[PaulHoule]

My first thought is that time series data sets vary drastically in scale.

For instance, there are two CPI numbers that come out once a month for about 80 years so far, or 1920 numbers total. That's "small data". Other systems collect that many numbers in a millisecond.

I like the time series handling capabilities in pandas myself.

[coopr]

Ah, good point, I left that out.

My system will max out at perhaps 1M data points in any given series. More typically it might have 1/10th or 1/100th of that.