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Reviews (1-4 of 4)
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January 08, 2016
I work in the equities area, where we use kdb for most of our real time tick data requirements. Tick data in our case ranges from market data, real time analytics, live PNL and orders data etc.
- It is really fast if chosen for the right problem.
- Large logic can be shrunk into a tiny snippet.
- It provides a column oriented database, where each column in a table is a vector. Thus you can perform very fast analytics using its vector processing power.
- It is sometimes painful to accept the fact that KDB+ is not fully multithreaded.
- The ability to write shorter code for a complex logic is really good. But it makes it really cryptic. Cryptic codes are very difficult to maintain and extend.
- For some small institutions license cost is little high.
January 05, 2016
I've been using kdb+ in the context of storing and generating analytic from large financial data set for over 10 years. IMHO, no other product provides the performance and flexibility remotely close to kdb+. The build-in language q is very terse and expressive. In one of my former jobs, traders were creating new quantitative models almost "in the speed of thoughts" with kdb+. That really gave us the edge of "time to market".
- Time series analysis. The built-in vector operations are extremely fast. Also with the q language you can code up any customized analytical ideas quickly.
- The database are all file based, very easy to maintain.
- Very solid and fast interface to websocket, so you can interface with javascript easily.
- The learning curve is a little steep in the beginning.
We use kdb to store and analyze real time market data for transaction cost analysis.
- Process large amounts of time series data
- Perform quick calculations without use of cursor
- Use of window joins and as of joins
- Hard to read
- Hard to find knowledgeable developers
- Lack of good IDE
kdb+ is very useful in the trading world as it allows analysts to look at huge amounts of data quickly and somewhat easily. Speed was a huge factor.
- Efficient computing.
- Code interpretation is fast.
- Designed with finance in mind.
- The language is difficult to learn.
- Better solutions are needed for breaking loops without resetting servers.
- Include basic templates for fields such as finance, medicine, etc.
kdb+ Scorecard Summary
What is kdb+?
kdb+ is a time series database from kx headquartered in Palo Alto, California, a division of First Derivatives.
Categories: Time Series Databases
kdb+ Technical Details
Operating Systems: | Unspecified |
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Mobile Application: | No |