Brief info on kdb+, intended for audience who are unaware of it.

1. Kdb+

2. Why kdb+
• Uses Vector based q language  Lesser LoCs and Execution Time
• Designed for synthesizing Markets (read huge and diverse) data  Kdb+/tick
(consists of) --- Ticker plant/Publisher (publishes to) --- Real Time Database
(at the eod) --- Historical Database
• Analytics in C, C++, C#, Python, Java, etc could be combined to work on huge
data sets
• Getting data from multiple sources and in multiple formats
• Support for several Database Connectivity standards
• Building analytics on triggers  No ill effect in speed/performance
• Extremely robust in converting data to/from different types (such as
generating XMLs, encryption, producing formats for 802.11 x standards)
• Kdb+ is only 200K in size
• Comes with a built-in web server; can be used to return query results in
various formats – XML, CSV, HTML,TXT
• Numerous APIs to Java, Cpp, Python etc

3. q
• SQL + Time series analysis
• Data stored in an ordered form  Queries are simple
For eg: select the closing price for each stock by date -
select last price by date, sym from trade
• Date sub-parts are enumerated  Could take part in aggregations
For eg: ten minute roll-ups on a stock -
select last price, sum size by 10 xbar time.minute from trade where
sym=`MSFT ‘
• Number of Built-in functions  Less programming, less objects
volume weighted average price –
select size wavg price from trade where sym = ‘MSFT’
• Efficient server side programming  Minimize amount of data across
networks
max price from a trade table for each symbol for one day of trading –
select max price by sym from trade
• Create Dedicated servers for running heavy queries

4. Getting Started
• Download - http://bit.ly/vbRQa
• Create a directory under C: called q, and add
‘C:qw32’ in $PATH (Put the content of
“windows” folder in q)

5. SDE
• Use to exit a q session
• Results could me moved to a web browser, or
excel
• Script files (*.q) are preferred – You write your
script in the file and execute it from the q shell
command line
For eg: l [pathname]trade.q
• Download q-Console IDE - http://bit.ly/BSsUq

6. Pointers
• http://bit.ly/I1sUU - Scientific Vector
Language
• http://bit.ly/8KxEa - KDB+ Documentation