Re: microsecond resolution

Posted by Stephan Ewen on
URL: http://deprecated-apache-flink-user-mailing-list-archive.369.s1.nabble.com/microsecond-resolution-tp10421p10454.html

@Jeff - good point about the docs.

I think Kostas is right though - the event timestamps are up to the user's interpretation.

The built-in window assigners interpret them as "Unix Epoch Millis", but you can define your own window assigners that interpret the timestamps differently.

The system interprets them as also as Unix Epoch Millis when mixing event time and processing time (because processing time comes from System.currentTimeMillis())

So, you can "re-interpret" them by using custom window assigners and not using processing time.

If you want to use a processing time like component, I'd suggest to incorporate that in your watermark generator.

Stephan

On Mon, Dec 5, 2016 at 1:05 PM, jeff jacobson <[hidden email]> wrote:

Thanks Kostas. So if we're comfortable treating timestamps as longs (and doing conversions to human readable time at our application level), we can use CEP, ML lib etc. in addition to all basic Flink functions? That's great news?

To Matthias's point, why then does the following not read "Both timestamps and watermarks are specified as longs"? Before I go headlong into developing on Flink, I just want to be sure I'm covered here. Again, thanks. (The Youtube videos from FlinkForward are also great, btw. Incredibly impressed with Data Artisans.)


https://ci.apache.org/projects/flink/flink-docs-release-1.1/apis/streaming/event_timestamps_watermarks.html#assigning-timestamps

"Both timestamps and watermarks are specified as milliseconds since the Java epoch of 1970-01-01T00:00:00Z."

On Mon, Dec 5, 2016 at 4:57 AM, Kostas Kloudas <[hidden email]> wrote:

Hi Jeff,

Actually in Flink timestamps are simple longs.

This means that you can assign anything you want as a timestamp, as long as it fits in a long.

Hope this helps and if not, we can discuss to see if we can find a solution that 

fits your needs together.

Cheers,

Kostas

On Dec 4, 2016, at 11:39 PM, jeff jacobson <[hidden email]> wrote:

Wow. Really? Is there a way to do micros? A hack? A Jira story? Most (all?) U.S. equity and European futures, options, and stock markets timestamp in microseconds. This makes Flink unusable for a massive industry vertical. To the extent lower-frequency time-series data is being used (e.g. end of data prices), stream processing is kind of overkill. Love everything I've read about Flink...there's got to be a way to make this work, no?

On Sun, Dec 4, 2016 at 5:27 PM, Matthias J. Sax <[hidden email]> wrote:

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Oh. My bad... Did not read your question carefully enough.

Than the answer is no, it does not support microseconds (only
milliseconds).

- -Matthias


On 12/4/16 2:22 PM, jeff jacobson wrote:
> Sorry if I'm missing something. That link mentions milliseconds,
> no? My question is whether or not I can specify microseconds where
> 1000microseconds = 1millisecond. Thanks!
>
> On Sun, Dec 4, 2016 at 5:05 PM, Matthias J. Sax <[hidden email]
> <mailto:[hidden email]>> wrote:
>
> Yes. It does.
>
> See:
> https://ci.apache.org/projects/flink/flink-docs-release-1.1/apis/strea
ming/event_timestamps_watermarks.html#assigning-timestamps
>
>
<https://ci.apache.org/projects/flink/flink-docs-release-1.1/apis/stream
ing/event_timestamps_watermarks.html#assigning-timestamps>
>
> "Both timestamps and watermarks are specified as millliseconds
> since the Java epoch of 1970-01-01T00:00:00Z."
>
>
>
> -Matthias
>
>
> On 12/04/2016 10:57 AM, jeff jacobson wrote:
>> I've sourced stackoverflow, the docs, and the web but I can't
>> figure out: does flink support microsecond timestamp resolution?
>> Thanks!
>
>
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