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An Introduction to Kx Technology:
A Big Data Solution
8th December 2016
Chris Leckey
Kx Systems

Est. 1993, California, USA

Founder's Concern: Volume

Widely adopted in financial services over two decades

Global company, Large user community

Other industries: Energy, Pharmaceuticals, Telecommunications, Sport
About Kx Systems
Kx Clients & Industries
About the Technology
• Integrated in-memory, columnar
database & programming system
• Map-Reduce built-in
• Parallelism
• Time as native
• Streaming, real-time and historical
data.
• Lightweight Executable (800kB)
• Low TCO:

Low O&M costs

Standard OS & Hardware
q at a Glance
• Functional array processing language
• Vector based
• Descended from Ken Iverson's APL
• Right to Left Execution
• Low Latency:

Interpreted, not compiled

Runs inside database
• Terse - Get more from less code
Project Euler Problem 1 in qProject Euler Problem 1 in q
Project Euler Problem 1 in JavaProject Euler Problem 1 in Java
44 Characters44 Characters
233 Characters233 Characters
q – Simple Query Syntax
6
sym price size
JPM 34.51 105
GE 71.23 97
BP 18.69 23
JPM 34.53 16
JPM 34.55 85
BP 18.72 81
GE 71.15 48
sym price size
JPM 34.51 105
JPM 34.53 16
JPM 34.55 85
Trade Table Query
Result
Kx Performance Comparison
• Dataset: NYSE TAQ 5000 days. 1.1 Trillion quotes. 65 Billion trades. 100TB raw text.
• Machine: 16 core 256GB. Date partitioned. Symbol indexed.
• All queries in RAM (kdb+ 3.x March 2015)
• Time to query for smallest day trades. 2003.09.10 35M quotes. 5M trades.
Kx Performance
“Kx’s kdb+, running on Dell EMC DSSD D5 and PowerEdge
servers, has established performance records while testing on the
largest STAC-M3 data scale so far.”
Peter Lankford,
STAC Director
•
The Independent Electricity System Operator (IESO)
•
Largest multi-tenant meter data processing service (4.7 million meters)
•
> 300 billion rows of data, growing by 120 million per day
•
Selected and applied Kx to support:

Analytics not previously possible

On demand access to all of the data by utilities and their customers

24x7x365 availability and near real-time synchronization with transaction
system.
Kx for Utilities Case Study
Service
Previous
Solution
Kx
Solution
Web-services response time 30 sec 30 ms
Number of requests 30/sec 20,000/sec
Ad-hoc queries, aggregations, bulk extracts Hours-Days Second-Minutes
Service Availability 20 hours,6 days/week 24 hours,7 days/week
Kx for Utilities Case Study
• Maintains investment in
existing system.
• Rapid implementation of Kx
technology.
• Low risk or impact on
existing system.
• Functionality and availability
improved.
Data Feed
Existing System
of
Record
Time series &
Master Data
in kdb+
Kx Technologies
Ad hoc
Queries
Analysis
Dashboards
Time series data
Real-time or scheduled replication
Query results
Kx for Utilities Case Study
Dashboards for Kx
• Real-time streaming support.
• Easy to use, no programming
experience required.
• Drag-and-drop HTML 5 interface, with
over
35 ready-made components.
• Compatible with all modern browsers.
Dashboards for Kx
Dashboards for Kx
Dashboards for Kx
Köszönöm!
Kx® and kdb+ are registered trademarks of Kx Systems, Inc., a subsidiary of First Derivatives plc.
Email: cleckey@firstderivatives.com
Free 32-bit Download: https://kx.com/download/

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"An Introduction to Kx Technology: A Big Data Solution" Chris Leckey, a Data Scientist from Kx System's Northern Ireland Office

  • 1. An Introduction to Kx Technology: A Big Data Solution 8th December 2016 Chris Leckey Kx Systems
  • 2.  Est. 1993, California, USA  Founder's Concern: Volume  Widely adopted in financial services over two decades  Global company, Large user community  Other industries: Energy, Pharmaceuticals, Telecommunications, Sport About Kx Systems
  • 3. Kx Clients & Industries
  • 4. About the Technology • Integrated in-memory, columnar database & programming system • Map-Reduce built-in • Parallelism • Time as native • Streaming, real-time and historical data. • Lightweight Executable (800kB) • Low TCO:  Low O&M costs  Standard OS & Hardware
  • 5. q at a Glance • Functional array processing language • Vector based • Descended from Ken Iverson's APL • Right to Left Execution • Low Latency:  Interpreted, not compiled  Runs inside database • Terse - Get more from less code Project Euler Problem 1 in qProject Euler Problem 1 in q Project Euler Problem 1 in JavaProject Euler Problem 1 in Java 44 Characters44 Characters 233 Characters233 Characters
  • 6. q – Simple Query Syntax 6 sym price size JPM 34.51 105 GE 71.23 97 BP 18.69 23 JPM 34.53 16 JPM 34.55 85 BP 18.72 81 GE 71.15 48 sym price size JPM 34.51 105 JPM 34.53 16 JPM 34.55 85 Trade Table Query Result
  • 7. Kx Performance Comparison • Dataset: NYSE TAQ 5000 days. 1.1 Trillion quotes. 65 Billion trades. 100TB raw text. • Machine: 16 core 256GB. Date partitioned. Symbol indexed. • All queries in RAM (kdb+ 3.x March 2015) • Time to query for smallest day trades. 2003.09.10 35M quotes. 5M trades.
  • 8. Kx Performance “Kx’s kdb+, running on Dell EMC DSSD D5 and PowerEdge servers, has established performance records while testing on the largest STAC-M3 data scale so far.” Peter Lankford, STAC Director
  • 9. • The Independent Electricity System Operator (IESO) • Largest multi-tenant meter data processing service (4.7 million meters) • > 300 billion rows of data, growing by 120 million per day • Selected and applied Kx to support:  Analytics not previously possible  On demand access to all of the data by utilities and their customers  24x7x365 availability and near real-time synchronization with transaction system. Kx for Utilities Case Study
  • 10. Service Previous Solution Kx Solution Web-services response time 30 sec 30 ms Number of requests 30/sec 20,000/sec Ad-hoc queries, aggregations, bulk extracts Hours-Days Second-Minutes Service Availability 20 hours,6 days/week 24 hours,7 days/week Kx for Utilities Case Study
  • 11. • Maintains investment in existing system. • Rapid implementation of Kx technology. • Low risk or impact on existing system. • Functionality and availability improved. Data Feed Existing System of Record Time series & Master Data in kdb+ Kx Technologies Ad hoc Queries Analysis Dashboards Time series data Real-time or scheduled replication Query results Kx for Utilities Case Study
  • 12. Dashboards for Kx • Real-time streaming support. • Easy to use, no programming experience required. • Drag-and-drop HTML 5 interface, with over 35 ready-made components. • Compatible with all modern browsers.
  • 16. Köszönöm! Kx® and kdb+ are registered trademarks of Kx Systems, Inc., a subsidiary of First Derivatives plc. Email: cleckey@firstderivatives.com Free 32-bit Download: https://kx.com/download/