.splitlines()[0].split()[1]) if 'headers' in locals() else 0 + summary={} + for line in headers.splitlines(): + if line.lower().startswith('x-clickhouse-summary:'): + summary=json.loads(line.split(':',1)[1].strip()) + if response.returncode or status!=200: + raise RuntimeError(json.dumps({'curl_exit':response.returncode,'http_status':status,'error':error,'body':body[:3000]})) + return {'body':body,'headers':headers,'summary':summary,'client_wall_s':wall} + +def bounded(sql, threads=2, output='CSVWithNames'): + return sql.rstrip().rstrip(';')+f" SETTINGS max_threads={threads},max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT {output}" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/8-vs-16.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/8-vs-16.csv new file mode 100644 index 0000000..6c867a2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/8-vs-16.csv @@ -0,0 +1,7 @@ +query,throughput_8_GB_s,throughput_16_GB_s,throughput_ratio_16_over_8,latency_8_median_ms,latency_16_median_ms,latency_ratio_16_over_8,paired_throughput_ratio_p25,paired_throughput_ratio_median,paired_throughput_ratio_p75,paired_median_bootstrap_95pct_low,paired_median_bootstrap_95pct_high,busy_cores_8,busy_cores_16,GB_per_cpu_s_8,GB_per_cpu_s_16 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+A2,0.22889922689561923,0.2171638591458062,0.9487312914553245,10.3302625,10.330895,1.0000612278729606,0.9759529860398817,1.0114558924680885,1.046164287343275,0.9731437486803876,1.0483469695512149,0.6484444978378305,0.5358578044352875,0.3529974078874282,0.40526396620212296 +A3,1.8832130842637473,2.3421057654996025,1.243675389190099,22.5965965,16.9848455,0.751655033535692,1.2511869771162307,1.3101988297647367,1.3484543071479045,1.238060302697166,1.3529826157453524,6.097082699268692,8.191556613462215,0.30887117284625765,0.285917057772698 +A4,2.8818802530377323,3.870634782188564,1.343093550854032,21.976048499999997,16.159869999999998,0.7353401135786536,1.2901247720027322,1.3658242935390776,1.4028114020379205,1.2894478691272502,1.40718340825119,6.338773460957134,9.216073070348271,0.4546432004217071,0.4199874233464921 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/all-trials.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/all-trials.csv new file mode 100644 index 0000000..dc993ed --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/all-trials.csv @@ -0,0 +1,421 @@ +phase,run_id,round,query,max_threads,sequence,query_id,hostname,started_at_utc,finished_at_utc,server_elapsed_s,query_log_duration_ms,client_wall_s,read_rows,read_bytes,throughput_GB_s,result_rows,result_bytes,logged_cpu_s,cpu_counters_reported,cpu_s,average_busy_cores,GB_per_cpu_s,cpu_wait_s,io_wait_s,peak_memory_bytes,peak_threads_usage,page_cache_hits,page_cache_misses,mark_cache_misses,query_condition_cache_hits,query_condition_cache_misses,object_storage_read_bytes,distributed_cache_read_bytes,async_remote_wait_s,sync_remote_wait_s,query_cache_usage 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diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/combined-scaling.svg b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/combined-scaling.svg new file mode 100644 index 0000000..213b006 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/combined-scaling.svg @@ -0,0 +1,473 @@ + + + + + + + + 2026-10-11T10:56:41.556721 + image/svg+xml + + + Matplotlib v3.11.2, https://matplotlib.org/ + + + + + + + + + + + + + + + + + + + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + CPU cores + + + + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 1 + + + + + + + + + + + + + 2 + + + + + + + + + + + + + 3 + + + + + + + + + + + + + 4 + + + + + + + + + + + + + 5 + + + + Uncompressed GB/s + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + 0.78 + + + 1.47 + + + 2.57 + + + 4.64 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Original query-frequency mix; idle gaps excluded. + Per-core panel divides by selected cores. CPU parallelism is set with max_threads; service fixed at 16 vCPUs / 64 GiB. + 12 measured rounds per setting; shading shows round IQR. No smoothing or discarded observations. + + + + + + + + + + + diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/combined-workload.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/combined-workload.csv new file mode 100644 index 0000000..fb9aca4 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/combined-workload.csv @@ -0,0 +1,11 @@ +mix,max_threads,n_rounds,queries_per_reference_cycle,throughput_GB_s,throughput_GB_s_p25,throughput_GB_s_median,throughput_GB_s_p75,MB_s_per_thread_limit,MB_s_per_thread_limit_p25,MB_s_per_thread_limit_p75,weighted_GB_per_reference_cycle,weighted_server_s_per_reference_cycle,observed_CPU_s_per_reference_cycle,trials_without_CPU_counters,CPU_figure_complete,speedup_vs_1_thread,cap_scaling_efficiency_pct 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12 repetitions per treatment. No smoothing, retries or removed observations. + + + + + + + + + + + diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/scaling-summary.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/scaling-summary.csv new file mode 100644 index 0000000..b0a72b0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/scaling-summary.csv @@ -0,0 +1,31 @@ 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+A4,16,12,3.870634782188564,12,9.216073070348271,0.4199874233464921,57.60045668967669,0.063248636,1860254,193,0,0,3.6e-05,0.0,15.700040500000002,16.159869999999998,16.465203250000002,18.158826849999997,15.189630000000001,20.013323999999997,3.841353020801894,3.913991353811573,4.028698887926928,4.1357134548344385,3.16032639055861,4.163935263729267,0.14822225,0.1500225,0.15372375,0.1559864,0.143267,0.157907,4.618045806884766,6.966075897216797,7.391225814819336,7.769686889648438,4.067180633544922,7.769737243652344,8.052490657264178,50.328066607901114 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/thread-scaling.png b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/thread-scaling.png new file mode 100644 index 0000000..4b17c59 Binary files /dev/null and b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/thread-scaling.png differ diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/thread-scaling.svg b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/thread-scaling.svg new file mode 100644 index 0000000..b59a450 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/thread-scaling.svg @@ -0,0 +1,866 @@ + + + + + + + + 2026-10-11T10:56:41.318072 + image/svg+xml + + + Matplotlib v3.11.2, https://matplotlib.org/ + + + + + + + + + + + + + + + + + + + + + + + + + + + + 1 + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + CPU cores + + + + + + + + + + + + + + + + + 0 + + + + + + + + + + + + + 1 + + + + + + + + + + + + + 2 + + + + + + + + + + + + + 3 + + + + + + + + + + + + + 4 + + + + + + + + + + + + + 5 + + + + + + + + + + + + + 6 + + + + + + + + + + + + + 7 + + + + Uncompressed data processing throughput (GB/s) + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + 5.96 GB/s + + + 4.64 GB/s + + + Drill-downs: about 3.49 GB read per query + + + + + + + + + + D1 · hourly bars + + + + + + + + + D2 · risk and liquidity + + + + + + + + + + + + + + + + 1 + + + + + + + + + + 2 + + + + + + + + + + 4 + + + + + + + + + + 8 + + + + + + + + + + 16 + + + + CPU cores + + + + + + + + + + + + + + 5 + + + + + + + + + + + + + 10 + + + + + + + + + + + + + 20 + + + + + + + + + + + + + 50 + + + + + + + + + + + + + 100 + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + Server execution time (ms, log scale) + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + Aggregations: smaller scans gain less + + + + + + + + + + A1 · single-symbol summary + + + + + + + + + A2 · watchlist summary + + + + + + + + + A3 · top movers + + + + + + + + + A4 · daily activity + + + + + More CPU cores increase drill-down throughput + + + Fixed read service: 16 vCPUs · 64 GiB | Same dataset | Warm data cache | Result cache off + + + 12 repetitions per query and limit. Throughput: total bytes / total server time. Latency: median. Shading: IQR. + Queries run sequentially in shuffled order. CPU parallelism is controlled with max_threads on the fixed service. + + + + + + + + + + + diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/validation.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/validation.json new file mode 100644 index 0000000..7646bf2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/derived/validation.json @@ -0,0 +1,30 @@ +{ + "total_trials": 420, + "measured_trials": 360, + "pilot_trials": 30, + "warmup_trials": 30, + "measured_window_start_utc": "2026-10-11 09:39:43.143738", + "measured_window_end_utc": "2026-10-11 09:49:39.578368", + "hosts": [ + "c-tanaws-ce-98-server-r106axk-0.c-tanaws-ce-98-server-headless.ns-tanaws-ce-98.svc.cluster.local" + ], + "failures": 0, + "missing_logs": 0, + "duplicate_logs": 0, + "result_cache_reads": 0, + "measured_page_cache_misses": 1, + "measured_object_storage_read_bytes": 0, + "all_thread_caps_confirmed_in_query_log": true, + "all_http_rows_and_bytes_match_query_log": true, + "all_result_row_counts_below_limit": true, + "outliers_removed": 0, + "measured_trials_without_cpu_counters": 30, + "caveat": "Bootstrap interval measures repeat variation in this session, not portability to other hosts or datasets.", + "active_parts_unchanged": true, + "capacity_after_vCPUs": 16.0, + "capacity_after_GiB": 64.0, + "capacity_constant_in_async_metric_log": true, + "other_initial_queries": 1115, + "other_query_cpu_s": 26.695247000000005, + "background_merge_tasks_max_sampled": 2 +} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/freeze_evidence.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/freeze_evidence.py new file mode 100644 index 0000000..d026127 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/freeze_evidence.py @@ -0,0 +1,26 @@ +#!/usr/bin/env python3 +"""Freeze exact measured SQL and hashes after collection, analysis and reporting.""" +import hashlib +import json +import pathlib +from run_test import queries, workload_sql + +ROOT = pathlib.Path(__file__).resolve().parent +definitions = queries() +for path in (ROOT / 'raw').glob('*.jsonl'): + for line in path.read_text().splitlines(): + row = json.loads(line) + if row['phase'] != 'measured': + continue + sql = workload_sql(definitions[row['query']], row['max_threads'], row['run_id']) + assert hashlib.sha256(sql.encode()).hexdigest() == row['sql_sha256'] + target = ROOT / 'sql' / f"measured-trial-{row['query']}-t{row['max_threads']}.sql" + target.write_text(sql + '\n') +entries = [] +for path in sorted(ROOT.rglob('*')): + rel = path.relative_to(ROOT) + if not path.is_file() or path.name == 'SHA256SUMS' or any(p in {'__pycache__', '.venv', '.DS_Store'} for p in rel.parts): + continue + entries.append(hashlib.sha256(path.read_bytes()).hexdigest() + ' ' + str(rel)) +(ROOT / 'SHA256SUMS').write_text('\n'.join(entries) + '\n') +print('Verified exact measured SQL; froze', len(entries), 'file hashes.') diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/plot.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/plot.py new file mode 100644 index 0000000..0efb6d6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/plot.py @@ -0,0 +1,140 @@ +#!/usr/bin/env python3 +"""Evidence-native plots; no smoothing or observation removal.""" +import csv +import pathlib +import matplotlib +matplotlib.use('Agg') +import matplotlib.pyplot as plt +from matplotlib.ticker import ScalarFormatter + +ROOT = pathlib.Path(__file__).resolve().parent +rows = list(csv.DictReader((ROOT / 'derived/scaling-summary.csv').open())) +index = {(r['query'], int(r['max_threads'])): r for r in rows} +threads = [1, 2, 4, 8, 16] +colors = {'D1': '#1479B8', 'D2': '#8A4FAD', 'A1': '#C37D22', 'A2': '#C25454', + 'A3': '#248F73', 'A4': '#1479B8'} +plt.rcParams.update({'font.family': 'DejaVu Sans', 'font.size': 10, + 'axes.spines.top': False, 'axes.spines.right': False, + 'svg.fonttype': 'none', 'figure.facecolor': 'white'}) + + +def axes_style(ax): + ax.set_xscale('log', base=2) + ax.set_xticks(threads) + ax.get_xaxis().set_major_formatter(ScalarFormatter()) + ax.set_xlabel('CPU cores') + ax.grid(axis='y', color='#DDE1E5', linewidth=.7) + ax.set_axisbelow(True) + + +def draw_series(ax, query, metric, lo, hi, label): + values = [float(index[(query, n)][metric]) for n in threads] + lower = [float(index[(query, n)][lo]) for n in threads] + upper = [float(index[(query, n)][hi]) for n in threads] + ax.fill_between(threads, lower, upper, color=colors[query], alpha=.14) + ax.plot(threads, values, color=colors[query], marker='o', linewidth=2, + markersize=5, label=label) + return values + + +fig, axes = plt.subplots(1, 2, figsize=(12, 4.8), gridspec_kw={'width_ratios': [1.1, 1]}) +fig.subplots_adjust(top=.76, bottom=.22, left=.07, right=.97, wspace=.26) +fig.suptitle('More CPU cores increase drill-down throughput', x=.07, ha='left', + fontsize=18, fontweight='bold', y=.97) +fig.text(.07, .88, 'Fixed read service: 16 vCPUs · 64 GiB | Same dataset | Warm data cache | Result cache off', + fontsize=10, color='#4D5660') +for query, label in [('D1', 'D1 · hourly bars'), ('D2', 'D2 · risk and liquidity')]: + values = draw_series(axes[0], query, 'throughput_GB_s', + 'trial_throughput_GB_s_p25', 'trial_throughput_GB_s_p75', label) + axes[0].annotate(f'{values[-1]:.2f} GB/s', (16, values[-1]), xytext=(-6, 10), + textcoords='offset points', ha='right', color=colors[query], fontweight='bold') +axes[0].set_title('Drill-downs: about 3.49 GB read per query', loc='left', fontsize=11) +axes[0].set_ylabel('Uncompressed data processing throughput (GB/s)') +axes[0].set_ylim(0, 7.4) +axes[0].legend(loc='upper left', frameon=False, fontsize=9) +for query, label in [('A1', 'A1 · single-symbol summary'), ('A2', 'A2 · watchlist summary'), + ('A3', 'A3 · top movers'), ('A4', 'A4 · daily activity')]: + draw_series(axes[1], query, 'latency_ms_median', 'latency_ms_p25', 'latency_ms_p75', label) +axes[1].set_title('Aggregations: smaller scans gain less', loc='left', fontsize=11) +axes[1].set_ylabel('Server execution time (ms, log scale)') +axes[1].set_yscale('log') +axes[1].set_yticks([5, 10, 20, 50, 100]) +axes[1].get_yaxis().set_major_formatter(ScalarFormatter()) +axes[1].set_ylim(3.5, 160) +axes[1].legend(loc='upper right', frameon=False, fontsize=8) +for ax in axes: + axes_style(ax) +fig.text(.07, .07, '12 repetitions per query and limit. Throughput: total bytes / total server time. Latency: median. Shading: IQR.\n' + 'Queries run sequentially in shuffled order. CPU parallelism is controlled with max_threads on the fixed service.', + fontsize=9, color='#4D5660', linespacing=1.7) +for suffix in ['svg', 'png']: + fig.savefig(ROOT / 'derived' / ('thread-scaling.' + suffix), dpi=180) +plt.close(fig) + +fig, axes = plt.subplots(1, 2, figsize=(11, 4.6)) +fig.subplots_adjust(top=.77, bottom=.24, left=.075, right=.97, wspace=.28) +fig.suptitle('CPU work per query stays nearly constant as execution gets faster', + x=.075, ha='left', fontsize=16, fontweight='bold', y=.97) +fig.text(.075, .87, 'Measured CPU time includes query-associated worker and helper threads.', + fontsize=10, color='#4D5660') +for query, label in [('D1', 'D1 · hourly bars'), ('D2', 'D2 · risk and liquidity')]: + group = [index[(query, n)] for n in threads] + axes[0].plot(threads, [float(r['average_busy_cores']) for r in group], + marker='o', color=colors[query], label=label, linewidth=2) + draw_series(axes[1], query, 'cpu_s_median', 'cpu_s_p25', 'cpu_s_p75', label) +axes[0].plot(threads, threads, '--', linewidth=1, color='#A8AEB5', label='Selected core limit') +axes[0].set_ylabel('Average concurrent CPU use (core equivalents)') +axes[0].set_ylim(0, 17) +axes[0].set_title('CPU seconds ÷ server elapsed seconds', loc='left', fontsize=11) +axes[0].legend(loc='upper left', frameon=False, fontsize=9) +axes[1].set_ylabel('CPU time per query (seconds)') +axes[1].set_ylim(0, 11) +axes[1].set_title('Parallel execution spreads the same CPU work', loc='left', fontsize=11) +axes[1].legend(loc='lower right', frameon=False, fontsize=9) +for ax in axes: + axes_style(ax) +fig.text(.075, .07, 'CPU time: query-log UserTimeMicroseconds + SystemTimeMicroseconds.\n' + '12 repetitions per treatment. No smoothing, retries or removed observations.', + fontsize=9, color='#4D5660', linespacing=1.7) +for suffix in ['svg', 'png']: + fig.savefig(ROOT / 'derived' / ('cpu-scaling.' + suffix), dpi=180) +plt.close(fig) +print('Saved thread-scaling and cpu-scaling as SVG and PNG.') + +combined = [r for r in csv.DictReader((ROOT/'derived/combined-workload.csv').open()) + if r['mix']=='original_frequency' and int(r['max_threads'])>=2] +cores = [int(r['max_threads']) for r in combined] +fig, axes = plt.subplots(1,2,figsize=(11.5,4.8)) +fig.subplots_adjust(top=.75,bottom=.31,left=.075,right=.97,wspace=.28) +fig.suptitle('Combined query throughput scales with CPU cores',x=.075,ha='left', + fontsize=18,fontweight='bold',y=.97) +fig.text(.075,.87,'Dataset fixed at 113.2B quotes · Same query mix · Warm data cache · Result cache off', + fontsize=10,color='#4D5660') +for ax, field, low, high, title, unit in [ + (axes[0],'throughput_GB_s','throughput_GB_s_p25','throughput_GB_s_p75', + 'Data processing throughput','Uncompressed GB/s'), + (axes[1],'MB_s_per_thread_limit','MB_s_per_thread_limit_p25','MB_s_per_thread_limit_p75', + 'Data throughput per CPU core','Uncompressed MB/s/core')]: + values=[float(r[field]) for r in combined] + ax.fill_between(cores,[float(r[low]) for r in combined],[float(r[high]) for r in combined], + color='#1479B8',alpha=.14) + ax.plot(cores,values,'o-',color='#1479B8',linewidth=2,markersize=6) + ax.set_title(title,loc='left',fontsize=12) + ax.set_ylabel(unit) + ax.set_xlabel('CPU cores') + ax.set_xticks(cores) + ax.set_xlim(1,17) + ax.set_ylim(0,5.6 if ax==axes[0] else 450) + ax.grid(axis='y',color='#DDE1E5',linewidth=.7) + ax.set_axisbelow(True) + for x,y in zip(cores,values): + ax.annotate(f'{y:.2f}' if ax==axes[0] else f'{y:.0f}',(x,y),xytext=(0,9), + textcoords='offset points',ha='center',color='#1479B8',fontweight='bold') +fig.text(.075,.075,'Combined rate: weighted bytes / weighted query execution time. Original query-frequency mix; idle gaps excluded.\n' + 'Per-core panel divides by selected cores. CPU parallelism is set with max_threads; service fixed at 16 vCPUs / 64 GiB.\n' + '12 measured rounds per setting; shading shows round IQR. No smoothing or discarded observations.', + fontsize=8.5,color='#4D5660',linespacing=1.65) +for suffix in ['svg','png']: + fig.savefig(ROOT/'derived'/('combined-scaling.'+suffix),dpi=180) +plt.close(fig) +print('Saved combined-scaling as SVG and PNG.') diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/queries/create.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/queries/create.sql new file mode 100644 index 0000000..0b26c2b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/queries/create.sql @@ -0,0 +1,67 @@ +-- ============================================================================= +-- Base table: raw stock quotes +-- Sort key (sym, t) — the per-symbol drilldown query (run hourly) reads a +-- single sym's contiguous block; performance scales with that symbol's +-- data size, which is the point. +-- ============================================================================= +CREATE TABLE IF NOT EXISTS quotes ( + sym String, + bx UInt8, + bp Float64, + bs UInt64, + ax UInt8, + ap Float64, + `as` UInt64, + c UInt8, + i Array(UInt8), + t UInt64, + q UInt64, + z UInt8 +) +ENGINE = MergeTree +ORDER BY (sym, t); + +-- ============================================================================= +-- MV target: per-symbol-per-day summary (AggregatingMergeTree) +-- +-- Sort key (sym, day) — most dashboard queries are sym-centric (watchlist, +-- single-stock view, drilldown summary). The single-sym query has speed that +-- scales with the data size for that sym, exercising the clustering. +-- ============================================================================= +CREATE TABLE IF NOT EXISTS quotes_daily ( + sym String, + day Date, + n_quotes SimpleAggregateFunction(sum, UInt64), + bp_min SimpleAggregateFunction(min, Float64), + bp_max SimpleAggregateFunction(max, Float64), + ap_min SimpleAggregateFunction(min, Float64), + ap_max SimpleAggregateFunction(max, Float64), + bs_sum SimpleAggregateFunction(sum, UInt64), + as_sum SimpleAggregateFunction(sum, UInt64), + spread_sum SimpleAggregateFunction(sum, Float64) +) +ENGINE = AggregatingMergeTree +ORDER BY (sym, day); + +-- ============================================================================= +-- MV: aggregates every INSERT into `quotes` into per-symbol-per-day summaries +-- +-- NOTE: CREATE MATERIALIZED VIEW IF NOT EXISTS does NOT alter an existing +-- view's SELECT. If you change the schema, drop both `quotes_daily_mv` and +-- `quotes_daily` first, then re-run this file. +-- ============================================================================= +CREATE MATERIALIZED VIEW IF NOT EXISTS quotes_daily_mv TO quotes_daily AS +SELECT + sym, + toDate(toDateTime(intDiv(t, 1000))) AS day, + + toUInt64(count()) AS n_quotes, + min(bp) AS bp_min, + max(bp) AS bp_max, + min(ap) AS ap_min, + max(ap) AS ap_max, + sum(bs) AS bs_sum, + sum(`as`) AS as_sum, + sum(ap - bp) AS spread_sum +FROM quotes +GROUP BY sym, day; diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/queries/queries_mv.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/queries/queries_mv.sql new file mode 100644 index 0000000..a5dd957 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/queries/queries_mv.sql @@ -0,0 +1,67 @@ +-- ============================================================================= +-- Dashboard queries — run every ~10 minutes against the MV. +-- All queries filter by sym only or not at all; never by day. Cost scales +-- with the total data volume, so the benchmark answer changes as the dataset +-- grows. (sym, day) sort key lets sym-filtered queries do a prefix scan. +-- ============================================================================= + +-- ----------------------------------------------------------------------------- +-- 1. SINGLE-SYMBOL ALL-TIME SUMMARY +-- Filter by one sym. Uses (sym, day) sort as a single-sym prefix scan. +-- Cost grows with how much historical data we have for that symbol. +-- ----------------------------------------------------------------------------- +SELECT + count() AS days_traded, + sum(n_quotes) AS total_quotes, + min(bp_min) AS lowest_bid, + max(bp_max) AS highest_bid, + min(ap_min) AS lowest_ask, + max(ap_max) AS highest_ask, + sum(spread_sum) / sum(n_quotes) AS avg_spread, + sum(bs_sum) AS total_bid_volume, + sum(as_sum) AS total_ask_volume +FROM quotes_daily +WHERE sym = 'AAPL'; + +-- ----------------------------------------------------------------------------- +-- 2. WATCHLIST ALL-TIME SUMMARY +-- Small set of symbols, no day filter. Each sym is a prefix scan in +-- (sym, day) order. Cost scales with total data across those symbols. +-- ----------------------------------------------------------------------------- +SELECT + sym, + count() AS days_traded, + sum(n_quotes) AS total_quotes, + min(bp_min) AS lowest_bid, + max(bp_max) AS highest_bid, + sum(spread_sum) / sum(n_quotes) AS avg_spread +FROM quotes_daily +WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') +GROUP BY sym +ORDER BY total_quotes DESC; + +-- ----------------------------------------------------------------------------- +-- 3. TOP MOVERS HISTORICALLY — no filter, full MV scan +-- Per-symbol historical price range across the entire data window. +-- Cost scales with the full MV size. +-- ----------------------------------------------------------------------------- +SELECT + sym, + (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range +FROM quotes_daily +GROUP BY sym +ORDER BY abs(pct_range) DESC +LIMIT 20; + +-- ----------------------------------------------------------------------------- +-- 4. DAILY MARKET ACTIVITY TIME SERIES — no filter, full MV scan +-- Market-wide totals per day. Cost scales with the full MV size. +-- ----------------------------------------------------------------------------- +SELECT + day, + sum(n_quotes) AS total_quotes, + sum(bs_sum) + sum(as_sum) AS total_volume, + sum(spread_sum) / sum(n_quotes) AS avg_spread +FROM quotes_daily +GROUP BY day +ORDER BY day; diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/queries/queries_raw.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/queries/queries_raw.sql new file mode 100644 index 0000000..7b91ab3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/queries/queries_raw.sql @@ -0,0 +1,56 @@ +-- ============================================================================= +-- DRILLDOWN — TWO queries, run ~hourly against the raw quotes table. +-- Both are single-symbol (sym only, no time filter) drilldowns; cost scales with +-- that symbol's data volume. Exercises the (sym, t) sort key. +-- +-- Q1 = HOURLY OHLCV BARS — the canonical "show me this symbol's chart" query: +-- per-hour OHLC + VWAP + volume + volatility + spread. High-cardinality +-- GROUP BY (where ClickHouse's hash aggregation wins). +-- Q2 = RISK & LIQUIDITY PROFILE (a.k.a. "B7") — a single-row microstructure +-- stats panel: realized volatility, spread distribution + tail risk +-- (skew/kurtosis/p95/p99), order-book imbalance, spread-vs-depth corr. +-- Single-pass aggregation (where ClickHouse stays I/O-bound while the +-- per-aggregate overhead accumulates on the other engine). +-- +-- The runner times each query separately -> result: [[q1_secs],[q2_secs]]. +-- v1 single-query drilldown is preserved in queries_raw_v1.sql. +-- (A daily-bars variant of Q1 lives in the project history if a coarser grain +-- is wanted.) +-- ============================================================================= + +-- ----------------------------------------------------------------------------- +-- Q1. HOURLY OHLCV BARS +-- ----------------------------------------------------------------------------- +SELECT + toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, + argMin(bp, t) AS open, + max(bp) AS high, + min(bp) AS low, + argMax(bp, t) AS close, + sum(bs) AS volume, + sum(bp * bs) / sum(bs) AS vwap, + stddevPop(bp) AS volatility, + avg(ap - bp) AS avg_spread, + count() AS ticks +FROM quotes +WHERE sym = 'AAPL' +GROUP BY hour +ORDER BY hour; + +-- ----------------------------------------------------------------------------- +-- Q2. RISK & LIQUIDITY PROFILE ("B7") +-- ----------------------------------------------------------------------------- +SELECT + count() AS ticks, + avg((bp + ap) / 2) AS avg_mid, + stddevPop((bp + ap) / 2) AS mid_volatility, + avg(ap - bp) AS avg_spread, + stddevPop(ap - bp) AS spread_volatility, + skewPop(ap - bp) AS spread_skew, + kurtPop(ap - bp) AS spread_kurtosis, + max(ap - bp) AS max_spread, + corr(ap - bp, bs + `as`) AS corr_spread_depth, + avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, + quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 +FROM quotes +WHERE sym = 'AAPL'; \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/raw/reader-scaling-20261011T093715Z-pilot-manifest.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/raw/reader-scaling-20261011T093715Z-pilot-manifest.json new file mode 100644 index 0000000..550748c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/raw/reader-scaling-20261011T093715Z-pilot-manifest.json @@ -0,0 +1,179 @@ +{ + "run_id": "reader-scaling-20261011T093715Z-pilot", + "phase": "pilot", + "started_at_utc": "20261011T093715Z", + "dataset": "quotes_async_t4", + "threads": [ + 1, + 2, + 4, + 8, + 16 + ], + "rounds": 1, + "trials": 30, + "seed": 6112026, + "schedule": "sequential, interleaved randomized thread limits; rotated query order; no query overlap", + "cache": "result cache explicitly disabled; underlying data and query-condition caches allowed warm", + "changes": "max_threads only between treatments; settings and data otherwise fixed", + "query_source_hashes": { + "D1": "5b3f1e3a050156769f72a11a6092f6e26e35cde5b4a6f2950035020eed9cab7f", + "D2": "ee475f442f6851b02219a02a6704afa63ec96d63e444bd11f83b2b7505246849", + "A1": "a6e184f6e6b3942c30af6da5449b99d3304b6c49ade8666d09219db7b5a0b04d", + "A2": "d8fb1b588abe4bc91088897d5e7155975d928dac30c794dceecebc651dea3bdd", + "A3": "12a35deccc28e3ad52d6d3e6b4c3a8075acf39d36bc2ac3175517cb6773da951", + "A4": "7a6bd09352e9ce096340f8a0fb2fa4d645c7f12a8702a06e56dced20ecc5a21e" + }, + "plan": [ + { + "round": 1, + "query": "D1", + "max_threads": 2 + }, + { + "round": 1, + "query": "D1", + "max_threads": 4 + }, + { + "round": 1, + "query": "D1", + "max_threads": 1 + }, + { + "round": 1, + "query": "D1", + "max_threads": 16 + }, + { + "round": 1, + "query": "D1", + "max_threads": 8 + }, + { + "round": 1, + "query": "D2", + "max_threads": 16 + }, + { + "round": 1, + "query": "D2", + "max_threads": 1 + }, + { + "round": 1, + "query": "D2", + "max_threads": 2 + }, + { + "round": 1, + "query": "D2", + "max_threads": 4 + }, + { + "round": 1, + "query": "D2", + "max_threads": 8 + }, + { + "round": 1, + "query": "A1", + "max_threads": 4 + }, + { + "round": 1, + "query": "A1", + "max_threads": 16 + }, + { + "round": 1, + "query": "A1", + "max_threads": 8 + }, + { + "round": 1, + "query": "A1", + "max_threads": 1 + }, + { + "round": 1, + "query": "A1", + "max_threads": 2 + }, + { + "round": 1, + "query": "A2", + "max_threads": 16 + }, + { + "round": 1, + "query": "A2", + "max_threads": 1 + }, + { + "round": 1, + "query": "A2", + "max_threads": 2 + }, + { + "round": 1, + "query": "A2", + "max_threads": 4 + }, + { + "round": 1, + "query": "A2", + "max_threads": 8 + }, + { + "round": 1, + "query": "A3", + "max_threads": 1 + }, + { + "round": 1, + "query": "A3", + "max_threads": 8 + }, + { + "round": 1, + "query": "A3", + "max_threads": 4 + }, + { + "round": 1, + "query": "A3", + "max_threads": 2 + }, + { + "round": 1, + "query": "A3", + "max_threads": 16 + }, + { + "round": 1, + "query": "A4", + "max_threads": 1 + }, + { + "round": 1, + "query": "A4", + "max_threads": 16 + }, + { + "round": 1, + "query": "A4", + "max_threads": 8 + }, + { + "round": 1, + "query": "A4", + "max_threads": 4 + }, + { + "round": 1, + "query": "A4", + "max_threads": 2 + } + ] +} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/raw/reader-scaling-20261011T093715Z-pilot.jsonl b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/raw/reader-scaling-20261011T093715Z-pilot.jsonl new file mode 100644 index 0000000..3a30ad6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/raw/reader-scaling-20261011T093715Z-pilot.jsonl @@ -0,0 +1,30 @@ +{"round": 1, "query": "D1", "max_threads": 2, "phase": "pilot", "run_id": "reader-scaling-20261011T093715Z-pilot", "sequence": 1, "query_id": "reader-scaling-20261011T093715Z-pilot-1-D1-t2", "client_started_at_utc": "2026-10-11T09:37:15.577206+00:00", "http_summary": {"read_rows": "89423872", "read_bytes": "3487527280", "written_rows": "0", "written_bytes": "0", "total_rows_to_read": "89423872", "result_rows": "1124", "result_bytes": "93968", "elapsed_ns": 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"sequence": 359, "query_id": "reader-scaling-20261011T093942Z-measured-359-A3-t4", "client_started_at_utc": "2026-10-11T09:49:38.573691+00:00", "sql_sha256": "b30aeb976e0d7bd175fcd6b5d64e614d5c8e94de7ea2a804728c0775534f2bd2", "http_summary": {"read_rows": "1860254", "read_bytes": "42360137", "written_rows": "0", "written_bytes": "0", "total_rows_to_read": "1860254", "result_rows": "20", "result_bytes": "783", "elapsed_ns": "35296574", "memory_usage": "3991165"}, "client_wall_s": 0.4860866660000056, "success": true} +{"round": 12, "query": "A3", "max_threads": 2, "phase": "measured", "run_id": "reader-scaling-20261011T093942Z-measured", "sequence": 360, "query_id": "reader-scaling-20261011T093942Z-measured-360-A3-t2", "client_started_at_utc": "2026-10-11T09:49:39.060630+00:00", "sql_sha256": "a7e6db1fa1e10fe40b4583ed51a23b7d595ab2f7c45d5b9097018dad510b38a5", "http_summary": {"read_rows": "1860254", "read_bytes": "42360137", "written_rows": "0", "written_bytes": "0", "total_rows_to_read": "1860254", "result_rows": "20", "result_bytes": "783", "elapsed_ns": "64086582", "memory_usage": "3424117"}, "client_wall_s": 0.5024828749999415, "success": true} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/requirements-plot.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/requirements-plot.txt new file mode 100644 index 0000000..71363ac --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/requirements-plot.txt @@ -0,0 +1 @@ +matplotlib==3.11.2 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/01-connection.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/01-connection.csv new file mode 100644 index 0000000..4e37287 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/01-connection.csv @@ -0,0 +1,2 @@ +"version","timezone","hostname","now_utc" +"26.6.1.2292","UTC","c-tanaws-ce-98-server-r106axk-0","2026-10-11 09:36:03.843303" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/02-settings.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/02-settings.csv new file mode 100644 index 0000000..9641dbe --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/02-settings.csv @@ -0,0 +1,111 @@ +"name","value","changed","description" +"allow_asynchronous_read_from_io_pool_for_merge_tree","0",0,"Use background I/O pool to read from MergeTree tables. This setting may increase performance for I/O bound queries" +"enable_parallel_replicas","0",1,"Use up to `max_parallel_replicas` the number of replicas from each shard for SELECT query execution. Reading is parallelized and coordinated dynamically. 0 - disabled, 1 - enabled, silently disable them in case of failure, 2 - enabled, throw an exception in case of failure" +"log_queries","1",1,"Setting up query logging. + +Queries sent to ClickHouse with this setup are logged according to the rules in the [query_log](../../operations/server-configuration-parameters/settings.md/#query_log) server configuration parameter. + +Example: + +```text +log_queries=1 +```" +"log_queries_min_query_duration_ms","0",0,"If enabled (non-zero), queries faster than the value of this setting will not be logged (you can think about this as a `long_query_time` for [MySQL Slow Query Log](https://dev.mysql.com/doc/refman/5.7/slow-query-log.html)), and this basically means that you will not find them in the following tables: + +- `system.query_log` +- `system.query_thread_log` + +Only the queries with the following type will get to the log: + +- `QUERY_FINISH` +- `EXCEPTION_WHILE_PROCESSING` + +- Type: milliseconds +- Default value: 0 (any query)" +"log_queries_probability","1",1,"Allows a user to write to [query_log](../../operations/system-tables/query_log.md), [query_thread_log](../../operations/system-tables/query_thread_log.md), and [query_views_log](../../operations/system-tables/query_views_log.md) system tables only a sample of queries selected randomly with the specified probability. It helps to reduce the load with a large volume of queries in a second. + +Possible values: + +- 0 — Queries are not logged in the system tables. +- Positive floating-point number in the range [0..1]. For example, if the setting value is `0.5`, about half of the queries are logged in the system tables. +- 1 — All queries are logged in the system tables." +"log_query_settings","1",0,"Log query settings into the query_log and OpenTelemetry span log." +"max_memory_usage","0",0,"Cloud default value: depends on the amount of RAM on the replica. + +The maximum amount of RAM to use for running a query on a single server. +A value of `0` means unlimited. + +This setting does not consider the volume of available memory or the total volume +of memory on the machine. The restriction applies to a single query within a +single server. + +You can use `SHOW PROCESSLIST` to see the current memory consumption for each query. +Peak memory consumption is tracked for each query and written to the log. + +Memory usage is not fully tracked for states of the following aggregate functions +from `String` and `Array` arguments: +- `min` +- `max` +- `any` +- `anyLast` +- `argMin` +- `argMax` + +Memory consumption is also restricted by the parameters [`max_memory_usage_for_user`](/operations/settings/settings#max_memory_usage_for_user) +and [`max_server_memory_usage`](/operations/server-configuration-parameters/settings#max_server_memory_usage)." +"max_parallel_replicas","100",1,"The maximum number of replicas for each shard when executing a query. + +Possible values: + +- Positive integer. + +**Additional Info** + +This options will produce different results depending on the settings used. + +### Parallel processing using `SAMPLE` key + +A query may be processed faster if it is executed on several servers in parallel. But the query performance may degrade in the following cases: + +- The position of the sampling key in the partitioning key does not allow efficient range scans. +- Adding a sampling key to the table makes filtering by other columns less efficient. +- The sampling key is an expression that is expensive to calculate. +- The cluster latency distribution has a long tail, so that querying more servers increases the query overall latency. + +### Parallel processing using [parallel_replicas_custom_key](#parallel_replicas_custom_key) + +This setting is useful for any replicated table." +"max_threads","2",1,"The maximum number of query processing threads, excluding threads for retrieving data from remote servers (see the ['max_distributed_connections'](/operations/settings/settings#max_distributed_connections) parameter). + +This parameter applies to threads that perform the same stages of the query processing pipeline in parallel. +For example, when reading from a table, if it is possible to evaluate expressions with functions, filter with `WHERE` and pre-aggregate for `GROUP BY` in parallel using at least 'max_threads' number of threads, then 'max_threads' are used. + +For queries that are completed quickly because of a LIMIT, you can set a lower 'max_threads'. +For example, if the necessary number of entries are located in every block and max_threads = 8, then 8 blocks are retrieved, although it would have been enough to read just one. +The smaller the `max_threads` value, the less memory is consumed. + +The `max_threads` setting by default matches the number of hardware threads (number of CPU cores) available to ClickHouse. +As a special case, for x86 processors with less than 32 CPU cores and SMT (e.g. Intel HyperThreading), ClickHouse uses the number of logical cores (= 2 x physical core count) by default. + +Without SMT (e.g. Intel HyperThreading), this corresponds to the number of CPU cores. + +For ClickHouse Cloud users, the default value will display as `auto(N)` where N matches the vCPU size of your service e.g. 2vCPU/8GiB, 4vCPU/16GiB etc. +See the settings tab in the Cloud console for a list of all service sizes." +"use_query_cache","0",0,"If turned on, `SELECT` queries may utilize the [query cache](../query-cache.md). Parameters [enable_reads_from_query_cache](#enable_reads_from_query_cache) +and [enable_writes_to_query_cache](#enable_writes_to_query_cache) control in more detail how the cache is used. + +Possible values: + +- 0 - Disabled +- 1 - Enabled" +"use_query_condition_cache","1",0,"Enable the [query condition cache](/operations/query-condition-cache). The cache stores ranges of granules in data parts which do not satisfy the condition in the `WHERE` clause, +and reuse this information as an ephemeral index for subsequent queries. + +Possible values: + +- 0 - Disabled +- 1 - Enabled" +"use_uncompressed_cache","0",0,"Whether to use a cache of uncompressed blocks. Accepts 0 or 1. By default, 0 (disabled). +Using the uncompressed cache (only for tables in the MergeTree family) can significantly reduce latency and increase throughput when working with a large number of short queries. Enable this setting for users who send frequent short requests. Also pay attention to the [uncompressed_cache_size](/operations/server-configuration-parameters/settings#uncompressed_cache_size) configuration parameter (only set in the config file) – the size of uncompressed cache blocks. By default, it is 8 GiB. The uncompressed cache is filled in as needed and the least-used data is automatically deleted. + +For queries that read at least a somewhat large volume of data (one million rows or more), the uncompressed cache is disabled automatically to save space for truly small queries. This means that you can keep the 'use_uncompressed_cache' setting always set to 1." diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/03-tables.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/03-tables.csv new file mode 100644 index 0000000..37096a3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/03-tables.csv @@ -0,0 +1,6 @@ +"database","name","engine","total_rows","total_bytes","sorting_key","primary_key","partition_key" +"quotes_async_t4","quotes","SharedMergeTree",113217743918,427131175214,"sym, t","sym, t","" +"quotes_async_t4","quotes_daily","SharedAggregatingMergeTree",1860254,62305995,"sym, day","sym, day","" +"system","query_log","MergeTree",132591,19803083,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" +"system","query_log_1","MergeTree",152899,23063148,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" +"system","query_log_2","MergeTree",1301239,167950321,"event_date, event_time","event_date, event_time","toYYYYMM(event_date)" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/04-columns.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/04-columns.csv new file mode 100644 index 0000000..7aad9f6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/04-columns.csv @@ -0,0 +1,23 @@ +"table","name","type","comment" +"quotes","sym","String","" +"quotes","bx","UInt8","" +"quotes","bp","Float64","" +"quotes","bs","UInt64","" +"quotes","ax","UInt8","" +"quotes","ap","Float64","" +"quotes","as","UInt64","" +"quotes","c","UInt8","" +"quotes","i","Array(UInt8)","" +"quotes","t","UInt64","" +"quotes","q","UInt64","" +"quotes","z","UInt8","" +"quotes_daily","sym","String","" +"quotes_daily","day","Date","" +"quotes_daily","n_quotes","SimpleAggregateFunction(sum, UInt64)","" +"quotes_daily","bp_min","SimpleAggregateFunction(min, Float64)","" +"quotes_daily","bp_max","SimpleAggregateFunction(max, Float64)","" +"quotes_daily","ap_min","SimpleAggregateFunction(min, Float64)","" +"quotes_daily","ap_max","SimpleAggregateFunction(max, Float64)","" +"quotes_daily","bs_sum","SimpleAggregateFunction(sum, UInt64)","" +"quotes_daily","as_sum","SimpleAggregateFunction(sum, UInt64)","" +"quotes_daily","spread_sum","SimpleAggregateFunction(sum, Float64)","" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/05-parts-before.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/05-parts-before.csv new file mode 100644 index 0000000..6976b76 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/05-parts-before.csv @@ -0,0 +1,11 @@ +"table","name","rows","bytes_on_disk","marks","modification_time" +"quotes","all_0_59961_6",29339609624,109694768756,3584189,"2026-08-09 09:57:00" +"quotes","all_109626_118274_5",3696597509,13860022853,451584,"2026-08-09 01:49:31" +"quotes","all_118275_160519_6",17813060790,67260457708,2176180,"2026-08-09 18:00:25" +"quotes","all_160520_212795_7",21707805957,82076762536,2651793,"2026-08-09 20:42:48" +"quotes","all_212796_257039_6",18430313881,68957966534,2251411,"2026-08-09 21:46:42" +"quotes","all_257040_257255_3",91421964,366267040,11169,"2026-08-09 19:41:52" +"quotes","all_257257_257366_3",43139487,174890761,5268,"2026-10-10 13:45:28" +"quotes","all_59962_109625_7",22095794706,84740039026,2699403,"2026-08-09 09:47:49" +"quotes_daily","all_0_257322_2067",1858616,62260135,228,"2026-10-10 13:43:25" +"quotes_daily","all_257323_257323_1",1638,45860,2,"2026-08-09 19:40:57" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/06-capacity.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/06-capacity.csv new file mode 100644 index 0000000..66b6cb4 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/06-capacity.csv @@ -0,0 +1,7 @@ +"metric","value" +"CGroupMaxCPU",16 +"CGroupMemoryTotal",68719476736 +"CGroupMemoryUsed",4834992832 +"CGroupMemoryUsedWithoutPageCache",2639980665 +"MemoryResident",5621628928 +"OSMemoryTotal",265462054912 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/07-background-before.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/07-background-before.csv new file mode 100644 index 0000000..c74bfb3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/07-background-before.csv @@ -0,0 +1 @@ +"elapsed","progress","num_parts","total_size_bytes_compressed","memory_usage" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/08-indexes.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/08-indexes.csv new file mode 100644 index 0000000..f7d3768 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/08-indexes.csv @@ -0,0 +1 @@ +"table","name","type_full","expr","granularity" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/09-event-semantics.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/09-event-semantics.csv new file mode 100644 index 0000000..014182d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/09-event-semantics.csv @@ -0,0 +1,14 @@ +"event","description" +"QueryTimeMicroseconds","Total time of all queries." +"ReadCompressedBytes","Number of bytes (the number of bytes before decompression) read from compressed sources (files, network)." +"QueryConditionCacheHits","Number of times an entry has been found in the query condition cache (and reading of marks can be skipped). Only updated for SELECT queries with SETTING use_query_condition_cache = 1." +"QueryConditionCacheMisses","Number of times an entry has not been found in the query condition cache (and reading of mark cannot be skipped). Only updated for SELECT queries with SETTING use_query_condition_cache = 1." +"SelectedBytes","Number of bytes (uncompressed; for columns as they stored in memory) SELECTed from all tables." +"RealTimeMicroseconds","Total (wall clock) time spent in processing (queries and other tasks) threads (note that this is a sum)." +"UserTimeMicroseconds","Total time spent in processing (queries and other tasks) threads executing CPU instructions in user mode. This includes time CPU pipeline was stalled due to main memory access, cache misses, branch mispredictions, hyper-threading, etc." +"SystemTimeMicroseconds","Total time spent in processing (queries and other tasks) threads executing CPU instructions in OS kernel mode. This is time spent in syscalls, excluding waiting time during blocking syscalls." +"OSIOWaitMicroseconds","Total time a thread spent waiting for a result of IO operation, from the OS point of view. This is real IO that doesn't include page cache." +"OSCPUWaitMicroseconds","Total time a thread was ready for execution but waiting to be scheduled by OS, from the OS point of view." +"OSReadBytes","Number of bytes read from disks or block devices. Doesn't include bytes read from page cache. May include excessive data due to block size, readahead, etc." +"CachedReadBufferReadFromSourceBytes","Bytes read from filesystem cache source (from remote fs, etc)" +"CachedReadBufferReadFromCacheBytes","Bytes read from filesystem cache" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/10-log-fields.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/10-log-fields.csv new file mode 100644 index 0000000..15b0440 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/10-log-fields.csv @@ -0,0 +1,19 @@ +"name","type","comment" +"hostname","LowCardinality(String)","Hostname of the server executing the query." +"event_time_microseconds","DateTime64(6)","Query starting time with microseconds precision." +"query_start_time_microseconds","DateTime64(6)","Start time of query execution with microsecond precision." +"query_duration_ms","UInt64","Duration of query execution in milliseconds." +"read_rows","UInt64","Total number of rows read from all tables and table functions participated in query. It includes usual subqueries, subqueries for IN and JOIN. For distributed queries read_rows includes the total number of rows read at all replicas. Each replica sends it's read_rows value, and the server-initiator of the query summarizes all received and local values. The cache volumes do not affect this value." +"read_bytes","UInt64","Total number of bytes read from all tables and table functions participated in query. It includes usual subqueries, subqueries for IN and JOIN. For distributed queries read_bytes includes the total number of rows read at all replicas. Each replica sends it's read_bytes value, and the server-initiator of the query summarizes all received and local values. The cache volumes do not affect this value." +"result_rows","UInt64","Number of rows in the result of a SELECT query, or the number of rows written by an insert. For a synchronous insert this includes rows written by downstream inserts triggered by the pipeline (such as attached materialized views) on the `query_kind` = `Insert` entry; for an asynchronous insert those downstream rows are recorded on the `query_kind` = `AsyncInsertFlush` entry, while the client-facing `Insert` entry records only the rows accepted from the client." +"result_bytes","UInt64","RAM volume in bytes used to store a query result." +"memory_usage","UInt64","Memory consumption by the query." +"normalized_query_hash","UInt64","A numeric hash value, such as it is identical for queries differ only by values of literals." +"query_kind","LowCardinality(String)","Type of the query." +"exception_code","Int32","Code of an exception." +"is_initial_query","UInt8","Query type. Possible values: 1 — query was initiated by the client, 0 — query was initiated by another query as part of distributed query execution." +"query_id","String","ID of the query." +"peak_threads_usage","UInt64","Maximum count of simultaneous threads executing the query." +"ProfileEvents","Map(LowCardinality(String), UInt64)","ProfileEvents that measure different metrics. The description of them could be found in the table system.events" +"Settings","Map(LowCardinality(String), LowCardinality(String))","Settings that were changed when the client ran the query. To enable logging changes to settings, set the log_query_settings parameter to 1." +"query_cache_usage","Enum8('Unknown' = 0, 'None' = 1, 'Write' = 2, 'Read' = 3)","Usage of the query cache during query execution. Values: 'Unknown' = Status unknown, 'None' = The query result was neither written into nor read from the query result cache, 'Write' = The query result was written into the query result cache, 'Read' = The query result was read from the query result cache." diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/11-capacity-warmed.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/11-capacity-warmed.csv new file mode 100644 index 0000000..d9d55c5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/11-capacity-warmed.csv @@ -0,0 +1,5 @@ +"metric","value" +"CGroupMaxCPU",16 +"CGroupMemoryTotal",68719476736 +"CGroupMemoryUsed",5989507632 +"CGroupMemoryUsedWithoutPageCache",3195740529 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/12-load-before-measurement.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/12-load-before-measurement.csv new file mode 100644 index 0000000..781fb52 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/12-load-before-measurement.csv @@ -0,0 +1,5 @@ +"metric","value" +"BackgroundMergesAndMutationsPoolTask",0 +"MemoryTracking",5969669560 +"Query",2 +"QueryThread",0 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/13-parts-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/13-parts-after.csv new file mode 100644 index 0000000..6976b76 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/13-parts-after.csv @@ -0,0 +1,11 @@ +"table","name","rows","bytes_on_disk","marks","modification_time" +"quotes","all_0_59961_6",29339609624,109694768756,3584189,"2026-08-09 09:57:00" +"quotes","all_109626_118274_5",3696597509,13860022853,451584,"2026-08-09 01:49:31" +"quotes","all_118275_160519_6",17813060790,67260457708,2176180,"2026-08-09 18:00:25" +"quotes","all_160520_212795_7",21707805957,82076762536,2651793,"2026-08-09 20:42:48" +"quotes","all_212796_257039_6",18430313881,68957966534,2251411,"2026-08-09 21:46:42" +"quotes","all_257040_257255_3",91421964,366267040,11169,"2026-08-09 19:41:52" +"quotes","all_257257_257366_3",43139487,174890761,5268,"2026-10-10 13:45:28" +"quotes","all_59962_109625_7",22095794706,84740039026,2699403,"2026-08-09 09:47:49" +"quotes_daily","all_0_257322_2067",1858616,62260135,228,"2026-10-10 13:43:25" +"quotes_daily","all_257323_257323_1",1638,45860,2,"2026-08-09 19:40:57" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/14-capacity-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/14-capacity-after.csv new file mode 100644 index 0000000..42843a8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/14-capacity-after.csv @@ -0,0 +1,7 @@ +"metric","value" +"CGroupMaxCPU",16 +"CGroupMemoryTotal",68719476736 +"CGroupMemoryUsed",6351726496 +"CGroupMemoryUsedWithoutPageCache",3428850105 +"MemoryResident",7158325248 +"OSMemoryTotal",265462054912 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/15-load-after.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/15-load-after.csv new file mode 100644 index 0000000..d8a2fa9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/15-load-after.csv @@ -0,0 +1,4 @@ +"metric","value" +"BackgroundMergesAndMutationsPoolTask",0 +"Query",1 +"QueryThread",0 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/16-other-query-activity.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/16-other-query-activity.csv new file mode 100644 index 0000000..e9ab290 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/16-other-query-activity.csv @@ -0,0 +1,83 @@ +"query_kind","normalized_query_hash","queries","total_elapsed_ms","max_elapsed_ms","total_cpu_s","total_read_bytes","max_peak_memory_bytes" +"Select",1841141186872947563,12,52443,6557,4.127624,10889473,10154112 +"Select",703424151321213228,10,4592,604,3.458564,40690266,32153628 +"Select",9032886247836936500,5,1321,344,2.593623,698010,379622785 +"Select",10326599275605352348,10,2060,241,2.030254,3791672,17347530 +"Select",11505620669441230758,10,6353,752,1.724804,300010630,9981311 +"Insert",14515948078310575286,40,3381,210,1.383342,560,35079743 +"Select",16152074045582414357,10,9635,1020,1.152867,111846618,111331122 +"Select",14214551763113754911,38,12580,493,1.13365,181188,3310493 +"Select",128677267359754145,30,828,45,0.90518,19427649,3773522 +"Select",13776333604920104704,5,4004,954,0.900059,24353464,86328372 +"Select",12549701634648300750,17,4293,289,0.775657,11922566,21868827 +"Select",15183961355549608255,10,2124,273,0.508429,29048984,32757482 +"Select",9523759876998845228,10,2933,393,0.391435,40581718,16033151 +"Select",3984795846104922197,10,1788,210,0.343614,48538150,30676022 +"Select",1268421128967478508,10,2654,400,0.338664,51498748,31763875 +"Select",1047631252303274318,40,273,11,0.337187,1787372,3434606 +"Select",16189544427347869697,40,270,9,0.31968,1553644,1926358 +"Select",9771871937904122309,40,287,16,0.300169,782732,1723737 +"Select",16155163807335969736,9,1858,357,0.256867,8510721,18763659 +"Select",1982097414648921543,10,2600,302,0.24645,4957244,14057268 +"Select",13758464818079522778,5,151,31,0.232087,214865,45114390 +"Select",13448081004412589199,60,188,5,0.210473,1131423,1522321 +"Select",8171374918439689054,5,1281,349,0.190174,6084473,8470180 +"Select",1536090572750917849,5,1208,279,0.18727,12451283,9166885 +"Select",1447533031513052545,10,2031,282,0.177386,16720906,9741427 +"Select",12554114484228832550,60,163,9,0.175393,250110,1273318 +"Select",12933343256436474432,38,168,10,0.172245,1666345,914820 +"Select",13037495525094346786,5,1340,292,0.161718,203713,8831868 +"Select",14691947416664031985,10,2240,264,0.157978,449158,3961270 +"Select",11759084040069386223,5,542,142,0.153815,13614,5381751 +"Select",7369498318261159531,5,1122,252,0.129765,98925,4561977 +"Select",2481103808038551471,5,954,238,0.123171,98930,5372805 +"Select",6524511577338309916,10,124,13,0.118099,12889544,803842 +"Select",6238685884750239120,60,99,3,0.118008,7709,1288702 +"Insert",16924769800016872375,10,769,92,0.114615,35410,4013458 +"Select",12708365752343418743,4,89,26,0.086942,3596188,1846186 +"Select",11210779384598242072,10,428,169,0.080106,146686,867127 +"Select",983547942499368394,5,66,16,0.068687,669620,2324730 +"Select",14975482473722524967,38,52,4,0.067139,14468390,705480 +"Select",9301428104614696818,10,54,6,0.056432,0,375184 +"Select",2792084317996790078,17,50,3,0.05376,243916,26816 +"Select",8985006141643372968,10,50,5,0.053703,0,618855 +"Select",18190783956367765741,19,174,16,0.037621,2907,0 +"Select",15854385250915174075,10,35,4,0.036183,0,403623 +"Select",1179953518872354382,17,173,23,0.03565,2601,0 +"Select",11886389428693513600,10,32,4,0.034981,0,395383 +"Select",15974897372525899244,10,33,4,0.03448,0,391719 +"Select",5836981755694207830,10,30,3,0.033824,0,391591 +"Select",15908671802004832181,10,30,3,0.032273,0,371591 +"Select",18177952828963289831,9,27,3,0.030872,0,372935 +"Select",13326904407235057152,10,30,3,0.029708,0,331495 +"Select",10916281719547027476,9,27,3,0.029149,0,363943 +"Select",856638403891796608,5,28,6,0.028288,679975,1438965 +"Select",4753853237870117730,10,28,3,0.027968,0,315463 +"Select",7887833215333197648,9,27,4,0.027404,0,334231 +"Select",10586550067304752539,9,27,3,0.027391,0,340935 +"Select",9993496912946861086,23,72,6,0.017222,19504,0 +"Select",13973171485188367318,3,10,4,0.011473,49110,566490 +"Select",13093002600562669200,18,37,3,0.010488,19764,0 +"Select",1209884758737524554,20,37,2,0.01041,683,0 +"Select",11041295304195045530,20,49,3,0.010028,128360,0 +"Select",15849659065521571704,19,54,3,0.00953,636139,0 +"Select",3511416335104263401,16,24,5,0.0076,39648,0 +"Select",8932774118884110765,15,24,2,0.007167,0,0 +"Select",16939820299263871816,3,6,2,0.006742,0,1267728 +"Select",16287052345050999958,16,17,2,0.006105,3440,0 +"Select",9131698951522222,15,15,1,0.004127,15,2565798 +"Select",16573738183746669569,17,35,3,0.003362,305967,0 +"Select",15887262597362207019,1,3,3,0.003044,1007,515104 +"Select",12555483597355407228,1,3,3,0.003032,6418,394320 +"Select",18076960778840149070,2,2,1,0.002965,2390,228656 +"Select",2123030476263340367,2,2,1,0.002487,2390,149280 +"Select",14873118179626666404,1,2,2,0.002351,6418,267312 +"Select",14077970614457542725,1,2,2,0.002304,419,345408 +"Select",14777598411202701816,1,2,2,0.002198,33481,349536 +"Select",13088242537388294740,1,2,2,0.00186,60278,307984 +"Select",8695443921839139081,1,2,2,0.001757,419,239824 +"Select",15862505922417106238,1,2,2,0.001714,33481,240912 +"Select",6809466627703613601,1,1,1,0.001626,1007,319616 +"Select",14688914212570480161,1,1,1,0.001623,60278,218816 +"Select",2855072042487158299,1,1,1,0.001155,0,152368 +"Select",13948839588786989395,15,15,2,0,15,2541798 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/17-context-log-schema.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/17-context-log-schema.csv new file mode 100644 index 0000000..5fa47d9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/17-context-log-schema.csv @@ -0,0 +1,9 @@ +"table","name","type" +"asynchronous_metric_log","event_date","Date" +"asynchronous_metric_log","event_time","DateTime" +"asynchronous_metric_log","metric","LowCardinality(String)" +"asynchronous_metric_log","value","Float64" +"metric_log","CurrentMetric_BackgroundMergesAndMutationsPoolSize","Int64" +"metric_log","CurrentMetric_BackgroundMergesAndMutationsPoolTask","Int64" +"metric_log","event_date","Date" +"metric_log","event_time","DateTime" diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/18-capacity-during-measurement.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/18-capacity-during-measurement.csv new file mode 100644 index 0000000..af0b33c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/18-capacity-during-measurement.csv @@ -0,0 +1,3 @@ +"hostname","metric","samples","min_value","max_value" +"c-tanaws-ce-98-server-r106axk-0","CGroupMaxCPU",597,16,16 +"c-tanaws-ce-98-server-r106axk-0","CGroupMemoryTotal",597,68719476736,68719476736 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/19-background-tasks-during-measurement.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/19-background-tasks-during-measurement.csv new file mode 100644 index 0000000..2ce4a4e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/19-background-tasks-during-measurement.csv @@ -0,0 +1,2 @@ +"hostname","samples","max_background_merge_tasks" +"c-tanaws-ce-98-server-r106axk-0",597,2 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/20-other-query-details.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/20-other-query-details.csv new file mode 100644 index 0000000..73997bd --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/20-other-query-details.csv @@ -0,0 +1,21 @@ +"query_kind","normalized_query_hash","queries","tables","normalized_query","total_cpu_s" +"Select",1841141186872947563,12,"[]","SELECT name, toJSONString(labels) as labels_serialized, value, help, type FROM ( SELECT ? AS name, toFloat64(sum(bytes_on_disk)) as value, ? AS help, map(?, hostName()) AS labels, ? AS type FROM system.parts WHERE database = ? AND disk_name=? GROUP BY hostName() UNION ALL SELECT ? AS name, toFloat64(sum(bytes_on_disk)) as value, ? AS help, map(?, h",4.127624 +"Select",703424151321213228,10,"['system.metric_log']","SELECT now64(?) as scrape_time_microseconds, ? AS pod_ident, ? AS spoken_name, ? AS cell, ? AS region, ? AS cloud_provider, ? AS clickhouse_version, ? AS control_plane_id, ? AS system_processor, * FROM system.""metric_log"" WHERE event_time >= toDateTime32(?) AND event_time < toDateTime32(?) AND event_date >= toDate(toDateTime32(?)) AND event_date <=",3.458564 +"Select",9032886247836936500,5,"['system.metric_log']","SELECT CAST(?..) AS control_plane_id, CAST(?..) AS pod_id, CAST(_CAST(?..), ?) AS scrape_ts_microseconds, CAST(event_date, ?) AS event_date, CAST(event_time, ?) AS event_time, CAST(event_time_microseconds, ?) AS event_time_microseconds, COLUMNS(?), COLUMNS(?), COLUMNS(?), COLUMNS(?), COLUMNS(?), COLUMNS(?), COLUMNS(?), COLUMNS(?), COLUMNS(?), COLUM",2.593623 +"Select",10326599275605352348,10,"['system.query_metric_log']","SELECT now64(?) as scrape_time_microseconds, ? AS pod_ident, ? AS spoken_name, ? AS cell, ? AS region, ? AS cloud_provider, ? AS clickhouse_version, ? AS control_plane_id, ? AS system_processor, * FROM system.""query_metric_log"" WHERE event_time >= toDateTime32(?) AND event_time < toDateTime32(?) AND event_date >= toDate(toDateTime32(?)) AND event_d",2.030254 +"Select",11505620669441230758,10,"['system.asynchronous_metric_log']","SELECT now64(?) as scrape_time_microseconds, ? AS pod_ident, ? AS spoken_name, ? AS cell, ? AS region, ? AS cloud_provider, ? AS clickhouse_version, ? AS control_plane_id, ? AS system_processor, * FROM system.""asynchronous_metric_log"" WHERE event_time >= toDateTime32(?) AND event_time < toDateTime32(?) AND event_date >= toDate(toDateTime32(?)) AND ",1.724804 +"Insert",14515948078310575286,40,"['_table_function.merge','system.billing_metric_log_mv_compute_memory_requests_tanaws_ce_98','system.billing_metric_log_tanaws_ce_98','system.one']","INSERT INTO system.billing_metric_log_tanaws_ce_98 (event_time, hostname, metric, value) SELECT toStartOfMinute(t.event_time) AS event_time, hostname() AS hostname, t.metric, sumIf(s.compute_memory_requests, s.active) / ? AS value FROM (SELECT toStartOfMinute(now() - toIntervalMinute(?)) AS event_time, ? AS metric ORDER BY event_time ASC WITH FILL ",1.383342 +"Select",16152074045582414357,10,"['system.query_log']","SELECT now64(?) as scrape_time_microseconds, ? AS pod_ident, ? AS spoken_name, ? AS cell, ? AS region, ? AS cloud_provider, ? AS clickhouse_version, ? AS control_plane_id, ? AS system_processor, * FROM system.""query_log"" WHERE event_time >= toDateTime32(?) AND event_time < toDateTime32(?) AND event_date >= toDate(toDateTime32(?)) AND event_date <= ",1.152867 +"Select",14214551763113754911,38,"['system.metric_log']","SELECT avg(ProfileEvent_OSCPUWaitMicroseconds) as cpu_wait FROM system.metric_log WHERE event_time > now() - INTERVAL ? MINUTE AND event_date >= yesterday()",1.13365 +"Select",128677267359754145,30,"['_table_function.merge','system.asynchronous_metrics','system.custom_metrics','system.errors','system.events','system.metrics']","SELECT CAST(?..) AS instance_id, CAST(?..) AS node_id, CAST(name, ?) AS metric, CAST(mapFilter((k, v) -> has(_CAST([?], ?), k), labels), ?) AS labels, CAST(value, ?) AS val, CAST(now64(), ?) AS ts FROM system.custom_metrics WHERE ((name IN _CAST([?..], ?)) OR startsWith(name, ?))",0.90518 +"Select",13776333604920104704,5,"['system.query_log']","SELECT CAST(?..) AS control_plane_id, CAST(?..) AS pod_id, CAST(_CAST(?..), ?) AS scrape_ts_microseconds, CAST(type, ?) AS type, CAST(event_date, ?) AS event_date, CAST(event_time, ?) AS event_time, CAST(event_time_microseconds, ?) AS event_time_microseconds, CAST(query_start_time, ?) AS query_start_time, CAST(query_start_time_microseconds, ?) AS q",0.900059 +"Select",12549701634648300750,17,"['system.query_log']","SELECT max(event_time) AS last_active FROM system.query_log WHERE (initial_user NOT IN _CAST([?..], ?)) AND (event_date = (today() - _CAST(?..))) AND (is_internal = ?) AND (is_initial_query = ?)",0.775657 +"Select",15183961355549608255,10,"['system.part_log']","SELECT now64(?) as scrape_time_microseconds, ? AS pod_ident, ? AS spoken_name, ? AS cell, ? AS region, ? AS cloud_provider, ? AS clickhouse_version, ? AS control_plane_id, ? AS system_processor, * FROM system.""part_log"" WHERE event_time >= toDateTime32(?) AND event_time < toDateTime32(?) AND event_date >= toDate(toDateTime32(?)) AND event_date <= t",0.508429 +"Select",9523759876998845228,10,"['system.session_log']","SELECT now64(?) as scrape_time_microseconds, ? AS pod_ident, ? AS spoken_name, ? AS cell, ? AS region, ? AS cloud_provider, ? AS clickhouse_version, ? AS control_plane_id, ? AS system_processor, * FROM system.""session_log"" WHERE event_time >= toDateTime32(?) AND event_time < toDateTime32(?) AND event_date >= toDate(toDateTime32(?)) AND event_date <",0.391435 +"Select",3984795846104922197,10,"['system.processors_profile_log']","SELECT now64(?) as scrape_time_microseconds, ? AS pod_ident, ? AS spoken_name, ? AS cell, ? AS region, ? AS cloud_provider, ? AS clickhouse_version, ? AS control_plane_id, ? AS system_processor, * FROM system.""processors_profile_log"" WHERE event_time >= toDateTime32(?) AND event_time < toDateTime32(?) AND event_date >= toDate(toDateTime32(?)) AND e",0.343614 +"Select",1268421128967478508,10,"['system.trace_log']","SELECT now64(?) as scrape_time_microseconds, ? AS pod_ident, ? AS spoken_name, ? AS cell, ? AS region, ? AS cloud_provider, ? AS clickhouse_version, ? AS control_plane_id, ? AS system_processor, * FROM system.""trace_log"" WHERE event_time >= toDateTime32(?) AND event_time < toDateTime32(?) AND event_date >= toDate(toDateTime32(?)) AND event_date <= ",0.338664 +"Select",1047631252303274318,40,"['_table_function.merge']","SELECT name, value, help, JSONExtract(labels_serialized, ?) as labels, type FROM merge(system, ?) FORMAT Prometheus",0.337187 +"Select",16189544427347869697,40,"['_table_function.merge']","SELECT CAST(?..) AS product, CAST(?..) AS instance_id, CAST(metric, ?) AS metric, CAST(event_time, ?) AS ts, CAST(value, ?) AS val, CAST(if(metric = ?, map(), map(?, hostname)), ?) AS labels FROM merge(system, ?) FINAL WHERE (event_date >= toDate(_CAST(?..))) AND (event_time >= toDateTime(_CAST(?..))) AND (event_time <= toDateTime(_CAST(?..))) AND ",0.31968 +"Select",9771871937904122309,40,"['_table_function.merge']","SELECT count(), maxOrNull(event_time) FROM merge(system, ?) FINAL WHERE (event_date >= toDate(_CAST(?..))) AND (event_time >= toDateTime(_CAST(?..))) AND (event_time <= toDateTime(_CAST(?..))) AND (hostname = if(metric = ?..))",0.300169 +"Select",16155163807335969736,9,"['system.blob_storage_log']","SELECT now64(?) as scrape_time_microseconds, ? AS pod_ident, ? AS spoken_name, ? AS cell, ? AS region, ? AS cloud_provider, ? AS clickhouse_version, ? AS control_plane_id, ? AS system_processor, * FROM system.""blob_storage_log"" WHERE event_time >= toDateTime32(?) AND event_time < toDateTime32(?) AND event_date >= toDate(toDateTime32(?)) AND event_d",0.256867 +"Select",1982097414648921543,10,"['system.text_log']","SELECT now64(?) as scrape_time_microseconds, ? AS pod_ident, ? AS spoken_name, ? AS cell, ? AS region, ? AS cloud_provider, ? AS clickhouse_version, ? AS control_plane_id, ? AS system_processor, * FROM system.""text_log"" WHERE event_time >= toDateTime32(?) AND event_time < toDateTime32(?) AND event_date >= toDate(toDateTime32(?)) AND event_date <= t",0.24645 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A3-t1.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A3-t1.txt new file mode 100644 index 0000000..4db462a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A3-t1.txt @@ -0,0 +1,16 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergeSortingTransform + LimitsCheckingTransform + PartialSortingTransform + (Expression) + ExpressionTransform + (Aggregating) + AggregatingTransform + (Expression) + ExpressionTransform + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A3-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A3-t16.txt new file mode 100644 index 0000000..bf2d717 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A3-t16.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 16 → 1 + MergeSortingTransform × 16 + LimitsCheckingTransform × 16 + PartialSortingTransform × 16 + (Expression) + ExpressionTransform × 16 + (Aggregating) + Resize 16 → 16 + AggregatingTransform × 16 + (Expression) + ExpressionTransform × 16 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 16 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A3-t8.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A3-t8.txt new file mode 100644 index 0000000..70a00fb --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A3-t8.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 8 → 1 + MergeSortingTransform × 8 + LimitsCheckingTransform × 8 + PartialSortingTransform × 8 + (Expression) + ExpressionTransform × 8 + (Aggregating) + Resize 8 → 8 + AggregatingTransform × 8 + (Expression) + ExpressionTransform × 8 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 8 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A4-t1.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A4-t1.txt new file mode 100644 index 0000000..4db462a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A4-t1.txt @@ -0,0 +1,16 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergeSortingTransform + LimitsCheckingTransform + PartialSortingTransform + (Expression) + ExpressionTransform + (Aggregating) + AggregatingTransform + (Expression) + ExpressionTransform + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A4-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A4-t16.txt new file mode 100644 index 0000000..bf2d717 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A4-t16.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 16 → 1 + MergeSortingTransform × 16 + LimitsCheckingTransform × 16 + PartialSortingTransform × 16 + (Expression) + ExpressionTransform × 16 + (Aggregating) + Resize 16 → 16 + AggregatingTransform × 16 + (Expression) + ExpressionTransform × 16 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 16 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A4-t8.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A4-t8.txt new file mode 100644 index 0000000..70a00fb --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-A4-t8.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 8 → 1 + MergeSortingTransform × 8 + LimitsCheckingTransform × 8 + PartialSortingTransform × 8 + (Expression) + ExpressionTransform × 8 + (Aggregating) + Resize 8 → 8 + AggregatingTransform × 8 + (Expression) + ExpressionTransform × 8 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 8 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D1-t1.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D1-t1.txt new file mode 100644 index 0000000..958321d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D1-t1.txt @@ -0,0 +1,18 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergeSortingTransform + LimitsCheckingTransform + PartialSortingTransform + (Expression) + ExpressionTransform + (Aggregating) + AggregatingTransform + (Expression) + ExpressionTransform + (Expression) + ExpressionTransform + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D1-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D1-t16.txt new file mode 100644 index 0000000..aeda718 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D1-t16.txt @@ -0,0 +1,20 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 16 → 1 + MergeSortingTransform × 16 + LimitsCheckingTransform × 16 + PartialSortingTransform × 16 + (Expression) + ExpressionTransform × 16 + (Aggregating) + Resize 16 → 16 + AggregatingTransform × 16 + (Expression) + ExpressionTransform × 16 + (Expression) + ExpressionTransform × 16 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 16 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D1-t8.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D1-t8.txt new file mode 100644 index 0000000..a79c3a5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D1-t8.txt @@ -0,0 +1,20 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Sorting) + MergingSortedTransform 8 → 1 + MergeSortingTransform × 8 + LimitsCheckingTransform × 8 + PartialSortingTransform × 8 + (Expression) + ExpressionTransform × 8 + (Aggregating) + Resize 8 → 8 + AggregatingTransform × 8 + (Expression) + ExpressionTransform × 8 + (Expression) + ExpressionTransform × 8 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 8 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D2-t1.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D2-t1.txt new file mode 100644 index 0000000..db38c31 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D2-t1.txt @@ -0,0 +1,12 @@ +(Expression) +ExpressionTransform + (Limit) + Limit + (Aggregating) + AggregatingTransform + (Expression) + ExpressionTransform + (Expression) + ExpressionTransform + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D2-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D2-t16.txt new file mode 100644 index 0000000..39dc1ef --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D2-t16.txt @@ -0,0 +1,13 @@ +(Expression) +ExpressionTransform × 16 + (Limit) + Limit 16 → 16 + (Aggregating) + Resize 16 → 16 + AggregatingTransform × 16 + (Expression) + ExpressionTransform × 16 + (Expression) + ExpressionTransform × 16 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 16 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D2-t8.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D2-t8.txt new file mode 100644 index 0000000..7d891ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/pipeline-D2-t8.txt @@ -0,0 +1,13 @@ +(Expression) +ExpressionTransform × 8 + (Limit) + Limit 8 → 8 + (Aggregating) + Resize 8 → 8 + AggregatingTransform × 8 + (Expression) + ExpressionTransform × 8 + (Expression) + ExpressionTransform × 8 + (ReadFromMergeTree) + MergeTreeSelect(pool: ReadPool, algorithm: Thread) × 8 0 → 1 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A3-t1.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A3-t1.txt new file mode 100644 index 0000000..7c9113b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A3-t1.txt @@ -0,0 +1,13 @@ +Expression (Project names) + Limit (preliminary LIMIT) + Sorting (Sorting for ORDER BY) + Expression ((Before ORDER BY + Projection)) + Aggregating + Expression ((Before GROUP BY + Change column names to column identifiers)) + ReadFromMergeTree (quotes_async_t4.quotes_daily) + Indexes: + PrimaryKey + Condition: true + Parts: 2/2 + Granules: 228/228 + Ranges: 2 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A3-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A3-t16.txt new file mode 100644 index 0000000..7c9113b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A3-t16.txt @@ -0,0 +1,13 @@ +Expression (Project names) + Limit (preliminary LIMIT) + Sorting (Sorting for ORDER BY) + Expression ((Before ORDER BY + Projection)) + Aggregating + Expression ((Before GROUP BY + Change column names to column identifiers)) + ReadFromMergeTree (quotes_async_t4.quotes_daily) + Indexes: + PrimaryKey + Condition: true + Parts: 2/2 + Granules: 228/228 + Ranges: 2 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A4-t1.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A4-t1.txt new file mode 100644 index 0000000..729064e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A4-t1.txt @@ -0,0 +1,13 @@ +Expression ((Project names + (Before ORDER BY + Projection) [lifted up part])) + Limit (preliminary LIMIT) + Sorting (Sorting for ORDER BY) + Expression ((Before ORDER BY + Projection)) + Aggregating + Expression ((Before GROUP BY + Change column names to column identifiers)) + ReadFromMergeTree (quotes_async_t4.quotes_daily) + Indexes: + PrimaryKey + Condition: true + Parts: 2/2 + Granules: 228/228 + Ranges: 2 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A4-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A4-t16.txt new file mode 100644 index 0000000..729064e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-A4-t16.txt @@ -0,0 +1,13 @@ +Expression ((Project names + (Before ORDER BY + Projection) [lifted up part])) + Limit (preliminary LIMIT) + Sorting (Sorting for ORDER BY) + Expression ((Before ORDER BY + Projection)) + Aggregating + Expression ((Before GROUP BY + Change column names to column identifiers)) + ReadFromMergeTree (quotes_async_t4.quotes_daily) + Indexes: + PrimaryKey + Condition: true + Parts: 2/2 + Granules: 228/228 + Ranges: 2 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D1-t1.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D1-t1.txt new file mode 100644 index 0000000..1b6c87d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D1-t1.txt @@ -0,0 +1,17 @@ +Expression ((Project names + (Before ORDER BY + Projection) [lifted up part])) + Limit (preliminary LIMIT) + Sorting (Sorting for ORDER BY) + Expression ((Before ORDER BY + Projection)) + Aggregating + Expression (Before GROUP BY) + Expression ((WHERE + Change column names to column identifiers)) + ReadFromMergeTree (quotes_async_t4.quotes) + Indexes: + PrimaryKey + Keys: + sym + Condition: (sym in ['AAPL', 'AAPL']) + Parts: 8/8 + Granules: 10916/13830989 + Search Algorithm: binary search + Ranges: 8 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D1-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D1-t16.txt new file mode 100644 index 0000000..1b6c87d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D1-t16.txt @@ -0,0 +1,17 @@ +Expression ((Project names + (Before ORDER BY + Projection) [lifted up part])) + Limit (preliminary LIMIT) + Sorting (Sorting for ORDER BY) + Expression ((Before ORDER BY + Projection)) + Aggregating + Expression (Before GROUP BY) + Expression ((WHERE + Change column names to column identifiers)) + ReadFromMergeTree (quotes_async_t4.quotes) + Indexes: + PrimaryKey + Keys: + sym + Condition: (sym in ['AAPL', 'AAPL']) + Parts: 8/8 + Granules: 10916/13830989 + Search Algorithm: binary search + Ranges: 8 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D2-t1.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D2-t1.txt new file mode 100644 index 0000000..c572a03 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D2-t1.txt @@ -0,0 +1,15 @@ +Expression ((Project names + Projection)) + Limit (preliminary LIMIT) + Aggregating + Expression (Before GROUP BY) + Expression ((WHERE + Change column names to column identifiers)) + ReadFromMergeTree (quotes_async_t4.quotes) + Indexes: + PrimaryKey + Keys: + sym + Condition: (sym in ['AAPL', 'AAPL']) + Parts: 8/8 + Granules: 10916/13830989 + Search Algorithm: binary search + Ranges: 8 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D2-t16.txt b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D2-t16.txt new file mode 100644 index 0000000..c572a03 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/plan-D2-t16.txt @@ -0,0 +1,15 @@ +Expression ((Project names + Projection)) + Limit (preliminary LIMIT) + Aggregating + Expression (Before GROUP BY) + Expression ((WHERE + Change column names to column identifiers)) + ReadFromMergeTree (quotes_async_t4.quotes) + Indexes: + PrimaryKey + Keys: + sym + Condition: (sym in ['AAPL', 'AAPL']) + Parts: 8/8 + Granules: 10916/13830989 + Search Algorithm: binary search + Ranges: 8 diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/query-logs-all.csv b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/query-logs-all.csv new file mode 100644 index 0000000..ad0f5c1 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/results/query-logs-all.csv @@ -0,0 +1,421 @@ +"query_id","hostname","type","started_at_utc","finished_at_utc","query_duration_ms","read_rows","read_bytes","result_rows","result_bytes","peak_memory_bytes","peak_threads_usage","normalized_query_hash","query_cache_usage","exception_code","user_cpu_us","system_cpu_us","cpu_wait_us","io_wait_us","profile_events_json","settings_json" 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diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/run_test.py b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/run_test.py new file mode 100644 index 0000000..f44d533 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/run_test.py @@ -0,0 +1,64 @@ +#!/usr/bin/env python3 +"""Interleaved single-query, warm-cache scaling; immutable results in raw/*.jsonl.""" +import argparse, datetime, hashlib, json, pathlib, random, re, time, uuid +from connection import request + +ROOT=pathlib.Path(__file__).resolve().parent +QUERY_NAMES=['D1','D2','A1','A2','A3','A4'] +THREADS=[1,2,4,8,16] + +def queries(): + parsed=[] + for file in ['queries_raw.sql','queries_mv.sql']: + text=(ROOT/'queries'/file).read_text() + text=re.sub(r'--[^\n]*','',text) + parsed.extend(re.sub(r'\s+',' ',part).strip() for part in text.split(';') if part.strip()) + assert len(parsed)==6 + return dict(zip(QUERY_NAMES,parsed)) + +def workload_sql(query,threads,comment): + # The guard exceeds every possible benchmark result cardinality; confirm no truncation. + if not re.search(r'\bLIMIT\b',query,re.I): query+=' LIMIT 1000000' + return query+f" SETTINGS max_threads={threads},enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='{comment}' FORMAT Null" + +def main(): + parser=argparse.ArgumentParser() + parser.add_argument('--phase',choices=['pilot','warmup','measured'],required=True) + parser.add_argument('--rounds',type=int,required=True) + args=parser.parse_args() + stamp=datetime.datetime.now(datetime.timezone.utc).strftime('%Y%m%dT%H%M%SZ') + run_id='reader-scaling-'+stamp+'-'+args.phase + plan=[] + rng=random.Random(6112026) + q=queries() + for round_no in range(args.rounds): + names=QUERY_NAMES[round_no%6:]+QUERY_NAMES[:round_no%6] + for qi,name in enumerate(names): + levels=THREADS[:] + rng.shuffle(levels) + for threads in levels: + plan.append({'round':round_no+1,'query':name,'max_threads':threads}) + manifest={'run_id':run_id,'phase':args.phase,'started_at_utc':stamp,'dataset':'quotes_async_t4','threads':THREADS,'rounds':args.rounds,'trials':len(plan),'seed':6112026,'schedule':'sequential, interleaved randomized thread limits; rotated query order; no query overlap','cache':'result cache explicitly disabled; underlying data and query-condition caches allowed warm','changes':'max_threads only between treatments; settings and data otherwise fixed','query_source_hashes':{n:hashlib.sha256(s.encode()).hexdigest() for n,s in q.items()},'plan':plan} + (ROOT/'raw'/(run_id+'-manifest.json')).write_text(json.dumps(manifest,indent=2)+'\n') + output=ROOT/'raw'/(run_id+'.jsonl') + print('START',run_id,len(plan),'trials',flush=True) + for i,entry in enumerate(plan): + query_id=run_id+'-'+str(i+1)+'-'+entry['query']+'-t'+str(entry['max_threads']) + record={**entry,'phase':args.phase,'run_id':run_id,'sequence':i+1,'query_id':query_id,'client_started_at_utc':datetime.datetime.now(datetime.timezone.utc).isoformat()} + sql=workload_sql(q[entry['query']],entry['max_threads'],run_id) + record['sql_sha256']=hashlib.sha256(sql.encode()).hexdigest() + sql_path=ROOT/'sql'/('trial-'+entry['query']+'-t'+str(entry['max_threads'])+'.sql') + if not sql_path.exists(): sql_path.write_text(sql+'\n') + try: + response=request(sql,query_id) + record.update({'http_summary':response['summary'],'client_wall_s':response['client_wall_s'],'success':True}) + assert int(response['summary'].get('read_bytes',0))>0,'Missing bytes read' + assert int(response['summary'].get('elapsed_ns',0))>0,'Missing server elapsed time' + except Exception as error: + record.update({'success':False,'error':str(error)}) + with output.open('a') as stream: stream.write(json.dumps(record)+'\n') + print(args.phase,i+1,'/',len(plan),entry['query'],'threads',entry['max_threads'],'server_ms',round(int(record.get('http_summary',{}).get('elapsed_ns',0))/1e6,3),'read_GB',round(int(record.get('http_summary',{}).get('read_bytes',0))/1e9,4),'ok',record['success'],flush=True) + if not record['success']: raise SystemExit('Stopped on failure; failed observation preserved.') + print('FINISH',run_id,flush=True) + +if __name__=='__main__': main() diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/source-manifest.json b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/source-manifest.json new file mode 100644 index 0000000..872252c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/source-manifest.json @@ -0,0 +1,23 @@ +{ + "source_git_commit": "60c196e69c1151f22c12344cee6c473f4f1516da", + "files": [ + { + "role": "query definitions", + "source": "full-path-realtime/quotes/clickhouse-cloud/queries_raw.sql", + "sha256": "44f8199cc3b18ff091324789918535a3d1c5f8f5ba99939bf02df7433d5ad29b", + "copied_to": "queries/queries_raw.sql" + }, + { + "role": "query definitions", + "source": "full-path-realtime/quotes/clickhouse-cloud/queries_mv.sql", + "sha256": "e31042b3aec1882f293f57ec103eda7953d947fdb47607ee11a6fb6f31a4d108", + "copied_to": "queries/queries_mv.sql" + }, + { + "role": "schema", + "source": "full-path-realtime/quotes/clickhouse-cloud/create.sql", + "sha256": "dbee456c09815b81b74c4cd2c7cde7e6e7325e2decc3d1b09672550bf75a5e3c", + "copied_to": "queries/create.sql" + } + ] +} diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/01-connection.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/01-connection.sql new file mode 100644 index 0000000..489f4fe --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/01-connection.sql @@ -0,0 +1 @@ +SELECT version() AS version,timezone() AS timezone,hostName() AS hostname,now64(6,'UTC') AS now_utc LIMIT 1 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/02-settings.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/02-settings.sql new file mode 100644 index 0000000..f9e3e10 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/02-settings.sql @@ -0,0 +1 @@ +SELECT name,value,changed,description FROM system.settings WHERE name IN ('max_threads','use_query_cache','enable_parallel_replicas','max_parallel_replicas','log_query_settings','log_queries','log_queries_probability','log_queries_min_query_duration_ms','use_query_condition_cache','use_uncompressed_cache','concurrency_control','max_memory_usage','allow_asynchronous_read_from_io_pool_for_merge_tree') ORDER BY name LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/03-tables.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/03-tables.sql new file mode 100644 index 0000000..9d95dee --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/03-tables.sql @@ -0,0 +1 @@ +SELECT database,name,engine,total_rows,total_bytes,sorting_key,primary_key,partition_key FROM system.tables WHERE (database='quotes_async_t4' AND name IN ('quotes','quotes_daily')) OR (database='system' AND startsWith(name,'query_log')) ORDER BY database,name LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/04-columns.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/04-columns.sql new file mode 100644 index 0000000..83666e3 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/04-columns.sql @@ -0,0 +1 @@ +SELECT table,name,type,comment FROM system.columns WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') ORDER BY table,position LIMIT 100 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/05-parts-before.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/05-parts-before.sql new file mode 100644 index 0000000..650c1a5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/05-parts-before.sql @@ -0,0 +1 @@ +SELECT table,name,rows,bytes_on_disk,marks,modification_time FROM system.parts WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') AND active ORDER BY table,name LIMIT 5000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/06-capacity.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/06-capacity.sql new file mode 100644 index 0000000..81e9723 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/06-capacity.sql @@ -0,0 +1 @@ +SELECT metric,value FROM system.asynchronous_metrics WHERE metric IN ('CGroupMaxCPU','CGroupMemoryTotal','CGroupMemoryUsed','CGroupMemoryUsedWithoutPageCache','MemoryResident','UserspacePageCacheBytes','OSMemoryTotal') ORDER BY metric LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/07-background-before.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/07-background-before.sql new file mode 100644 index 0000000..6242e7d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/07-background-before.sql @@ -0,0 +1 @@ +SELECT elapsed,progress,num_parts,total_size_bytes_compressed,memory_usage FROM system.merges WHERE database='quotes_async_t4' LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/08-indexes.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/08-indexes.sql new file mode 100644 index 0000000..abfeb9f --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/08-indexes.sql @@ -0,0 +1 @@ +SELECT table,name,type_full,expr,granularity FROM system.data_skipping_indices WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/09-event-semantics.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/09-event-semantics.sql new file mode 100644 index 0000000..933800a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/09-event-semantics.sql @@ -0,0 +1 @@ +SELECT event,description FROM system.events WHERE event IN ('UserTimeMicroseconds','SystemTimeMicroseconds','RealTimeMicroseconds','SelectedBytes','OSCPUWaitMicroseconds','OSIOWaitMicroseconds','QueryTimeMicroseconds','ReadCompressedBytes','CachedReadBufferReadFromCacheBytes','CachedReadBufferReadFromSourceBytes','QueryConditionCacheHits','QueryConditionCacheMisses','OSReadBytes') LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/10-log-fields.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/10-log-fields.sql new file mode 100644 index 0000000..fa60c0e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/10-log-fields.sql @@ -0,0 +1 @@ +SELECT name,type,comment FROM system.columns WHERE database='system' AND table='query_log' AND name IN ('query_id','event_time_microseconds','query_start_time_microseconds','query_duration_ms','read_rows','read_bytes','result_rows','result_bytes','ProfileEvents','Settings','memory_usage','peak_threads_usage','query_cache_usage','is_initial_query','query_kind','normalized_query_hash','hostname','exception_code') ORDER BY position LIMIT 30 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/11-capacity-warmed.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/11-capacity-warmed.sql new file mode 100644 index 0000000..ba12c02 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/11-capacity-warmed.sql @@ -0,0 +1 @@ +SELECT metric,value FROM system.asynchronous_metrics WHERE metric IN ('CGroupMaxCPU','CGroupMemoryTotal','CGroupMemoryUsed','CGroupMemoryUsedWithoutPageCache') ORDER BY metric LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/12-load-before-measurement.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/12-load-before-measurement.sql new file mode 100644 index 0000000..4d03dd2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/12-load-before-measurement.sql @@ -0,0 +1 @@ +SELECT metric,value FROM system.metrics WHERE metric IN ('Query','QueryThread','BackgroundMergesAndMutationsPoolTask','MemoryTracking') ORDER BY metric LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/13-parts-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/13-parts-after.sql new file mode 100644 index 0000000..7b37cc6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/13-parts-after.sql @@ -0,0 +1 @@ +SELECT table,name,rows,bytes_on_disk,marks,modification_time FROM system.parts WHERE database='quotes_async_t4' AND table IN ('quotes','quotes_daily') AND active ORDER BY table,name LIMIT 5000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/14-capacity-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/14-capacity-after.sql new file mode 100644 index 0000000..7883e25 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/14-capacity-after.sql @@ -0,0 +1 @@ +SELECT metric,value FROM system.asynchronous_metrics WHERE metric IN ('CGroupMaxCPU','CGroupMemoryTotal','CGroupMemoryUsed','CGroupMemoryUsedWithoutPageCache','MemoryResident','UserspacePageCacheBytes','OSMemoryTotal') ORDER BY metric LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/15-load-after.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/15-load-after.sql new file mode 100644 index 0000000..9bcbfce --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/15-load-after.sql @@ -0,0 +1 @@ +SELECT metric,value FROM system.metrics WHERE metric IN ('Query','QueryThread','BackgroundMergesAndMutationsPoolTask') ORDER BY metric LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/16-other-query-activity.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/16-other-query-activity.sql new file mode 100644 index 0000000..fadce94 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/16-other-query-activity.sql @@ -0,0 +1,8 @@ +SELECT query_kind,normalized_query_hash,count() AS queries, +sum(query_duration_ms) AS total_elapsed_ms,max(query_duration_ms) AS max_elapsed_ms, +sum(ProfileEvents['UserTimeMicroseconds']+ProfileEvents['SystemTimeMicroseconds'])/1e6 AS total_cpu_s, +sum(read_bytes) AS total_read_bytes,max(memory_usage) AS max_peak_memory_bytes +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date BETWEEN toDate('2026-10-11') AND toDate('2026-10-11') AND query_start_time_microseconds=toDateTime64('2026-10-11 09:39:43.143738',6,'UTC') AND is_initial_query=1 AND query_id NOT LIKE 'reader-scaling-%' +AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +GROUP BY query_kind,normalized_query_hash ORDER BY total_cpu_s DESC LIMIT 1000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/17-context-log-schema.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/17-context-log-schema.sql new file mode 100644 index 0000000..e404c0e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/17-context-log-schema.sql @@ -0,0 +1 @@ +SELECT table,name,type FROM system.columns WHERE database='system' AND table IN ('asynchronous_metric_log','metric_log') AND (name IN ('event_time','event_date','metric','value') OR name ILIKE '%BackgroundMerges%') ORDER BY table,name LIMIT 100 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/18-capacity-during-measurement.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/18-capacity-during-measurement.sql new file mode 100644 index 0000000..a099bce --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/18-capacity-during-measurement.sql @@ -0,0 +1,5 @@ +SELECT hostName() AS hostname,metric,count() AS samples,min(value) AS min_value,max(value) AS max_value +FROM clusterAllReplicas(default,merge('system','^asynchronous_metric_log')) +WHERE event_date BETWEEN toDate('2026-10-11') AND toDate('2026-10-11') +AND event_time BETWEEN toDateTime('2026-10-11 09:39:43','UTC') AND toDateTime('2026-10-11 09:49:39','UTC') +AND metric IN ('CGroupMaxCPU','CGroupMemoryTotal') GROUP BY hostname,metric ORDER BY hostname,metric LIMIT 100 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/19-background-tasks-during-measurement.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/19-background-tasks-during-measurement.sql new file mode 100644 index 0000000..351c07e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/19-background-tasks-during-measurement.sql @@ -0,0 +1,6 @@ +SELECT hostName() AS hostname,count() AS samples, +max(CurrentMetric_BackgroundMergesAndMutationsPoolTask) AS max_background_merge_tasks +FROM clusterAllReplicas(default,merge('system','^metric_log')) +WHERE event_date BETWEEN toDate('2026-10-11') AND toDate('2026-10-11') +AND event_time BETWEEN toDateTime('2026-10-11 09:39:43','UTC') AND toDateTime('2026-10-11 09:49:39','UTC') +GROUP BY hostname ORDER BY hostname LIMIT 100 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/20-other-query-details.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/20-other-query-details.sql new file mode 100644 index 0000000..3bb2fc7 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/20-other-query-details.sql @@ -0,0 +1,8 @@ +SELECT query_kind,normalized_query_hash,count() AS queries,any(tables) AS tables, +substring(any(normalizeQuery(query)),1,350) AS normalized_query, +sum(ProfileEvents['UserTimeMicroseconds']+ProfileEvents['SystemTimeMicroseconds'])/1e6 AS total_cpu_s +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date='2026-10-11' AND query_start_time_microseconds=toDateTime64('2026-10-11 09:39:43.143738',6,'UTC') AND is_initial_query=1 +AND query_id NOT LIKE 'reader-scaling-%' AND type='QueryFinish' +GROUP BY query_kind,normalized_query_hash ORDER BY total_cpu_s DESC LIMIT 20 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t1.sql new file mode 100644 index 0000000..4dc031c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t1.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t16.sql new file mode 100644 index 0000000..e6db743 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t16.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t2.sql new file mode 100644 index 0000000..f9e8bed --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t2.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t4.sql new file mode 100644 index 0000000..0942650 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t4.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t8.sql new file mode 100644 index 0000000..c0314c0 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A1-t8.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t1.sql new file mode 100644 index 0000000..c7846c5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t1.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t16.sql new file mode 100644 index 0000000..16f8240 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t16.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t2.sql new file mode 100644 index 0000000..cc5db96 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t2.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t4.sql new file mode 100644 index 0000000..2822a90 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t4.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t8.sql new file mode 100644 index 0000000..c932985 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A2-t8.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t1.sql new file mode 100644 index 0000000..893f1c4 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t1.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t16.sql new file mode 100644 index 0000000..cdc81ec --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t16.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t2.sql new file mode 100644 index 0000000..b3a05de --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t2.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t4.sql new file mode 100644 index 0000000..e499eac --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t4.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t8.sql new file mode 100644 index 0000000..65f41cb --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A3-t8.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t1.sql new file mode 100644 index 0000000..ec9cb99 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t1.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t16.sql new file mode 100644 index 0000000..e520ad6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t16.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t2.sql new file mode 100644 index 0000000..81e8124 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t2.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t4.sql new file mode 100644 index 0000000..acf1438 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t4.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t8.sql new file mode 100644 index 0000000..0f57ded --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-A4-t8.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t1.sql new file mode 100644 index 0000000..82bc51b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t1.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t16.sql new file mode 100644 index 0000000..f4df1d9 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t16.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t2.sql new file mode 100644 index 0000000..7efc407 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t2.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t4.sql new file mode 100644 index 0000000..d59ce2d --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t4.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t8.sql new file mode 100644 index 0000000..6ea9413 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D1-t8.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t1.sql new file mode 100644 index 0000000..aa19fcc --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t1.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t16.sql new file mode 100644 index 0000000..fc81ed2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t16.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t2.sql new file mode 100644 index 0000000..8317c02 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t2.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t4.sql new file mode 100644 index 0000000..3bcffea --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t4.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t8.sql new file mode 100644 index 0000000..042bdc7 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/measured-trial-D2-t8.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093942Z-measured' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A3-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A3-t1.sql new file mode 100644 index 0000000..d102708 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A3-t1.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A3-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A3-t16.sql new file mode 100644 index 0000000..b759d14 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A3-t16.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A3-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A3-t8.sql new file mode 100644 index 0000000..d375f85 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A3-t8.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A4-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A4-t1.sql new file mode 100644 index 0000000..90aec95 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A4-t1.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A4-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A4-t16.sql new file mode 100644 index 0000000..36bc491 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A4-t16.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A4-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A4-t8.sql new file mode 100644 index 0000000..7757813 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-A4-t8.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D1-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D1-t1.sql new file mode 100644 index 0000000..532075b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D1-t1.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D1-t16.sql new file mode 100644 index 0000000..91d600b --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D1-t16.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D1-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D1-t8.sql new file mode 100644 index 0000000..d60d2fe --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D1-t8.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D2-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D2-t1.sql new file mode 100644 index 0000000..0daf0a5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D2-t1.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D2-t16.sql new file mode 100644 index 0000000..52fe40c --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D2-t16.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D2-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D2-t8.sql new file mode 100644 index 0000000..4001045 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/pipeline-D2-t8.sql @@ -0,0 +1 @@ +EXPLAIN PIPELINE SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-pipeline' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A3-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A3-t1.sql new file mode 100644 index 0000000..02c7e24 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A3-t1.sql @@ -0,0 +1 @@ +EXPLAIN indexes=1 SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-plan' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A3-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A3-t16.sql new file mode 100644 index 0000000..65e1a75 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A3-t16.sql @@ -0,0 +1 @@ +EXPLAIN indexes=1 SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-plan' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A4-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A4-t1.sql new file mode 100644 index 0000000..9f935c4 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A4-t1.sql @@ -0,0 +1 @@ +EXPLAIN indexes=1 SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-plan' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A4-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A4-t16.sql new file mode 100644 index 0000000..6535f53 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-A4-t16.sql @@ -0,0 +1 @@ +EXPLAIN indexes=1 SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-plan' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D1-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D1-t1.sql new file mode 100644 index 0000000..e970c12 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D1-t1.sql @@ -0,0 +1 @@ +EXPLAIN indexes=1 SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-plan' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D1-t16.sql new file mode 100644 index 0000000..c0bb6a2 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D1-t16.sql @@ -0,0 +1 @@ +EXPLAIN indexes=1 SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-plan' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D2-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D2-t1.sql new file mode 100644 index 0000000..b356795 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D2-t1.sql @@ -0,0 +1 @@ +EXPLAIN indexes=1 SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-plan' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D2-t16.sql new file mode 100644 index 0000000..b2ebe60 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/plan-D2-t16.sql @@ -0,0 +1 @@ +EXPLAIN indexes=1 SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-plan' FORMAT TSVRaw \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/query-logs-all.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/query-logs-all.sql new file mode 100644 index 0000000..3f76115 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/query-logs-all.sql @@ -0,0 +1,10 @@ +SELECT query_id,hostname,type,query_start_time_microseconds AS started_at_utc,event_time_microseconds AS finished_at_utc, +query_duration_ms,read_rows,read_bytes,result_rows,result_bytes,memory_usage AS peak_memory_bytes,peak_threads_usage, +normalized_query_hash,query_cache_usage,exception_code, +ProfileEvents['UserTimeMicroseconds'] AS user_cpu_us,ProfileEvents['SystemTimeMicroseconds'] AS system_cpu_us, +ProfileEvents['OSCPUWaitMicroseconds'] AS cpu_wait_us,ProfileEvents['OSIOWaitMicroseconds'] AS io_wait_us, +toJSONString(ProfileEvents) AS profile_events_json,toJSONString(Settings) AS settings_json +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date BETWEEN toDate('2026-10-11') AND toDate('2026-10-11') AND event_time>=toDateTime('2026-10-11 09:36:15','UTC') +AND query_id IN 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ng-20261011T093942Z-measured-323-A1-t16','reader-scaling-20261011T093942Z-measured-324-A1-t1','reader-scaling-20261011T093942Z-measured-325-A1-t8','reader-scaling-20261011T093942Z-measured-326-A2-t16','reader-scaling-20261011T093942Z-measured-327-A2-t4','reader-scaling-20261011T093942Z-measured-328-A2-t8','reader-scaling-20261011T093942Z-measured-329-A2-t2','reader-scaling-20261011T093942Z-measured-330-A2-t1','reader-scaling-20261011T093942Z-measured-331-A4-t2','reader-scaling-20261011T093942Z-measured-332-A4-t4','reader-scaling-20261011T093942Z-measured-333-A4-t8','reader-scaling-20261011T093942Z-measured-334-A4-t1','reader-scaling-20261011T093942Z-measured-335-A4-t16','reader-scaling-20261011T093942Z-measured-336-D1-t1','reader-scaling-20261011T093942Z-measured-337-D1-t2','reader-scaling-20261011T093942Z-measured-338-D1-t8','reader-scaling-20261011T093942Z-measured-339-D1-t16','reader-scaling-20261011T093942Z-measured-340-D1-t4','reader-scaling-20261011T093942Z-measured-341-D2-t2','reader-scaling-20261011T093942Z-measured-342-D2-t16','reader-scaling-20261011T093942Z-measured-343-D2-t1','reader-scaling-20261011T093942Z-measured-344-D2-t4','reader-scaling-20261011T093942Z-measured-345-D2-t8','reader-scaling-20261011T093942Z-measured-346-A1-t1','reader-scaling-20261011T093942Z-measured-347-A1-t16','reader-scaling-20261011T093942Z-measured-348-A1-t4','reader-scaling-20261011T093942Z-measured-349-A1-t8','reader-scaling-20261011T093942Z-measured-350-A1-t2','reader-scaling-20261011T093942Z-measured-351-A2-t8','reader-scaling-20261011T093942Z-measured-352-A2-t1','reader-scaling-20261011T093942Z-measured-353-A2-t16','reader-scaling-20261011T093942Z-measured-354-A2-t2','reader-scaling-20261011T093942Z-measured-355-A2-t4','reader-scaling-20261011T093942Z-measured-356-A3-t8','reader-scaling-20261011T093942Z-measured-357-A3-t1','reader-scaling-20261011T093942Z-measured-358-A3-t16','reader-scaling-20261011T093942Z-measured-359-A3-t4','reader-scaling-20261011T093942Z-measured-360-A3-t2') AND is_initial_query=1 AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +ORDER BY query_start_time_microseconds LIMIT 2000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/query-logs-pilot.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/query-logs-pilot.sql new file mode 100644 index 0000000..0fd8854 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/query-logs-pilot.sql @@ -0,0 +1,10 @@ +SELECT query_id,hostname,type,query_start_time_microseconds AS started_at_utc,event_time_microseconds AS finished_at_utc, +query_duration_ms,read_rows,read_bytes,result_rows,result_bytes,memory_usage AS peak_memory_bytes,peak_threads_usage, +normalized_query_hash,query_cache_usage,exception_code, +ProfileEvents['UserTimeMicroseconds'] AS user_cpu_us,ProfileEvents['SystemTimeMicroseconds'] AS system_cpu_us, +ProfileEvents['OSCPUWaitMicroseconds'] AS cpu_wait_us,ProfileEvents['OSIOWaitMicroseconds'] AS io_wait_us, +toJSONString(ProfileEvents) AS profile_events_json,toJSONString(Settings) AS settings_json +FROM clusterAllReplicas(default,merge('system','^query_log')) +WHERE event_date='2026-10-11' AND event_time>=toDateTime('2026-10-11 09:30:00','UTC') +AND query_id IN ('reader-scaling-20261011T093715Z-pilot-1-D1-t2','reader-scaling-20261011T093715Z-pilot-2-D1-t4','reader-scaling-20261011T093715Z-pilot-3-D1-t1','reader-scaling-20261011T093715Z-pilot-4-D1-t16','reader-scaling-20261011T093715Z-pilot-5-D1-t8','reader-scaling-20261011T093715Z-pilot-6-D2-t16','reader-scaling-20261011T093715Z-pilot-7-D2-t1','reader-scaling-20261011T093715Z-pilot-8-D2-t2','reader-scaling-20261011T093715Z-pilot-9-D2-t4','reader-scaling-20261011T093715Z-pilot-10-D2-t8','reader-scaling-20261011T093715Z-pilot-11-A1-t4','reader-scaling-20261011T093715Z-pilot-12-A1-t16','reader-scaling-20261011T093715Z-pilot-13-A1-t8','reader-scaling-20261011T093715Z-pilot-14-A1-t1','reader-scaling-20261011T093715Z-pilot-15-A1-t2','reader-scaling-20261011T093715Z-pilot-16-A2-t16','reader-scaling-20261011T093715Z-pilot-17-A2-t1','reader-scaling-20261011T093715Z-pilot-18-A2-t2','reader-scaling-20261011T093715Z-pilot-19-A2-t4','reader-scaling-20261011T093715Z-pilot-20-A2-t8','reader-scaling-20261011T093715Z-pilot-21-A3-t1','reader-scaling-20261011T093715Z-pilot-22-A3-t8','reader-scaling-20261011T093715Z-pilot-23-A3-t4','reader-scaling-20261011T093715Z-pilot-24-A3-t2','reader-scaling-20261011T093715Z-pilot-25-A3-t16','reader-scaling-20261011T093715Z-pilot-26-A4-t1','reader-scaling-20261011T093715Z-pilot-27-A4-t16','reader-scaling-20261011T093715Z-pilot-28-A4-t8','reader-scaling-20261011T093715Z-pilot-29-A4-t4','reader-scaling-20261011T093715Z-pilot-30-A4-t2') AND is_initial_query=1 AND type IN ('QueryFinish','ExceptionWhileProcessing','ExceptionBeforeStart') +ORDER BY query_start_time_microseconds LIMIT 2000 SETTINGS max_threads=2,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,skip_unavailable_shards=0 FORMAT CSVWithNames \ No newline at end of file diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t1.sql new file mode 100644 index 0000000..3dc8f7e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t1.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t16.sql new file mode 100644 index 0000000..f69fd23 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t16.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t2.sql new file mode 100644 index 0000000..9a7b8eb --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t2.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t4.sql new file mode 100644 index 0000000..bbeae31 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t4.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t8.sql new file mode 100644 index 0000000..819af74 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A1-t8.sql @@ -0,0 +1 @@ +SELECT count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, min(ap_min) AS lowest_ask, max(ap_max) AS highest_ask, sum(spread_sum) / sum(n_quotes) AS avg_spread, sum(bs_sum) AS total_bid_volume, sum(as_sum) AS total_ask_volume FROM quotes_daily WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t1.sql new file mode 100644 index 0000000..9df4703 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t1.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t16.sql new file mode 100644 index 0000000..dc49296 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t16.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t2.sql new file mode 100644 index 0000000..f7abb00 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t2.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t4.sql new file mode 100644 index 0000000..b34f28e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t4.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t8.sql new file mode 100644 index 0000000..49fe2db --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A2-t8.sql @@ -0,0 +1 @@ +SELECT sym, count() AS days_traded, sum(n_quotes) AS total_quotes, min(bp_min) AS lowest_bid, max(bp_max) AS highest_bid, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily WHERE sym IN ('AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'NFLX') GROUP BY sym ORDER BY total_quotes DESC LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t1.sql new file mode 100644 index 0000000..5c0b5fd --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t1.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t16.sql new file mode 100644 index 0000000..ac42ee4 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t16.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t2.sql new file mode 100644 index 0000000..91b5d90 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t2.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t4.sql new file mode 100644 index 0000000..9592371 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t4.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t8.sql new file mode 100644 index 0000000..2858230 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A3-t8.sql @@ -0,0 +1 @@ +SELECT sym, (max(bp_max) - min(bp_min)) / min(bp_min) * 100 AS pct_range FROM quotes_daily GROUP BY sym ORDER BY abs(pct_range) DESC LIMIT 20 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t1.sql new file mode 100644 index 0000000..ff2a21a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t1.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t16.sql new file mode 100644 index 0000000..5e0a273 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t16.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t2.sql new file mode 100644 index 0000000..57e2d9a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t2.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t4.sql new file mode 100644 index 0000000..0070a7a --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t4.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t8.sql new file mode 100644 index 0000000..94258cb --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-A4-t8.sql @@ -0,0 +1 @@ +SELECT day, sum(n_quotes) AS total_quotes, sum(bs_sum) + sum(as_sum) AS total_volume, sum(spread_sum) / sum(n_quotes) AS avg_spread FROM quotes_daily GROUP BY day ORDER BY day LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t1.sql new file mode 100644 index 0000000..344eb51 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t1.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t16.sql new file mode 100644 index 0000000..687cb8e --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t16.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t2.sql new file mode 100644 index 0000000..98dddb8 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t2.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t4.sql new file mode 100644 index 0000000..cc63cb5 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t4.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t8.sql new file mode 100644 index 0000000..7d22a48 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D1-t8.sql @@ -0,0 +1 @@ +SELECT toStartOfHour(fromUnixTimestamp64Milli(t)) AS hour, argMin(bp, t) AS open, max(bp) AS high, min(bp) AS low, argMax(bp, t) AS close, sum(bs) AS volume, sum(bp * bs) / sum(bs) AS vwap, stddevPop(bp) AS volatility, avg(ap - bp) AS avg_spread, count() AS ticks FROM quotes WHERE sym = 'AAPL' GROUP BY hour ORDER BY hour LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t1.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t1.sql new file mode 100644 index 0000000..ef54719 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t1.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=1,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t16.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t16.sql new file mode 100644 index 0000000..89c4e84 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t16.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=16,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t2.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t2.sql new file mode 100644 index 0000000..8e827b6 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t2.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=2,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t4.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t4.sql new file mode 100644 index 0000000..d085561 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t4.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=4,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t8.sql b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t8.sql new file mode 100644 index 0000000..1b91f46 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/2026-10-11/sql/trial-D2-t8.sql @@ -0,0 +1 @@ +SELECT count() AS ticks, avg((bp + ap) / 2) AS avg_mid, stddevPop((bp + ap) / 2) AS mid_volatility, avg(ap - bp) AS avg_spread, stddevPop(ap - bp) AS spread_volatility, skewPop(ap - bp) AS spread_skew, kurtPop(ap - bp) AS spread_kurtosis, max(ap - bp) AS max_spread, corr(ap - bp, bs + `as`) AS corr_spread_depth, avg((toFloat64(bs) - toFloat64(`as`)) / nullIf(bs + `as`, 0)) AS avg_book_imbalance, quantilesTDigest(0.95, 0.99)(ap - bp) AS spread_p95_p99 FROM quotes WHERE sym = 'AAPL' LIMIT 1000000 SETTINGS max_threads=8,enable_parallel_replicas=0,max_parallel_replicas=1,use_query_cache=0,log_queries=1,log_query_settings=1,log_queries_probability=1,log_queries_min_query_duration_ms=0,max_execution_time=30,timeout_before_checking_execution_speed=0,max_rows_to_read=1000000000,max_bytes_to_read=100000000000,max_result_rows=1000000,result_overflow_mode='throw',log_comment='reader-scaling-20261011T093715Z-pilot' FORMAT Null diff --git a/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/README.md b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/README.md new file mode 100644 index 0000000..d6d4122 --- /dev/null +++ b/full-path-realtime/quotes/clickhouse-cloud/experiments/reader-thread-scaling/README.md @@ -0,0 +1,36 @@ +# Read-service CPU scaling experiments + +Visual numbers follow the current Part 6 article. Existing filenames retain their earlier identifiers so reproduction commands and links stay compatible. + +Controlled experiments using the original quotes-benchmark queries against the fixed 113.2B-quote dataset. Visual 18 presents the combined D1/D2 drill-down workload with Hot and Cold cache cases and uses **CPU cores** for its horizontal axis and slider. Query parallelism is controlled with `max_threads`; physical service capacity, memory, server version and node identity are recorded separately. + +The live test requires the benchmark raw and maintained summary tables to be loaded first. See the [quotes benchmark contract and implementation](../../../README.md) and the frozen schema in each experiment. Offline analysis needs only the files in this package. + +## Current blog selection: 18 + +Use the [cache-controlled experiment](2026-10-11-cache-modes/README.md) for 18: Hot caches and Cold data caches with query-condition caching off, measured at every core point on the same 59-vCPU / 236-GiB node. Its [findings](2026-10-11-cache-modes/REPORT.md), [all cache-case results](2026-10-11-cache-modes/derived/combined-workload.csv), [exact 18 data](2026-10-11-cache-modes/derived/11c-chart-data.json), and [CPU/headroom plus per-query memory peaks](2026-10-11-cache-modes/derived/11c-resource-utilization.csv) are reproducible offline. + +Earlier exploratory runs below are preserved as separate evidence. They are not spliced into the cache-controlled curves. The throughput-per-core panel in 18 uses consumed CPU seconds, as 16 does; a separate selected-core denominator remains in the CSV. + +## Earlier completed evidence + +- [2026-10-11: 16-vCPU / 64-GiB baseline](2026-10-11/README.md) +- [2026-10-11: 59-vCPU / 236-GiB extended experiment](2026-10-11-59-vcpu/README.md) +- [Extended measured findings](2026-10-11-59-vcpu/REPORT.md) +- [Three workload options](2026-10-11-59-vcpu/derived/workload-options.png) +- [Drill-down GB/s and quotes/s options](2026-10-11-59-vcpu/derived/drilldown-metric-options.png) +- [Complete scaling CSV](2026-10-11-59-vcpu/derived/combined-workload.csv) + +The extended experiment measures **2, 4, 8, 16, 30 and 59 cores on one fixed 59-vCPU / 236-GiB reader**. All six points come from that node. The separate baseline provides a same-cap comparison across the resize; its lower-core observations are not spliced into the extended curve. Both runs use ClickHouse 26.6.1.2292 and the same unchanged benchmark data parts. + +The combined drill-down subset rises from **0.80 to 15.55 GB/s** across 2→59 cores. From 8→16 it doubles from **2.73 to 5.46 GB/s**. Gains taper at larger settings. The original-frequency mix reaches **11.17 GB/s at 59 cores** because it also includes small aggregations. The evidence supports strong scaling for the substantial scans; it does not establish perfect linear scaling for every query or performance across six physically resized service tiers. + +## Fixed combination + +Primary weights mirror the original benchmark schedule: D1 and D2 once each, A1–A4 six times each per reference hour. For every setting, calculate weighted total uncompressed bytes divided by weighted total query execution time. Scheduling idle gaps are excluded. Save individual-query observations even when the visual shows a single combined rate. + +The evidence includes source SQL, exact treatment SQL, raw HTTP summaries, complete server-query-log CSVs, cache/profile counters, before/after context, derived statistics, offline analysis and plotting code, dependency versions, and SHA-256 hashes. No credentials are included. Keep each completed ledger intact. + +The extended analysis also saves an equal-count mix and an explicitly scoped drill-down-only subset. The latter can be expressed in GB/s or in actually processed quotes/s. Index-skipped rows are excluded. The earlier exploratory plots include throughput per selected core. Current 18 uses the consumed-CPU denominator, matching 16; both are saved explicitly in the cache-controlled CSV. + +Start with the extended README to reproduce offline. Each folder includes its own exact SQL, raw ledgers, server log CSVs, metadata, scripts, plots and SHA-256 manifest. Live repeat instructions require a new evidence directory so the completed ledgers remain intact. Service credentials are supplied privately through environment variables and are excluded from the package.