3 years, 1 month ago
Need some pointers about KDB+....any info about this database is welcome!
Hi,
Would be using KDB+ for fast retrieval of huge analytic data on the lines of Terabytes. Any pointers to documentations, and help would be of great assistance. KDB pros and cons is also something I am eager to know from the horse's mouth.
A big hug,
Sayan
Would be using KDB+ for fast retrieval of huge analytic data on the lines of Terabytes. Any pointers to documentations, and help would be of great assistance. KDB pros and cons is also something I am eager to know from the horse's mouth.
A big hug,
Sayan
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M$1 Answer
Here are some interesting info about kdb+ which i have collected from one of my friend.
Why kdb+
Speed and simplicity. Our entire trading system- which is data capture, back testing, real time screening, risk management, execution and position management is about 8 pages and works very fast.
We do use flash (adobe flex) to connect to kdb+ via q's built in XML parser- but that's only for show. We use the kdb+Excel link for real-time information. But in general we have few GUI's.
kdb+tic is all you need for an event driven system. Risk management is just an event based decision process. Requested positions come in, they are checked against a bank of risk management rules, and either they are rejected or passed to the execution engine.
The feedhandler works both ways. It can both capture data from the exchange and send it. This ensures that you are not making decisions you can't trade on.
Hope this info is helpful to you. Good luck.
Why kdb+
Speed and simplicity. Our entire trading system- which is data capture, back testing, real time screening, risk management, execution and position management is about 8 pages and works very fast.
We do use flash (adobe flex) to connect to kdb+ via q's built in XML parser- but that's only for show. We use the kdb+Excel link for real-time information. But in general we have few GUI's.
kdb+tic is all you need for an event driven system. Risk management is just an event based decision process. Requested positions come in, they are checked against a bank of risk management rules, and either they are rejected or passed to the execution engine.
The feedhandler works both ways. It can both capture data from the exchange and send it. This ensures that you are not making decisions you can't trade on.
Hope this info is helpful to you. Good luck.
You can leave an optional "tip" with Mahalo's virtual currency, Mahalo Dollars. If you are asking a difficult question that might require some research, or if you'd like a wide variety of feedback, a higher tip often leads to more answers to your question.
M$
Awesome thanks....
Sayan