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Open Source Alternative to kdb?

I often get asked what open source alternatives are there to kdb+. The answer depends on what you are trying to do. IF there was a product XYZ that provided some similar features, whether it can replace kdb depends on a few issues:

>>”What will XYZ bring us that kdb doesn’t?”
Kdb has been tried and tested over many computer/man-years. The KX team have fixed 1000’s of edge cases, optimization issues and OS specific bugs. Any similar system would have to replicate a lot of that work. Possible but it would take time and teams actually using it. It would also require a corporate entity to provide support and bug fixes together with long term guarantees of availability (not a few part-time committers on github). Ontop of that it would need to deliver more value to make it worth switching.

Kdb is both a database and a programming language and it’s that combination which I believe gives kdb it’s unique power:
– There is no open source database that provides the speed kdb provides for the particular queries suited to finance.
– Combining kdb and basing queries on q-sql/ordered lists (rather than set theory for standard sql) means queries require fewer lines of code. I believe this expressiveness combined with longer term use of kdb/q changes how you think and allows easily forming queries which many people couldn’t begin to write in standard sql.
– However as much as I think q is a selling point of kdb, I know many others would disagree. It takes a reasonable period of time to convince someone non-standard SQL is beneficial.

What is your use case? e.g. Example Queries to Consider:

1. Select top N by category
http://stackoverflow.com/questions/176964/select-top-10-records-for-each-category
select n#price by sym from trade

2. Joining Records on nearest date time:
http://www.bigresource.com/MS_SQL-joining-records-by-nearest-datetime-XsKMeH3t.html
aj[`sym`time;select .. from trade where ..;select .. from quote]

3. Queries dependent on order. (eg price change, subtract row from previous)
http://stackoverflow.com/questions/919136/subtracting-one-row-of-data-from-another-in-sql
select price-prev price from trade....

XYZ would need to support these queries well. Why would I chose XYZ instead of Python/R/J/A+?
Existing (some similar languages) that offer a larger existing user base, more libraries and a proven/stable platform. Unless a way is found to leverage existing languages/libraries XYZ will be competiting for attention against kdb and also python/numpy/julia etc.

>>”bring in the cost factor and should XYZ be considered as a big future player?”
For the target market of kdb the cost is often not the most significant factor in the decision. If kdb can answer questions that other platforms can’t or in a much shorter time, it often adds enough value to make the cost irrelevant. In fact many large firms are happy paying a pricey support agreement for free open source software so that they have someone to (blame) call to resolve an issue quickly.

>>”but could XYZ catch up and begin to be trusted by bigger institutions?”
If XYZ started to be able to answer the three example queries shown above at a reasonable speed multiple perhaps but I consider it unlikely. Kdb is entrenched and for its target use case it is currently unbeatable. Some people may have use cases that don’t need the full power of database and language combined or have other important factors (cost,existing expertise). I think those use cases have viable open source solutions.

qStudio 1.41 Release with Custom Security

qStudio 1.41 is now available to download.

It adds the ability to use custom Security Authentications and custom JDBC drivers.
By automatically loading .jar plugins from libs folder.

After a few users reported issues around “watched expressions” we are removing the ctrl+w shortcut as it was often getting used by mistake. The last change was some internal work to improved startup/shutdown logging for debugging purposes..

Standard SQL sucks and this is Why

dbfire

Recently there was a post on SQL tips by the JOOQ guys. I love their work but I think standard SQL is not the solution to many of these problems. What we need is something new or in this case old, that is built for such queries. What do I mean, well let’s look through their examples reimplemented in qsql and I’ll show you how much shorter and simpler this could be.

Everything is a table

In kdb we take this a step further and make tables standard variables, no special notation/treatment, it’s a variable like any other variable in your programming language. Instead of messing about with value()() we define a concise notation to define our variables like so:

Data Generation with Recursive SQL

This is the example syntax they have used to define two tables and then join them:

What to hell! If I want variables, let’s have proper variables NOT “Common Table Expressions”.

I created two tables a and b then I joined them sideways. See how simple that was.

Running Total Calculations

Oh dear SQL how badly you have chosen your examples. Running calculations are to APL/qSQL as singing is to Tom Jones, we do it everyday all day and we like it. In fact the example doesn’t even give the full code. See this SO post for how these things get implemented. e.g. Standard SQL Running Sum

qSQL table Definition and Running Sum:

Finding the Length of a Series

This is their code:

This is KDB:

In 1974 Ken Iverson gave a talk on APL. He described how he reduced it down to a core set of operations that everything could be made from. Using these simple building blocks you could make some really cool things. It’s sad to think we may not have came that far.

qSQL/kdb is a database based on the concept of ordered lists, carrying over many ideas from APL that make array operations shorter and simpler. If you like what you see we provide tutorials on kdb to get started, this intro is a good place to get started.

We also have free online kdb training for students.

kdb standard SQL support s)

First, in case you haven’t heard about it kdb has a standard SQL mode, you can send queries prefixed with s) and they will be interpreted as standard SQL like so:

Notice how the standard “and” syntax worked when I used s) but without it, q’s right to left evaluation causes problems. It’s about now that a lot of people get very excited, they think great I can skip learning that q-sql and use my standard SQL. Sometimes the look of joy on their faces transforms to frustration once they start using it. So let’s look at what works:

Operation Works?
Standard SQL Inserts Yes
ORDER BY half works
COUNT Yes
DELETE Yes
UPDATE Yes
String matching slightly works
NOT NO
IN Yes
GROUP BY Yes
LIMIT / TOP NO
Date Times NO

Standard SQL Inserts work

ORDER BY half works

“ORDER BY” will sort the columns in ascending order, attempting to use DESC has no effect.

COUNT works

DELETE works

UPDATE works

String matching slightly works

NOT fails

Modifying our String query slightly by adding NOT throws an error. My guess is that the interpreter has got confused.

IN works

GROUP BY works

LIMIT / TOP does not work

Date Times Don’t Work Right

Overall standard SQL support in kdb has got much better. However I would still recommend only using the s) syntax for plugging into an existing jdbc/odbc visualization tool and getting some immediate simple results. For any form of complex queries on strings, joins etc. support is either not there or the result may not be what you expect.

qStudio kdb IDE 1.40 Released

qStudio 1.40 is now available to download.

The latest changes include:

  • No need to save changes before shutdown, unsaved changes stored till reopened.
  • Add sqlchart to system path.
  • Fix display of tables with underscore in the name.
  • Database documenter/report enhancements
  • Improved code printing
  • FileTreePanel much more efficient at displaying large number of files.

Julia Programming Language

Julia programming language is being touted as the next big thing in scientific programming. It’s high-level like R/Python but meant to be much faster due to its smart compiler. I’ve been giving it a bit of a tryout, as part of learning it I’ve generated a list of all julia functions and will be creating examples for some of the more popular ones.

KX closes down commercial 32 bit kdb, open alternatives?

Previously on our blog we had a lively debate about a possibly Open Sourced kdb+ , unfortunately kx now seems to be moving the opposite direction. In a recent announcement they are now restricting “32-bit kdb+ for non-commercial use only”. The timing is particularly unfortunate as:

Alternative (far less enterprise proven) solutions are available:

  • MAN AHL have released Arctic an open source Market Data platform based on python and MongoDB
  • Kerf Database – A DB aimed at the same market as kdb has now partnered with Briarcliff-Hall and is making greater sales inroads

This renewed interest in kdb alternatives hasn’t so far delivered a kdb+ killer but I fear in time it will.

kdb+ Twitter Data Feed Now Open Sourced

Free kdb+ Twitter Feedhandler

twitter-kdb-logo

Previously we showed a demo of us getting data from twitter into kdb, we are now open sourcing part of that work, allowing you to quickly get some real social data into kdb to play with.

If you want to try running the kdb twitter data feed visit our https://github.com/timeseries and see the twitter-kdb project. You can even download the jar straight from our releases page. Here’s an image of the command line version running:

twitter-kdb

You will need to setup API keys for twitter

kdb code highlighting in intellij

An intellij keyword file is now available to provide syntax highlighting of kdb code in intellij:

q Code Intellij Highlighting

q Code Intellij Highlighting

To install it copy this xml file to this directory:
C:\Users\USERNAME\.IdeaIC14\config\filetypes
Where USERNAME is obviously your username. Then restart intellij and open a .q file.

We’ve updated our notepad++ qlang.xml to provide code folding and highlighting of the .Q/.z namespaces.

kdb qunit testing now open source on github

We’ve now posted all source code from this website on our github kdb page.

Additionally we are open sourcing qunit, our kdb testing framework.
We look forward to receiving pull requests to fix our (hopefully few) bugs.