Schema Improvements

Nice project here! I also store polygon/massive data in clickhouse for my own work. A couple years ago I tested different compression options to find the highest compression/performance combinations since these involve storing hundreds of millions or billions of individual datapoints and rows over the years.

My schema and some other details are outlined here if you'd like to use or modify these formats too: https://matt.sh/cyborg-trading#_table-layout

Start by reading the linked table-layout notes and comparing them with the repository's current schema. No files or tests are named, so first identify the existing schema and the data paths it supports; the work is done when specific schema improvements and a way to validate compression and performance are agreed.

Written by the indexing model from the issue text.