KDB+ for real time tick data and analytics
January 08, 2016
KDB+ for real time tick data and analytics
Score 8 out of 10
Vetted Review
Verified User
Overall Satisfaction with kdb+
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.
- It perfectly solves most of our real time tick data needs.
- Finding good kdb resources is slightly difficult. Also new people trying to learn kdb experience a relatively longer learning curve.
- MemSQL and OneTick