Kdb+
| Original author(s) | Arthur Whitney |
|---|---|
| Developer(s) | Kx Systems |
| Initial release | 2003 |
| Written in | Q |
kdb+ is a column-based relational time-series database with in-memory capabilities, developed and marketed by Kx Systems. The database is commonly used in high frequency trading to store, analyze, process and retrieve large data sets at high speed. kdb+ has the ability to handle billions of records and analyzes data within the database. The database is available in 32 and 64-bit versions over a variety of operating systems. Financial institutions use kdb+ to analyze time series data such as or commodity exchange data. The database has also been used for other time-sensitive data applications including energy trading, telecommunications, sensor data, log data, and machine and network usage monitoring.
kdb+ is a high-performance column-store database that was designed for processing and storing large amounts of data. Commonly accessed data is pushed into memory, which is faster to access than data stored on disk. Created with financial institutions in mind, the database was developed as a central repository to store time series data that supports real-time analysis of billions of records. kdb+ has the ability to analyze data over time and responds to SQL-like queries.
Columnar databases return answers to queries in a more efficient way than row-based database management systems. kdb+ dictionaries, tables and nanosecond time stamps are native data types and are used to store time series data.
At the core of kdb+ is the built-in programming language, q. q is an expressive query language. The concise array language can manipulate streaming, real-time and historical data. kdb+ uses q to aggregate and analyze data, perform statistical functions, and join data sets and supports SQL queries The vector language q was built for speed and expressiveness and mostly eliminates the need for looping structures. kdb+ includes interfaces in C/C++, Java, C# and Python.
In 1998, Kx Systems released kdb, a database built on the language K written by Arthur Whitney. In 2003, kdb+ was released as a 64-bit version of kdb. In 2004, the kdb+ tick market database framework was released along with kdb+ taq, a loader for the taq data. kdb+ was created by Arthur Whitney built on his previous work with array languages.
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