best db schema for time series data?

[Louis-David Mitterrand <vindex+lists-pgsql-performance@xxxxxxxxxxx>]

Hi,

I have to collect lots of prices from web sites and keep track of their
changes. What is the best option?

1) one 'price' row per price change:

	create table price (
		id_price primary key, 
		id_product integer references product,
		price integer
	);

2) a single 'price' row containing all the changes:

	create table price (
		id_price primary key, 
		id_product integer references product,
		price integer[] -- prices are 'pushed' on this array as they change
	);

Which is bound to give the best performance, knowing I will often need
to access the latest and next-to-latest prices?

Thanks,

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