val fsi : Compiler.Interactive.InteractiveSession

Full name: Microsoft.FSharp.Compiler.Interactive.Settings.fsi

Big Time-Series Data
in the Cloud

Tomas Petricek, fsharpWorks
@tomaspetricek | |

F# is a general purpose language

Why F# for analytical components?

F# Software Foundation

  • Language design and compiler
  • Editor and tool creators
  • Commercial user contributions
  • Open-source community | @fsharporg | #fsharp


UK housing crisis
(April 2016)

Atom and VS Code bindings for F#

Open with support for community tooling

HTML formatters

Supported in Ionide and FsLab Journals

Planned support in Jupyter notebooks

HTML formatters

fsi.AddHtmlPrinter(fun (table:Table) ->
  [ "style", "<style>td { color:red; }</style>" ],
  table.InlineHtml )


UK housing crisis
(1995 - 2016)

Deedle and Big Deedle

Exploratory data frame and time-series library

In-memory data and virtual data sources

Define addressing IRangeKeyOperations<'A>
and data souurces IVirtualVectorSource<'T>


Processing house
prices in the cloud

async { .. }
cloud { .. }

Data scripting for the cloud

Cloud computations, data flow streams


Tick trades with bid/ask
(WDC 2010-2015)

Run your computations
where your data is

Integrate with anything
via type providers

Analysing big data with F#

  • for expressive, efficient & correct code
  • for modern extensible tooling
  • for all things data science
  • for interactive scalable computing
  • Deedle for time-series and data frames
  • R Provider for world-class stats packages
  • XPlot for rich HTML5 charting

software stacks trainings

mac and linux cross platform tutorials

F# Software Foundation

user groups open source Xamarin

community research

support contributions diversity

Thank you!

  • FP Lab Hour - 13:40, room 10
  • FP Session - Elixir and more, room 3
  • fsharpWorks - trainings & consulting

Tomas Petricek |
@tomaspetricek |