Kx systems has unveiled the kdb+ v.2.2 database for Linux, Solaris and Windows 64-bit operating systems, which has a tenfold realtime performance improvement over last year’s kdb+ v.2.1.
“At Kx, we like to offer immensely greater capacity than even the highest-volume markets, so that our customers can easily scale their program trading, order matching and other high-volume/low-latency applications,” said Arthur Whitney, Kx CEO. “As an example, we make it easy for firms to perform full depth-of-book program trading on hundreds of millions of events per day.”
Kdb+ enables users to insert, update and query data coming directly from any exchange. Additionally, with its one million events per second speed, Kx Systems says its database also delivers “the headroom to go far beyond simply capturing and updating market data.” For example, it can simultaneously support many thousands of realtime proprietary analyses on data in memory, update database indices dynamically to speed query execution, and log data to the file system. Once saved to disk, massive amounts of kdb+ data can be queried at speeds of 10 million records per second per CPU. Saving streaming data lets firms backtest their strategies and mine market data history for the trading intelligence.