Data Wrangling Best Practices - NYSE TAQ Data

[jzr]

julia> fmt = "yyyy-mm-dd"; 
strings = Dates.format.(Dates.epochms2datetime.(1:400_000), fmt); 
@time DateTime.(strings, fmt);
  9.603615 seconds (18.00 M allocations: 1.010 GiB, 3.09% gc time)

Parsing 400k datetimes takes ~10 seconds, pretty slow imo.