>> Pierre, (If I read correctly, you do not close the attribute attr2 or its dataspace aid2. This may take up memory and decrease performance.), Thank you, I had missed these. Unfortunately, it made no noticeable difference to the performance.

>> Werner Benger (If all time series are of the same length, it might also be an option to put >> them all into the same dataset but leave one dimension open and extend that one as >> new datasets come in, so each time series is just one chunk of such a 2-dimensional dataset. I like the sound of this (the majority of the data is the same length). I haven't noticed a way yet of adding columns to a matrix, is this straightforward? If it is, I can store the column names and numbers in a different dataset and the actual values as a large 2d matrix.

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