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StreamSQL
{{notability, date=October 2018 StreamSQL is a query language that extends SQL with the ability to process real-time data streams. SQL is primarily intended for manipulating relations (also known as tables), which are finite bags of tuples (rows). StreamSQL adds the ability to manipulate streams, which are infinite sequences of tuples that are not all available at the same time. Because streams are infinite, operations over streams must be monotonic. Queries over streams are generally "continuous", executing for long periods of time and returning incremental results. The StreamSQL language is typically used in the context of a Data Stream Management System (DSMS), for applications including market data analytics, network monitoring, surveillance, e-fraud detection and prevention, clickstream analytics and real-time compliance (anti-money laundering, RegNMS, MiFID). Other streaming and continuous variants of SQL includStreamSQL.io
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Data Stream Management System
A data stream management system (DSMS) is a computer software system to manage continuous data streams. It is similar to a database management system (DBMS), which is, however, designed for static data in conventional databases. A DBMS also offers a flexible query processing so that the information needed can be expressed using queries. However, in contrast to a DBMS, a DSMS executes a ''continuous query'' that is not only performed once, but is permanently installed. Therefore, the query is continuously executed until it is explicitly uninstalled. Since most DSMS are data-driven, a continuous query produces new results as long as new data arrive at the system. This basic concept is similar to Complex event processing so that both technologies are partially coalescing. Functional principle One important feature of a DSMS is the possibility to handle potentially infinite and rapidly changing data streams by offering flexible processing at the same time, although there are only li ...
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Data Stream
In connection-oriented communication, a data stream is the transmission of a sequence of digitally encoded coherent signals to convey information. Typically, the transmitted symbols are grouped into a series of packets. Data streaming has become ubiquitous. Anything transmitted over the Internet is transmitted as a data stream. Using a mobile phone to have a conversation transmits the sound as a data stream. Formal definition In a formal way, a data stream is any ordered pair ( s, \Delta ) where: # s is a sequence of tuples and # \Delta is a sequence of positive real time intervals. Content Data Stream contains different sets of data, that depend on the chosen data format. * Attributes – each attribute of the data stream represents a certain type of data, e.g. segment / data point ID, timestamp, geodata. * Timestamp attribute helps to identify when an event occurred. * Subject ID is an encoded-by-algorithm ID, that has been extracted out of a cookie. * Raw Data inc ...
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Relation (database)
In database theory, a relation, as originally defined by E. F. Codd, is a set of tuples (d1, d2, ..., dn), where each element dj is a member of Dj, a data domain. Codd's original definition notwithstanding, and contrary to the usual definition in mathematics, there is no ordering to the elements of the tuples of a relation. Instead, each element is termed an attribute value. An attribute is a name paired with a domain (nowadays more commonly referred to as a type or data type). An attribute value is an attribute name paired with an element of that attribute's domain, and a tuple is a ''set'' of attribute values in which no two distinct elements have the same name. Thus, in some accounts, a tuple is described as a function, mapping names to values. A set of attributes in which no two distinct elements have the same name is called a heading. It follows from the above definitions that to every tuple there corresponds a unique heading, being the set of names from the tup ...
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Multiset
In mathematics, a multiset (or bag, or mset) is a modification of the concept of a set that, unlike a set, allows for multiple instances for each of its elements. The number of instances given for each element is called the multiplicity of that element in the multiset. As a consequence, an infinite number of multisets exist which contain only elements and , but vary in the multiplicities of their elements: * The set contains only elements and , each having multiplicity 1 when is seen as a multiset. * In the multiset , the element has multiplicity 2, and has multiplicity 1. * In the multiset , and both have multiplicity 3. These objects are all different when viewed as multisets, although they are the same set, since they all consist of the same elements. As with sets, and in contrast to tuples, order does not matter in discriminating multisets, so and denote the same multiset. To distinguish between sets and multisets, a notation that incorporates square brackets is s ...
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Tuple
In mathematics, a tuple is a finite ordered list (sequence) of elements. An -tuple is a sequence (or ordered list) of elements, where is a non-negative integer. There is only one 0-tuple, referred to as ''the empty tuple''. An -tuple is defined inductively using the construction of an ordered pair. Mathematicians usually write tuples by listing the elements within parentheses "" and separated by a comma and a space; for example, denotes a 5-tuple. Sometimes other symbols are used to surround the elements, such as square brackets "nbsp; or angle brackets "⟨ ⟩". Braces "" are used to specify arrays in some programming languages but not in mathematical expressions, as they are the standard notation for sets. The term ''tuple'' can often occur when discussing other mathematical objects, such as vectors. In computer science, tuples come in many forms. Most typed functional programming languages implement tuples directly as product types, tightly associated with algebr ...
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Monotonic
In mathematics, a monotonic function (or monotone function) is a function between ordered sets that preserves or reverses the given order. This concept first arose in calculus, and was later generalized to the more abstract setting of order theory. In calculus and analysis In calculus, a function f defined on a subset of the real numbers with real values is called ''monotonic'' if and only if it is either entirely non-increasing, or entirely non-decreasing. That is, as per Fig. 1, a function that increases monotonically does not exclusively have to increase, it simply must not decrease. A function is called ''monotonically increasing'' (also ''increasing'' or ''non-decreasing'') if for all x and y such that x \leq y one has f\!\left(x\right) \leq f\!\left(y\right), so f preserves the order (see Figure 1). Likewise, a function is called ''monotonically decreasing'' (also ''decreasing'' or ''non-increasing'') if, whenever x \leq y, then f\!\left(x\right) \geq f\!\left(y\ri ...
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Network Monitoring
Network monitoring is the use of a system that constantly monitors a computer network for slow or failing components and that notifies the network administrator (via email, SMS or other alarms) in case of outages or other trouble. Network monitoring is part of network management. Details While an intrusion detection system monitors a network threats from the outside, a network monitoring system monitors the network for problems caused by overloaded or crashed servers, network connections or other devices. For example, to determine the status of a web server, monitoring software may periodically send an HTTP request to fetch a page. For email servers, a test message might be sent through SMTP and retrieved by IMAP or POP3. Commonly measured metrics are response time, availability and uptime, although both consistency and reliability metrics are starting to gain popularity. The widespread addition of WAN optimization devices is having an adverse effect on most network monitoring too ...
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Clickstream
A click path or clickstream is the sequence of hyperlinks one or more website visitors follows on a given site, presented in the order viewed. A visitor's click path may start within the website or at a separate third party website, often a search engine results page, and it continues as a sequence of successive webpages visited by the user. Click paths take call data and can match it to ad sources, keywords, and/or referring domains, in order to capture data. Clickstream analysis is useful for web activity analysis, software testing, market research, and for analyzing employee productivity. Information storage While navigating the World Wide Web, a "user agent" (web browser) makes requests to another computer, known as a web server, every time the user selects a hyperlink. Most web servers store information about the sequence of links that a user " clicks through" while visiting the websites that they host in log files for the site operator's benefit. The information of interest ...
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Anti-money Laundering
Money laundering is the process of concealing the origin of money, obtained from illicit activities such as drug trafficking, corruption, embezzlement or gambling, by converting it into a legitimate source. It is a crime in many jurisdictions with varying definitions. It is usually a key operation of organized crime. In US law, money laundering is the practice of engaging in financial transactions to conceal the identity, source, or destination of illegally gained money. In UK law the common law definition is wider. The act is defined as "taking any action with property of any form which is either wholly or in part the proceeds of a crime that will disguise the fact that that property is the proceeds of a crime or obscure the beneficial ownership of said property". In the past, the term "money laundering" was applied only to financial transactions related to organized crime. Today its definition is often expanded by government and international regulators such as the US Office ...
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RegNMS
Regulation National Market System (or Reg NMS) is a US financial regulation promulgated and described by the United States Securities and Exchange Commission (SEC) as "a series of initiatives designed to modernize and strengthen the National Market System for equity securities". The Reg NMS is intended to assure that investors receive the best ( NBBO) price executions for their orders by encouraging competition in the marketplace. Some contend that the rule has contributed to the rise of high-frequency trading, which is sometimes regarded as controversial. History Established in 2005, its aim was to foster both "competition among individual markets and competition among individual orders" in order to promote efficient and fair price formation across securities markets. In 1972, before the SEC began its pursuit of a national market system, the market for securities was quite fragmented. The same stock sometimes traded at different prices at different trading venues, and the NY ...
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MiFID
Markets in Financial Instruments Directive 20142014/65/EU commonly known as MiFID 2 (Markets in financial instruments directive 2), is a legal act of the European Union. Together with Regulation (EU) No 600/2014 it provides a legal framework for securities markets, investment intermediaries, and trading venues. The directive provides harmonised regulation for investment services of the member states of the European Economic Area — the EU member states plus Iceland, Norway, and Liechtenstein. Its main objectives are to increase competition and investor protection, and level the playing field for market participants in investment services. It repeals Directive 2004/39/EC (MiFID 1). MiFID 1 was a cornerstone of the European Commission's Financial Services Action Plan, whose measures changed how EU financial service markets operate. It is the most significant piece of legislation introduced in the Lamfalussy process designed to accelerate the adoption of legislation based on a fo ...
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FIFO (computing And Electronics)
Representation of a FIFO queue In computing and in systems theory, FIFO is an acronym for first in, first out (the first in is the first out), a method for organizing the manipulation of a data structure (often, specifically a data buffer) where the oldest (first) entry, or "head" of the queue, is processed first. Such processing is analogous to servicing people in a queue area on a first-come, first-served (FCFS) basis, i.e. in the same sequence in which they arrive at the queue's tail. FCFS is also the jargon term for the FIFO operating system scheduling algorithm, which gives every process central processing unit (CPU) time in the order in which it is demanded. FIFO's opposite is LIFO, last-in-first-out, where the youngest entry or "top of the stack" is processed first. A priority queue is neither FIFO or LIFO but may adopt similar behaviour temporarily or by default. Queueing theory encompasses these methods for processing data structures, as well as interactions between s ...
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