Tag Archives: KDB

From kdb+ to monetDB open source fast database

From kdb+ to monetDB open source fast database

After seeing job posts, this article lead me to this database choice:

We’ve created a roundup of the top column-oriented database systems: http://www.timestored.com/time-series-data/column-oriented-databases

This includes kdb+ and some open source alternatives.

We have done some initial work at benchmarking common time-series queries and found open source monetDB to be particularly fast…we will hopefully be able to publish some of those results at a later date.

http://quant.stackexchange.com/questions/3156/is-there-any-thing-out-there-as-a-substitute-for-kdb

 

So that lead me to MonetDB (same as kdb+ which is an in memory column store)

http://www.timestored.com/time-series-data/column-oriented-databases

http://dev.monetdb.org/hg/MonetDB/graph/

This is also compatible with FreeBSD

vs my fave Redis NOSQL but these are completely different animals

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Somone begged me to promote source code to kx KDB high speed database source, I said ok but there was hitch

Somone begged me to promote source code to kx KDB high speed database source, I said ok but there was hitch

It was only from 2006. You be the judge

http://www.ganuenta.com/bonds.k

http://ganuenta.com/ (lower right)

Stevan Apters www.nsl.com (NSL for “no stinking loops”).

Plse explore http://code.kx.com/wiki/Articles#Financial_Math_in_Q

More:

E.g. step 1. : Buy Jeff Borror‘s book “q for mortals” …

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BTW! How I could I forget?kdb+ high performance, column-oriented, designed for massive datasets database

BTW! How I could I forget?kdb+ high performance, column-oriented, designed for massive datasets database

illy me. My Skype friend want to remind me of this powerful database from kx

http://kx.com/kdb-plus.php

http://pietrowski.info/2012/12/kdb-high-performance-column-oriented-designed-for-massive-datasets-database/

 

Millions of records per seconds

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Is the FREE kdb + 32 bit in memory database decent for high speed tick data or is this open source Kona solution good enough?

Is the FREE kdb + 32 bit in memory database decent for high speed tick data  or is this open source Kona solution good enough?

This topic came out for some within London!

Read this as a potentially good in memory database option for tick data

https://news.ycombinator.com/item?id=7522327

 

This was mentioned by the contact:

https://github.com/kevinlawler/kona

Any opinions of this Kona?

Update: It was suggested the codingto learn how to reveerse engineer this Kona is not wise due to complex coding both in the interpreter and database languages.

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Will Microsoft SQL Server StreamInsight or KDB resolve my CEP needs in my automated trading system?

Will Microsoft SQL Server StreamInsight or KDB resolve my comple event processing aka CEP needs in my new customer high speed automated trading system?

From my Youtube messaging friend:

BTW, the CEO of KX Systems (KDB) is critiquing non- database integrated CEP systems here.

 http://www.hftreview.com/pg/blog/mike/read/5388/kx-systems-and-high-frequency-trading

 So, basically, the only capable CEP platforms are kdb, onetick and deltix.

 Confirms what the london quant has been saying, you can post this if you want.
 —-

 I could see how SQLServer with Streaminsight could come into play for risk management for an FPGA system. Take the market data and the fix messages into the database and use CEP to parse them and reconcile the data to create position risk/size estimates and real-time P&L and order transaction visualization with panopticon. QuickFix can connect to SQLServer, and so can panopticon. Banzai can manually submit orders.

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How to stream your historical market tick data for back testing your trading strategy? KDB or Microsoft SQL Server?

How to stream your historical market tick data for back testing your trading strategy? KDB or Microsoft SQL Server?

From a Youtube user:

Hey, i have a question. If i have lots of historical tick data, and want to replay the data as it happened, i.e. like a tick player, a peice of software that actually replays the ticks as they happened, how do i do this? Other than ninjatrader?

My answer:

Try kdb if you can afford it. Or this:

http://www.microsoft.com/en-us/sqlserver/solutions-technologies/business-intelligence/streaming-data.aspx

This is considered prettty well by the quants

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Announcing kdb with charting front end GUI for your rapid market tick data storage and access

Announcing  kdb with  charting front end GUI for your rapid market tick data storage and access

RSS feed spike for Quant Premium Membership Data

I am writing to suggest you may like to include the below snippet on

a new kdb GUI with advanced charting:

 

Kdb the advanced timeseries database by kx.com now has a new

graphical charting GIU called qStudio. QStudio is a modern IDE

featuring autocompletion, server browsing and syntax highlighting. It

is available to download now at:

http://www.timestored.com/qstudio/

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Who is the Best market data provider for industry and data news ? Which database to handle all that stuff? kdb

Who is the Best market data provider for industry and data news ? Which database to handle all that stuff? kdb

I asked my UK quant friend what he would spend profits on. He easily said data was the most important for back testing. One source that came up was a news provider called EDI. After some investigation, they aggregate dozens of industry news providers. Apparently, this could run you in the hundreds of thousands of dollars. Also, he said historial data is important with something like Level 10.. This is not a typo. Also mentioned was the popular kdb to hand that data. Sorry following Twitter does not count as you cannot trust it. Enjoy.

http://www.exchange-data.com/products/cfo.aspx

http://www.exchange-data.com/Partners.aspx

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No to NOSQL like MondoDB or Cassandra for institutional firms like hedge funds or banks for in memory database, hello kdb is fastest processing

No to NOSQL like MondoDB or Cassandra for institutional firms like hedge funds or banks  for in memory database, hello kdb is fastest

 

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This was sent from Youtube visitor (TimeStored) as a comment for the video:

They commented:

Hi Bryan,

I would say the core strengths of kdb are:
– q language is very powerful
– kdb is based on ordered lists, SQL is based sets, this difference makes a lot of time series queries much easier.
– it’s fast

 

Also:

i Bryan,

The core strengths of kdb are:
– q language is very powerful
– kdb is based on ordered lists, SQL is based sets, this difference makes a lot of time series queries much easier.
– it’s fast.

I can easily recommend a career in it if you want an interesting, challenging programming job.

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Youtube vidYoutube video: cool million dollars to store tick database with kdb no need for nosql like Hadoop, Cassandra, MongoDB, Redis

 

Youtube vidYoutube video: cool million dollars to store tick database with kdb no need for nosql like Hadoop, Cassandra, MongoDB, Redis

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