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KDB+

An In-Memory Database by
[kx]

What is Kdb+?
A high-performance column-store database with a
built-in expressive query and programming
language q. Used as a central repository to store
time-series data within an enterprise, kdb+
supports real-time analysis of billions of records
and
fast access
to terabytes
of historical data. It
1.
provides
seamless
scalability;
also:
2.
runs on industry standard server platforms;
3. is top-ranked in thirdpartybenchmarktesting;
4. has an extremely small footprint, which
makes installation and maintenance fast
and straightforward;
5. easily accommodates available APIs for
connectivity to major external systems and
modules;

Why Kdb+?
1. Widely used in finance sector as market
data servers, back-ends for trading
applications and investment funds and
many other.
2. Top Financial Brands are using Kdb+
3. Supports Big Data Analytics.
4. Works over APL system.
5. Less then 1mb of product.
6. Costs $100k+ for each CPU & worth each
penny.
7. $3000*/- for only 3 days training.

Recently has been awarded a contract by the U.S. Securities


and Exchange Commission (SEC) for use of its kdb+ software in
supporting its ongoing IT objectives.
Kdb+is widely used in finance sector as market data servers,
back-ends for trading applications and investment funds and
many other
Kx has been fortunate as result of the recent rise in theInternet
of Things(IoT). The companys focus is on offering the best
possible performance for its chosen (financial) market. It just
happens that the (big data) issues faced by that market are
exactly analogous to many IoT environments. Not only is kdb+
suitable for implementation for many of these use cases but,
more importantly, the product has significant technical
advantages in these areas. As a result, there may be significant
expansion of the companys user base within the IoT domain.

WHO ARE USING KDB+

End User Clients


Goldman Sachs ,
Morgan Stanley ,
Merrill Lynch ,
J.P. Morgan ,
Deutsche Bank
IEX ,
Shenzhen Stock
Exchange ,
Oppenheimer Capital
Markets ,
UniCredit Bank AG ,
DekaBank ,

ConvergEx ,
Commerzbank AG ,
Purdue Pharma L.P. ,
Independent Electricity
System Operator ,
Total Gas & Power UK ,
RBC Capital Markets ,
Connor, Clark & Lunn
Financial Group

OEM Clients
Those who build on the Kx technology platform to
develop powerful, innovative, and efficient solutions
in a growing spectrum of markets and applications.

Partners
From system configuration, support contracts, and
application development to add-on solutions like
dashboards and interfaces, our consulting partners
offer a wide range of services and products that
complement the kdb+ product.

Development improvements for Kdb+

Kdb+ Internal system


kdb contained the q language, a higher-level
language built in k
s:{(,x)(,/{y@[x]'10^x*|/p[;y]=p,:,3/--3!p:!
99}')/&~x}
Q
is the modern interface most programmers will
use when interfacing with kdb+
Q Built entirely a single K file
Contains a SQL-like interface and a rich set of
data types (tables, functions, dictionaries, lists)
Select count I by exchange,sym from quotes where
date=2014.09.09, qty>100000

PERFORMANCE
kdb+ is optimized for Big Data analytics. Offers
greater speed and efficiency than typical RDBMS.
Its native support for time series operations vastly
improves both the speed and performance of
queries, aggregation and analysis of structured
data.
kdb+ is also different from other popular databases
because it has a built-in proprietary array language,
q. This means that it operates directly on the data
in the database, removing the need to ship data to
other applications for analysis. kdb+ and q make
full use of the intrinsic power of modern multi-core
hardware architectures.

Performance Results
Insert Bulk Size

Local (mps)

Remote (mps)

1.742

0.025

10

23.256

0.259

100

66.667

1.957

1000

55.556

7.692

10000

49.261

8.718

15000

61.728

8.403

20000

48.077

9.747

25000

55.928

10.79

Mps=> Millions per second


System Configuration
Intel(R) Core(TM) i3 CPU 550 @ 3.20GHz2 Core(s), 4 Logical
Processor(s)
4.00 GB RAM
32bit Operating System.
Realtek RTL8168D/8111D Family PCI-E Gigabit Ethernet NIC

SCALABILITY
It allow to scale easily as data volumes grow,
without losing performance. It is built on the
shoulders of a programming paradigm developed at
IBM in the 1960s, which Kx has improved upon over
many iterations in subsequent years.
Trading firms and financial institutions have used
Kdb+ for lightning fast processing of vast amounts
of data for over two decades.

SPEED
FOR MANY BUSINESSES, THE PROMISE OF BIG DATA
ANALYTICS IS THE ABILITY TO USE BOTH STREAMING
AND THE VAST AMOUNTS OF HISTORICAL DATA
EFFECTIVELY. THIS INCLUDES DATA THAT WILL
ACCUMULATE OVER FUTURE YEARS, AS WELL AS DATA
A BUSINESS MAY ALREADY HAVE WAREHOUSED BUT
NEVER BEEN ABLE TO USE.
THE MEANS BY WHICH A DATABASE USES DATA
STORAGE, BOTH IN-MEMORY AND ON-DISK, CAN MAKE
A TREMENDOUS DIFFERENCE IN THE SPEED AND COST
IN BIG DATA ANALYTICS. ONE FEATURE THAT REALLY
SETS KDB+ APART IS ITS ABILITY TO COMBINE
STREAMING, IN-MEMORY AND HISTORICAL DATA IN
REAL-TIME ANALYTICS, THEN PLACE THE RESULTS IN
THEIR FULL HISTORICAL CONTEXT.

Interfaces
kdb+ has a very simple API, for easy
connectivity to external graphical, reporting
and legacy systems.

Java

Node.Js
.Net Methematica
C#
Php
JavaScripts

Lapack
Lua Perl
Python C
FLEX
ExcelScala
GPUsR
F# Matlab Forton

Past & Future of KDB+


PAST: A time-series database for performance-critical
environments. Its technology is widely adopted by financial
institutions around the world, including Morgan Stanley, RBC,
Fidelity, Goldman Sachs, and IEX. The company counts the top ten
global investment banks among its customers, many of whom
deploy kdb+ as their enterprise-wide market data server.

FUTURE In recent years, the company has expanded into new sectors,
:

including utilities, pharmaceuticals, oil and gas, and academic research. Kdb+ is
ideally suited to these and other industries that rely heavily on vast data volumes
and high-speed analytics.

Sectors of Interest

Investment Banking
Manufacturing (sensor data)
Sports Tracking (wearable computing)
Latency Monitoring
Telematics (BB) Car Insurance
Clinical Trial Cost Forecasting
Medical Supply Chain tracking
Tidal Energy
Telecommunications

Information
KDB+ has been awarded an SEC
contract for use of its database
software platform.
#38 in The 2014 Tech 50 Moving out
of the Lab.

DEMO

Thank you.

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