Is the compression geared towards any particular type of data? Seems like compression that would work well on, say, blog posts, may not work as well on, say, tick-level data from a stock exchange.
It works, but it's not the best scenario for us. Scenarios with financial data are most likely sequential read (gimme all data for the last 50 trading days) and write heavy (tick-level write). We're blowing away the rest of the pack when you have a huge haystack and you're looking for the needle in it, that's where you're gonna get a 200x boost in performance with using Terark.
