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Posted to user@flink.apache.org by jeff jacobson <je...@gmail.com> on 2016/12/04 18:57:10 UTC

microsecond resolution

I've sourced stackoverflow, the docs, and the web but I can't figure out:
does flink support microsecond timestamp resolution? Thanks!

Re: microsecond resolution

Posted by Niels Basjes <Ni...@basjes.nl>.
Hi,

If you set your stream to use event time (i.e.
env.setStreamTimeCharacteristic(TimeCharacteristic.EventTime); )
I think you can use all functions in the system without modification. So
there is no need for any custom window assigners.
If you then put microseconds into the timestamp field the you MUST make
sure you do the same with things like watermarks.
And if you want to have a watermark that is 5 seconds before the current
time stamp you must be sure to substract 5000000 instead of 5000 fom the
timestamp.

Niels Basjes


On Mon, Dec 5, 2016 at 2:48 PM, jeff jacobson <
jeff.harold.jacobson@gmail.com> wrote:

> Thanks for clearing things up, Stephan and Kostas
>
> On Mon, Dec 5, 2016 at 8:08 AM, Kostas Kloudas <
> k.kloudas@data-artisans.com> wrote:
>
>> Hi Jeff,
>>
>> As Stephan said the interpretation of the timestamps is up to the logic
>> of your job.
>> And as for the documentation, thanks for reporting this.
>> We should update it.
>>
>> Cheers,
>> Kostas
>>
>> On Dec 5, 2016, at 1:56 PM, Stephan Ewen <se...@apache.org> wrote:
>>
>> @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 <
>> jeff.harold.jacobson@gmail.com> 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 <
>>> k.kloudas@data-artisans.com> 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 <
>>>> jeff.harold.jacobson@gmail.com> 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 <mj...@apache.org>
>>>> wrote:
>>>>
>>>>> -----BEGIN PGP SIGNED MESSAGE-----
>>>>> Hash: SHA512
>>>>>
>>>>> 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 <mjsax@apache.org
>>>>> > <ma...@apache.org>> 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/streaming/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
>>>>> <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 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!
>>>>> >
>>>>> >
>>>>> -----BEGIN PGP SIGNATURE-----
>>>>> Comment: GPGTools - https://gpgtools.org
>>>>>
>>>>> iQIYBAEBCgAGBQJYRJhUAAoJELz8Z8hxAGOiNKoP32ChGeNd7N8Zco2q6lsu+Hxd
>>>>> JZq62ey3wTrIUS+3oRlILwnu81cViQHtMMVBly3+YnqB85gNiaEUxEQTQCdKPl8G
>>>>> AqxoFIkMcrKGzwGXigKnCAoVIiyuPeNuhY1d1yv4rWrkt7qb0lCC02Xoq1C0hoS6
>>>>> Stwk62GXmNRXPYpyjnSq/iAIMbjWaU+ZU0t4V3J8loroNuJ5QcUsJLfRXeo3/5ho
>>>>> f42L+IANyB5K7vnTxNZYyf5ShNVbTY9/iFaviluxrCNztqGTo7CxMpcyWyMS3wcF
>>>>> ycXcq/daB+guEJpW0sm4JtMPSsQ/kN99c/ig3t0HX1kDV7xrDDSF2qPvbYOWF38n
>>>>> omTr7RY3YRFi5LOKvBGa96Aw5UYjMddjcqozWId6xgdXfvz6RUeJCWa9RW8I6ptg
>>>>> 8TaJpM2WgDJMgMuzdl8dDv65l78DkLlNlNo53O66b/9Pt78P75KNjj8naD5kkj4C
>>>>> i9amwnUNNEnZucA2/1vhzr6cVSzrzBLL7juVj0VmABZo4itUZjjR0UkN7MB+ioWU
>>>>> trNhaXgE6EP/160n6D0/NUu02prm3jq8mK6gu9lZFWGbAeCUcch+CbvWSaiXAw3H
>>>>> BOieCsgZD1wfXQJ3wEmnqj/YP94uDlx1IjynskDevjk6OIyIysbBSIqgsUK6fvQ8
>>>>> ztXO6ls7ARMOBmA=
>>>>> =/O+Q
>>>>> -----END PGP SIGNATURE-----
>>>>>
>>>>
>>>>
>>>>
>>>
>>
>>
>


-- 
Best regards / Met vriendelijke groeten,

Niels Basjes

Re: microsecond resolution

Posted by jeff jacobson <je...@gmail.com>.
Thanks for clearing things up, Stephan and Kostas

On Mon, Dec 5, 2016 at 8:08 AM, Kostas Kloudas <k....@data-artisans.com>
wrote:

> Hi Jeff,
>
> As Stephan said the interpretation of the timestamps is up to the logic of
> your job.
> And as for the documentation, thanks for reporting this.
> We should update it.
>
> Cheers,
> Kostas
>
> On Dec 5, 2016, at 1:56 PM, Stephan Ewen <se...@apache.org> wrote:
>
> @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 <jeff.harold.jacobson@gmail.
> com> 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 <
>> k.kloudas@data-artisans.com> 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 <
>>> jeff.harold.jacobson@gmail.com> 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 <mj...@apache.org>
>>> wrote:
>>>
>>>> -----BEGIN PGP SIGNED MESSAGE-----
>>>> Hash: SHA512
>>>>
>>>> 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 <mjsax@apache.org
>>>> > <ma...@apache.org>> 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/streaming/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
>>>> <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 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!
>>>> >
>>>> >
>>>> -----BEGIN PGP SIGNATURE-----
>>>> Comment: GPGTools - https://gpgtools.org
>>>>
>>>> iQIYBAEBCgAGBQJYRJhUAAoJELz8Z8hxAGOiNKoP32ChGeNd7N8Zco2q6lsu+Hxd
>>>> JZq62ey3wTrIUS+3oRlILwnu81cViQHtMMVBly3+YnqB85gNiaEUxEQTQCdKPl8G
>>>> AqxoFIkMcrKGzwGXigKnCAoVIiyuPeNuhY1d1yv4rWrkt7qb0lCC02Xoq1C0hoS6
>>>> Stwk62GXmNRXPYpyjnSq/iAIMbjWaU+ZU0t4V3J8loroNuJ5QcUsJLfRXeo3/5ho
>>>> f42L+IANyB5K7vnTxNZYyf5ShNVbTY9/iFaviluxrCNztqGTo7CxMpcyWyMS3wcF
>>>> ycXcq/daB+guEJpW0sm4JtMPSsQ/kN99c/ig3t0HX1kDV7xrDDSF2qPvbYOWF38n
>>>> omTr7RY3YRFi5LOKvBGa96Aw5UYjMddjcqozWId6xgdXfvz6RUeJCWa9RW8I6ptg
>>>> 8TaJpM2WgDJMgMuzdl8dDv65l78DkLlNlNo53O66b/9Pt78P75KNjj8naD5kkj4C
>>>> i9amwnUNNEnZucA2/1vhzr6cVSzrzBLL7juVj0VmABZo4itUZjjR0UkN7MB+ioWU
>>>> trNhaXgE6EP/160n6D0/NUu02prm3jq8mK6gu9lZFWGbAeCUcch+CbvWSaiXAw3H
>>>> BOieCsgZD1wfXQJ3wEmnqj/YP94uDlx1IjynskDevjk6OIyIysbBSIqgsUK6fvQ8
>>>> ztXO6ls7ARMOBmA=
>>>> =/O+Q
>>>> -----END PGP SIGNATURE-----
>>>>
>>>
>>>
>>>
>>
>
>

Re: microsecond resolution

Posted by Kostas Kloudas <k....@data-artisans.com>.
Hi Jeff,

As Stephan said the interpretation of the timestamps is up to the logic of your job.
And as for the documentation, thanks for reporting this. 
We should update it.

Cheers,
Kostas

> On Dec 5, 2016, at 1:56 PM, Stephan Ewen <se...@apache.org> wrote:
> 
> @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 <jeff.harold.jacobson@gmail.com <ma...@gmail.com>> 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 <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 <k.kloudas@data-artisans.com <ma...@data-artisans.com>> 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 <jeff.harold.jacobson@gmail.com <ma...@gmail.com>> 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 <mjsax@apache.org <ma...@apache.org>> wrote:
>> -----BEGIN PGP SIGNED MESSAGE-----
>> Hash: SHA512
>> 
>> 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 <mjsax@apache.org <ma...@apache.org>
>> > <mailto:mjsax@apache.org <ma...@apache.org>>> 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/streaming/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 <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 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!
>> >
>> >
>> -----BEGIN PGP SIGNATURE-----
>> Comment: GPGTools - https://gpgtools.org <https://gpgtools.org/>
>> 
>> iQIYBAEBCgAGBQJYRJhUAAoJELz8Z8hxAGOiNKoP32ChGeNd7N8Zco2q6lsu+Hxd
>> JZq62ey3wTrIUS+3oRlILwnu81cViQHtMMVBly3+YnqB85gNiaEUxEQTQCdKPl8G
>> AqxoFIkMcrKGzwGXigKnCAoVIiyuPeNuhY1d1yv4rWrkt7qb0lCC02Xoq1C0hoS6
>> Stwk62GXmNRXPYpyjnSq/iAIMbjWaU+ZU0t4V3J8loroNuJ5QcUsJLfRXeo3/5ho
>> f42L+IANyB5K7vnTxNZYyf5ShNVbTY9/iFaviluxrCNztqGTo7CxMpcyWyMS3wcF
>> ycXcq/daB+guEJpW0sm4JtMPSsQ/kN99c/ig3t0HX1kDV7xrDDSF2qPvbYOWF38n
>> omTr7RY3YRFi5LOKvBGa96Aw5UYjMddjcqozWId6xgdXfvz6RUeJCWa9RW8I6ptg
>> 8TaJpM2WgDJMgMuzdl8dDv65l78DkLlNlNo53O66b/9Pt78P75KNjj8naD5kkj4C
>> i9amwnUNNEnZucA2/1vhzr6cVSzrzBLL7juVj0VmABZo4itUZjjR0UkN7MB+ioWU
>> trNhaXgE6EP/160n6D0/NUu02prm3jq8mK6gu9lZFWGbAeCUcch+CbvWSaiXAw3H
>> BOieCsgZD1wfXQJ3wEmnqj/YP94uDlx1IjynskDevjk6OIyIysbBSIqgsUK6fvQ8
>> ztXO6ls7ARMOBmA=
>> =/O+Q
>> -----END PGP SIGNATURE-----
>> 
> 
> 
>

Re: microsecond resolution

Posted by Stephan Ewen <se...@apache.org>.
@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 <
jeff.harold.jacobson@gmail.com> 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 <
> k.kloudas@data-artisans.com> 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 <jeff.harold.jacobson@gmail.co
>> m> 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 <mj...@apache.org> wrote:
>>
>>> -----BEGIN PGP SIGNED MESSAGE-----
>>> Hash: SHA512
>>>
>>> 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 <mjsax@apache.org
>>> > <ma...@apache.org>> 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/streaming/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
>>> <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 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!
>>> >
>>> >
>>> -----BEGIN PGP SIGNATURE-----
>>> Comment: GPGTools - https://gpgtools.org
>>>
>>> iQIYBAEBCgAGBQJYRJhUAAoJELz8Z8hxAGOiNKoP32ChGeNd7N8Zco2q6lsu+Hxd
>>> JZq62ey3wTrIUS+3oRlILwnu81cViQHtMMVBly3+YnqB85gNiaEUxEQTQCdKPl8G
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>>> omTr7RY3YRFi5LOKvBGa96Aw5UYjMddjcqozWId6xgdXfvz6RUeJCWa9RW8I6ptg
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>>> i9amwnUNNEnZucA2/1vhzr6cVSzrzBLL7juVj0VmABZo4itUZjjR0UkN7MB+ioWU
>>> trNhaXgE6EP/160n6D0/NUu02prm3jq8mK6gu9lZFWGbAeCUcch+CbvWSaiXAw3H
>>> BOieCsgZD1wfXQJ3wEmnqj/YP94uDlx1IjynskDevjk6OIyIysbBSIqgsUK6fvQ8
>>> ztXO6ls7ARMOBmA=
>>> =/O+Q
>>> -----END PGP SIGNATURE-----
>>>
>>
>>
>>
>

Re: microsecond resolution

Posted by jeff jacobson <je...@gmail.com>.
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 <k....@data-artisans.com>
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 <je...@gmail.com>
> 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 <mj...@apache.org> wrote:
>
>> -----BEGIN PGP SIGNED MESSAGE-----
>> Hash: SHA512
>>
>> 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 <mjsax@apache.org
>> > <ma...@apache.org>> 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/streaming/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
>> <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 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!
>> >
>> >
>> -----BEGIN PGP SIGNATURE-----
>> Comment: GPGTools - https://gpgtools.org
>>
>> iQIYBAEBCgAGBQJYRJhUAAoJELz8Z8hxAGOiNKoP32ChGeNd7N8Zco2q6lsu+Hxd
>> JZq62ey3wTrIUS+3oRlILwnu81cViQHtMMVBly3+YnqB85gNiaEUxEQTQCdKPl8G
>> AqxoFIkMcrKGzwGXigKnCAoVIiyuPeNuhY1d1yv4rWrkt7qb0lCC02Xoq1C0hoS6
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>> ycXcq/daB+guEJpW0sm4JtMPSsQ/kN99c/ig3t0HX1kDV7xrDDSF2qPvbYOWF38n
>> omTr7RY3YRFi5LOKvBGa96Aw5UYjMddjcqozWId6xgdXfvz6RUeJCWa9RW8I6ptg
>> 8TaJpM2WgDJMgMuzdl8dDv65l78DkLlNlNo53O66b/9Pt78P75KNjj8naD5kkj4C
>> i9amwnUNNEnZucA2/1vhzr6cVSzrzBLL7juVj0VmABZo4itUZjjR0UkN7MB+ioWU
>> trNhaXgE6EP/160n6D0/NUu02prm3jq8mK6gu9lZFWGbAeCUcch+CbvWSaiXAw3H
>> BOieCsgZD1wfXQJ3wEmnqj/YP94uDlx1IjynskDevjk6OIyIysbBSIqgsUK6fvQ8
>> ztXO6ls7ARMOBmA=
>> =/O+Q
>> -----END PGP SIGNATURE-----
>>
>
>
>

Re: microsecond resolution

Posted by Kostas Kloudas <k....@data-artisans.com>.
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 <je...@gmail.com> 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 <mjsax@apache.org <ma...@apache.org>> wrote:
> -----BEGIN PGP SIGNED MESSAGE-----
> Hash: SHA512
> 
> 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 <mjsax@apache.org <ma...@apache.org>
> > <mailto:mjsax@apache.org <ma...@apache.org>>> 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/streaming/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 <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 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!
> >
> >
> -----BEGIN PGP SIGNATURE-----
> Comment: GPGTools - https://gpgtools.org <https://gpgtools.org/>
> 
> iQIYBAEBCgAGBQJYRJhUAAoJELz8Z8hxAGOiNKoP32ChGeNd7N8Zco2q6lsu+Hxd
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> ztXO6ls7ARMOBmA=
> =/O+Q
> -----END PGP SIGNATURE-----
>

Re: microsecond resolution

Posted by jeff jacobson <je...@gmail.com>.
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 <mj...@apache.org> wrote:

> -----BEGIN PGP SIGNED MESSAGE-----
> Hash: SHA512
>
> 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 <mjsax@apache.org
> > <ma...@apache.org>> 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!
> >
> >
> -----BEGIN PGP SIGNATURE-----
> Comment: GPGTools - https://gpgtools.org
>
> iQIYBAEBCgAGBQJYRJhUAAoJELz8Z8hxAGOiNKoP32ChGeNd7N8Zco2q6lsu+Hxd
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> =/O+Q
> -----END PGP SIGNATURE-----
>

Re: microsecond resolution

Posted by Abdallah Ghdiri <gh...@gmail.com>.
Help Matthias
Can you please take a look at my question over at stack overflow and see if
you have an answer
http://stackoverflow.com/questions/40935714/is-it-possible-to-add-new-patterns-in-flink-cep-after-calling-execute

Abdallah.

On Dec 4, 2016 11:27 PM, "Matthias J. Sax" <mj...@apache.org> wrote:

> -----BEGIN PGP SIGNED MESSAGE-----
> Hash: SHA512
>
> 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 <mjsax@apache.org
> > <ma...@apache.org>> 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!
> >
> >
> -----BEGIN PGP SIGNATURE-----
> Comment: GPGTools - https://gpgtools.org
>
> iQIYBAEBCgAGBQJYRJhUAAoJELz8Z8hxAGOiNKoP32ChGeNd7N8Zco2q6lsu+Hxd
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> =/O+Q
> -----END PGP SIGNATURE-----
>

Re: microsecond resolution

Posted by "Matthias J. Sax" <mj...@apache.org>.
-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA512

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 <mjsax@apache.org 
> <ma...@apache.org>> 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!
> 
> 
-----BEGIN PGP SIGNATURE-----
Comment: GPGTools - https://gpgtools.org

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-----END PGP SIGNATURE-----

Re: microsecond resolution

Posted by jeff jacobson <je...@gmail.com>.
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 <mj...@apache.org> wrote:

> Yes. It does.
>
> See:
> 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 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!
>
>

Re: microsecond resolution

Posted by "Matthias J. Sax" <mj...@apache.org>.
Yes. It does.

See:
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 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!