Kdb+ — Mediated Wiki

{{Short description|High-speed database}} {{lowercase title|kdb+}} {{Infobox software | name = kdb+ | logo =  | logo alt = | screenshot =  | caption = | screenshot alt = | author = Arthur Whitney | developer = KX Systems | released = {{Start date and age|2003}} | latest release version = | latest release date =  | programming language = q | operating system = Windows, macOS, Linux, Solaris | platform = IA-32, x86-64, SPARC | size = | language = English | language count =  | language footnote = | genre = relational time series database | license = Proprietary | alexa = | website = {{URL|https://kx.com/}} | standard = | AsOf = }}

'''kdb+''' is a column-based relational time series database (TSDB) with in-memory (IMDB) abilities, developed and marketed by KX Systems.<ref name=inside/> The database is commonly used in high-frequency trading (HFT) to store, analyze, process, and retrieve large data sets at high speed.<ref name=trading/> kdb+ has the ability to handle billions of records and analyzes data within a database.<ref name=forbes/> The database is available in 32-bit and 64-bit versions for several operating systems.<ref name=quant/> Financial institutions use kdb+ to analyze time series data such as stock or commodity exchange data.<ref name=cluster/> The database has also been used for other time-sensitive data applications including commodity markets such as energy trading, telecommunications, sensor data, log data, machine and computer network usage monitoring<ref>{{cite journal |title=Kx Systems readies faster database in push beyond financial services |last=Stamper |first=Jason |date=September 4, 2014 |journal=451 Research}}</ref> along with real time analytics in Formula One racing.<ref>{{Cite web |title=Williams Racing Announce KX as an Official Supplier |url=https://www.williamsf1.com/posts/ea41af4f-c0b5-413c-a8d5-b7065586ff0e/williams-racing-announce-kx-as-an-official-supplier |access-date=2023-01-24 |website=Williams Racing |language=en}}</ref>

==Overview== kdb+ is a high-performance column-store database that was designed to process and store large amounts of data. Commonly accessed data is pushed into random-access memory (RAM), which is faster to access than data in disk storage. 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.<ref name=finance/><ref name=inside/><ref name=itl/> kdb+ has the ability to analyze data over time and responds to queries similar to Structured Query Language (SQL).<ref name=trading/>

Columnar databases return answers to some queries in a more efficient way than row-based database management systems.<ref name=cluster/> kdb+ dictionaries, tables and nanosecond time stamps are native data types and are used to store time series data.<ref name=cluster/><ref name=wst/>

At the core of kdb+ is the built-in programming language, q, a concise, expressive query array language, and dialect of the language APL.<ref name=finance/> Q can manipulate streaming, real-time, and historical data.<ref name=trading/> kdb+ uses q to aggregate and analyze data, perform statistical functions, and join data sets and supports SQL queries<ref name=markets/> The vector language q was built for speed and expressiveness and eliminates most need for looping structures.<ref name=cluster/> kdb+ includes interfaces in C, C++, Java, C#, and Python.<ref name=quant/><ref name=cluster/>

==History== In 1998, KX 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 New York Stock Exchange (NYSE) taq data. kdb+ was created by Arthur Whitney, building on his prior work with array languages.<ref name=cluster/>

In April 2007, KX announced that it was releasing a version of kdb+ for Mac OS X. Then, kdb+ was also available on the operating systems Linux, Windows, and Solaris.<ref name=mac/>

In September 2012, version 3.0 was released. It was optimized for Intel's upgraded processors with support for WebSockets, and universally unique identifiers (UUIDs, termed ''globally'' unique identifiers (GUID)s in Microsoft software). Intel's Advanced Vector Extensions (AVX) and Streaming SIMD Extensions 4 (SSE4) 4.2 on the Sandy Bridge processors of the time allowed for enhanced support of the kdb+ system.<ref name=forbes/> In June 2013, version 3.1 was released, with benchmarks up to 8 times faster than older versions.<ref name=auto/>

In March 2020, version 4.0 was released.<ref name=kx/> New features included Multithreaded primitives, Intel Optane DC persistent memory support and Data at Rest Encryption.

==References== {{reflist|35em| refs=

<ref name=itl>{{cite web |url=http://itl-g.com/solutions/kdb/ |title=Kdb+ |author= |publisher=Itl Group |access-date=June 8, 2016 |archive-date=November 14, 2019 |archive-url=https://web.archive.org/web/20191114222227/http://itl-g.com/solutions/kdb/ |url-status=dead }}</ref>

<ref name=inside>{{cite web |url=http://insidebigdata.com/2015/01/19/kdb-internet-thingsbig-data/ |title=Kdb+ and the Internet of Things/Big Data |last=Gutierrez |first=Daniel |date=January 19, 2015 |publisher=Inside Big Data |access-date=June 8, 2016}}</ref>

<ref name=finance>{{cite web |url=http://www.financemagnates.com/institutional-forex/technology/first-derivatives-boosts-its-kdb-software-business-with-new-acquisition/ |title=First Derivatives Boosts its KDB+ Software Business with New Acquisition |last=Golovtchenko |first=Victor |date=January 1, 2016 |publisher=Finance Magnates |access-date=June 8, 2016}}</ref>

<ref name=trading>{{cite web |url=http://www.thetradingmesh.com/pg/blog/mike/read/5388/kx-systems-and-high-frequency-trading |title=Kx Systems and High Frequency Trading |author= |date=June 10, 2011 |publisher=The Trading Mesh |access-date=June 8, 2016 |archive-url=https://web.archive.org/web/20181219134322/http://www.thetradingmesh.com/pg/blog/mike/read/5388/kx-systems-and-high-frequency-trading |archive-date=December 19, 2018 |url-status=dead }}</ref>

<ref name=auto>{{cite web |url=http://www.automatedtrader.net/news/at/142863/kxs-kdb+-claims-up-to-8x-faster-than-any-previous-stac-m3--benchmarks |title=Kx's kdb+ claims up to 8x faster than any previous STAC M3 benchmarks |author= |date=June 11, 2013 |publisher=Automated Trader |access-date=June 8, 2016 |archive-url=https://web.archive.org/web/20181219090914/http://www.automatedtrader.net/news/at/142863/kxs-kdb+-claims-up-to-8x-faster-than-any-previous-stac-m3--benchmarks |archive-date=December 19, 2018 |url-status=dead }}</ref>

<ref name=markets>{{cite web |url=http://marketsmedia.com/wall-street-firms-extend-big-data-capabilities/ |title=Wall Street Firms Extend 'Big Data; Capabilities |last=Marlin |first=Steve |date=June 19, 2014 |publisher=Markets Media |access-date=June 8, 2016}}</ref>

<ref name=quant>{{cite news |last1=Sbardella |first1=Luca |date=October 2, 2009 |url=http://quantmind.com/blog/2009/10/a-first-look-at-kdb |title=A first look at kdb+ |publisher=Quantmind |access-date=June 8, 2016 |archive-date=January 29, 2019 |archive-url=https://web.archive.org/web/20190129063946/http://quantmind.com/blog/2009/10/a-first-look-at-kdb |url-status=dead }}</ref>

<ref name=cluster>{{cite web |last1=Eadline |first1=Douglas |date=September 9, 2014 |url=http://www.clustermonkey.net/Deep-Dive/working-down-the-column-the-kdb-community.html |title=Working Down the Column: The Kdb+ Community |publisher=Cluster Monkey |access-date=June 8, 2016}}</ref>

<ref name=forbes>{{cite news |last1=Groenfeldt |first1=Tom |date=September 24, 2012 |url=https://www.forbes.com/sites/tomgroenfeldt/2012/09/24/at-kx-systems-big-data-is-old-news/#1b2e873e7010 |title=At Kx Systems Big Data Is Old News |work=Forbes |access-date=June 8, 2016}}</ref>

<ref name=mac>{{cite news |last1=Cohen |first1=Peter |date=April 17, 2007 |url=http://www.macworld.com/article/1057391/kx.html |title=Kdb+ financial database comes to Mac OS X |publisher=Macworld |access-date=June 8, 2016}}</ref>

<ref name=wst>{{cite news |last1=Crosman |first1=Penny |date=September 14, 2009 |url=http://www.wallstreetandtech.com/latency/kx-offers-nanosecond-timestamps-in-updated-database/d/d-id/1262409 |title=Kx Offers Nanosecond Timestamps in Updated Database |publisher=Information Week |access-date=June 8, 2016 |archive-date=August 16, 2017 |archive-url=https://web.archive.org/web/20170816234948/http://www.wallstreetandtech.com/latency/kx-offers-nanosecond-timestamps-in-updated-database/d/d-id/1262409 |url-status=dead}}</ref>

<ref name=kx>{{cite news |last1=Garland |first1=Simon |date=March 23, 2020 |url=https://kx.com/blog/kdb-version-4-0-faster-more-secure/ |title=Kdb+ version 4.0 – faster, more secure |access-date=December 4, 2021}}</ref>

}}

==External links== * {{Official website|https://kx.com/}} * [https://community.kx.com/ Developer Community] * [https://code.kx.com/ Documentation]

Category:Databases Category:Proprietary database management systems