kdb+ is a column-based relational

time series database A time series database (TSDB) is a software system that is optimized for storing and serving time series through associated pairs of time(s) and value(s). In some fields, ''time series'' may be called profiles, curves, traces or trends. Several ea ...

(TSDB) with in-memory (IMDB) abilities, developed and marketed by KX. The

database In computing, a database is an organized collection of data stored and accessed electronically. Small databases can be stored on a file system, while large databases are hosted on computer clusters or cloud storage. The design of databases s ...

is commonly used in high-frequency trading (HFT) 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 a database. The database is available in 32-bit and

64-bit In computer architecture, 64-bit integers, memory addresses, or other data units are those that are 64 bits wide. Also, 64-bit CPUs and ALUs are those that are based on processor registers, address buses, or data buses of that size. A compu ...

versions for several

operating system An operating system (OS) is system software that manages computer hardware, software resources, and provides common services for computer programs. Time-sharing operating systems schedule tasks for efficient use of the system and may also i ...

s. Financial institutions use kdb+ to analyze

time series In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Ex ...

data such as stock or commodity exchange data. The database has also been used for other time-sensitive data applications including

commodity market A commodity market is a market that trades in the primary economic sector rather than manufactured products, such as cocoa, fruit and sugar. Hard commodities are mined, such as gold and oil. Futures contracts are the oldest way of investin ...

s such as energy trading,

telecommunication Telecommunication is the transmission of information by various types of technologies over wire, radio, optical, or other electromagnetic systems. It has its origin in the desire of humans for communication over a distance greater than that fe ...

s, sensor data, log data, and machine and

computer network A computer network is a set of computers sharing resources located on or provided by network nodes. The computers use common communication protocols over digital interconnections to communicate with each other. These interconnections are ...

usage monitoring.

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 Random-access memory (RAM; ) is a form of computer memory that can be read and changed in any order, typically used to store working data and machine code. A random-access memory device allows data items to be read or written in almost the ...

(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. kdb+ has the ability to analyze data over time and responds to queries similar to Structured Query Language ( SQL). Columnar databases return answers to some 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

data. At the core of kdb+ is the built-in programming language, q, a concise, expressive query array language, and

dialect The term dialect (from Latin , , from the Ancient Greek word , 'discourse', from , 'through' and , 'I speak') can refer to either of two distinctly different types of linguistic phenomena: One usage refers to a variety of a language that is a ...

of the language APL. Q can manipulate streaming,

real-time Real-time or real time describes various operations in computing or other processes that must guarantee response times within a specified time (deadline), usually a relatively short time. A real-time process is generally one that happens in defined ...

, 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 eliminates most need for looping structures. kdb+ includes interfaces in C,

C++ C++ (pronounced "C plus plus") is a high-level general-purpose programming language created by Danish computer scientist Bjarne Stroustrup as an extension of the C programming language, or "C with Classes". The language has expanded significan ...

Java Java (; id, Jawa, ; jv, ꦗꦮ; su, ) is one of the Greater Sunda Islands in Indonesia. It is bordered by the Indian Ocean to the south and the Java Sea to the north. With a population of 151.6 million people, Java is the world's mos ...

, C#, and

Python Python may refer to: Snakes * Pythonidae, a family of nonvenomous snakes found in Africa, Asia, and Australia ** ''Python'' (genus), a genus of Pythonidae found in Africa and Asia * Python (mythology), a mythical serpent Computing * Python (pro ...

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 The New York Stock Exchange (NYSE, nicknamed "The Big Board") is an American stock exchange in the Financial District of Lower Manhattan in New York City. It is by far the world's largest stock exchange by market capitalization of its listed ...

(NYSE) taq data. kdb+ was created by Arthur Whitney, building on his prior work with array languages. In April 2007, KX announced that it was releasing a version of kdb+ for

Mac OS X macOS (; previously OS X and originally Mac OS X) is a Unix operating system developed and marketed by Apple Inc. since 2001. It is the primary operating system for Apple's Mac computers. Within the market of desktop and la ...

. At that time, kdb+ was also available on the operating systems

Linux Linux ( or ) is a family of open-source Unix-like operating systems based on the Linux kernel, an operating system kernel first released on September 17, 1991, by Linus Torvalds. Linux is typically packaged as a Linux distribution, w ...

Windows Windows is a group of several proprietary graphical operating system families developed and marketed by Microsoft. Each family caters to a certain sector of the computing industry. For example, Windows NT for consumers, Windows Server for ser ...

, and Solaris. In September 2012, version 3.0 was released. It was optimized for Intel's upgraded processors with support for

WebSocket WebSocket is a computer communications protocol, providing full-duplex communication channels over a single TCP connection. The WebSocket protocol was standardized by the IETF as in 2011. The current API specification allowing web applications ...

s, Globally unique identifiers (GUID)s, and

Universally unique identifier A universally unique identifier (UUID) is a 128-bit label used for information in computer systems. The term globally unique identifier (GUID) is also used. When generated according to the standard methods, UUIDs are, for practical purposes, u ...

s (UUID). 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. In June 2013, version 3.1 was released, with benchmarks up to 8 times faster than for older versions. In March 2020, version 4.0 was released. New features included Multithreaded primitives, Intel Optane DC persistent memory support and Data at Rest Encryption.

References

External links

*
Developer Community

Documentation
{{APL programming language Databases Proprietary database management systems