kdb+ Learning Curve

I present the kdb+ learning curve:

kdb learning curve

Admittedly it has got a little better in the last ten years:
– Google will return some results that may contain useful solutions
– The documentation online has grown massively. q for mortals, timestored material
– There have been multiple books written

But very little has changed to make the language more friendly.
– There is a debugger but it’s not very user friendly.
– The error messages are still cryptic

Some parts probably can’t be helped…. right-to-left recursion is always going to surprise people but it would be nice to see some attempts.

Pulse – Developing fast thanks to users

A massive thanks for those that got in touch last month to wish us well on our new product launch. It has been exciting seeing the uptake and receiving user feedback. A particularly big thanks to JP/VS/JC/IL and MC.

Based on user requests, the largest developments since last month have been:

  1. Security integration – to allow firm wide rollout. We now support both Apache proxies and kdb based authentication.
  2. Chart Customization – Configuration of 100+ chart attributes from the UI.
  3. Improved PostgreSQL support – Expanded query support and updated drivers.

If you need fast visualization or tableau is proving too slow, this is your chance to get in early and help steer development to solve your problem.

Contact us, if you have any feedback or need assistance with configuration.
Issues can be posted to github and source is available for customers.

Download Pulse

Pulse – kdb+ Streaming Subscriptions

Pulse – example customization

Pulse – Real-time kdb+ data visualization

Pulse

// Real-time kdb+ data visualization

Pulse is a tool that allows you to create and share real-time interactive dashboards with your team.

It’s been almost ten years since the launch of qStudio and our original sqlDashboards.
We have seen the need for fast real-time interactive dashboards increase.
Quants increasingly want to build, deploy and roll out visualizations faster and more reliably.

As such we are excited to annnounce Pulse, an HTML5/react based solution that allows you to build a dashboards based on kdb+ or postgresql or mysql data.

It’s early days and the product is under heavy development:

  • New features will be released at least monthly
  • We expect to offer a 1 year license for £199
  • A free 50-day trial version can be downloaded at timestored.com/pulse

If you have a need for fast visualizations that you haven’t solved or tableau is proving too slow, this is your chance to get in early and help steer development to solve your problem.

Download Pulse

Pulse – as a qStudio alternative

qStudio is the number one code editor, server browser and development environment for kdb+.
Today we are launching Pulse, a real-time SQL visualization tool for almost any SQL database.
Within Pulse we have recreated almost all the functionality of qStudio in web form.

If you’ve ever wanted to:

  • Share queries and results
  • Run analysis from any machine with a browser without a need to install qStudio
  • Chart results using a modern charting library

You should consider using Pulse as a shared HTML5 based complement to qStudio..

As you can see below, pulse can be made to look almost the exact same as qStudio. It features the familiar configurable layout with a table/console/charting result panel that allows you to see your result in all formats at once.

Additionally you can

  • Bookmark,copy and share links
  • Use it with kdb+, postgresql, mysql, oracle and H2 databases
  • Try many more chart types including 3D.

Try Pulse Now

What skills does a financial software developer need?

The below network diagram is intended as an outline of the skill set required for a financial software developer.
Note:

  • Most individuals should aim to have a strong core. Think of it like a pyramid, where the height is the strength of a skill. Core skills like general computing principles, probability, communication should be built “tall” and very strong.  peripheral skills such as python/monitoring will be weaker. An individual will typically only learn 1 or 2 niche areas strongly (T shaped)
  • Notice the rough relative sizes of the areas. 55% computing, 10% math, 15% soft skills, 20% finance. This is intended to represent the rough allocation of effort.
    • If you only bring 95% techinical skills, you are going to waste time building the wrong thing, build something no one wants or build something useful but no one will know as you haven’t the soft skills to sell it.
  • The management branch on the bottom left is optional.

Financial Software Developer Skill Mindmap

Computing

Skill Topic Sub-Topic Links Requirement
basics
linux surrey Change Directories, edit config files, kill processes, copy/move files, check disk space.
bash tldp.org Write a script to periodically sync a directory between servers and schedule it using cron.
git git-scm Checkout, branch, commit, push code.
Common Tools: jira/jenkins user-stories Write a good jira, assign owner. Kick off a build on a common CD platform.
Programming Language Knowledge of 2 different programming paradigms.
kdb kdb-tree Write efficient selects for pulling back a subset of data.
python Download data from a REST api, calculate average/mean/median for certain metrics.
java book Write a java program to count the number  of words in a file.
Databases Be aware of the major types of database available and when to use each.
kdb kdb-tree
mysql/postgresql/oracle/ms Know standard SQL.
Software Engineeering peopleware How to grow good software.
Good Software Properties of good software with examples.
Architecture Common Enterprise software patterns.
Distributed Systems Difficulties with distributed systems and common patterns to solve them.
Data Processing Pipelines Common processing Pipeline Patterns
Site Reliability Engineering SRE How reliable should software be?
Metrics Ccommon metrics used to measure reliability and when to use each
Monitoring What monitoring systems/tools are available? What are monitoring best practices?
Releases Accelerate
Support Handling outages. Engaging with users.
Software Concepts Testing Testing Methods and knowledge of one test framework
User Interfaces dont-think What makes a good user interface?
Networking How computers connect. Expected latency/bandwidth.
TCP/IP ports, switches, racks, data centres, windows.
Middleware Messaging midddleware: solace/JMS/kafka/MQ.
Software Development
agile
scrum book Sprints, iterations, standups, restrospectives, story-time.
Lean Development lean-startup When, why and how to develop lean.
Code Reviews pragma Code review best practices.

Soft Skills

Skill Topic Sub-Topic Links Requirement
IT Skills
excel Create a table with conditional formatting, calculate sum/average of column, use vlookup
outlook Filter emails, create meetings.
Communication
Emails How to write an email to users, team mates, managers, senior management.
Meetings atlassian What is a meeting meant to accomplish? How to achieve that.
powerpoint Prepare a presentation for management.
visio Draw an architectural diagram of your system.
Sales
Marketing Traction How to get your software used and appreciate by more users.
Support
Networking Building a network to get things done.
Management Grove
Building a Team Dysfunctions
One to Ones What makes a good one-to-one
Interviews How to evaluate cnadidates effectively.
Quality How to ensure quality of product.
Organizational Structures phoenix Different structures for management.
Project Management
Roadmaps
Decision Making Which approach to decision making to  use when.

kdd 2019 Roadmap – Cloud and Community

This article was drafted in 2019, given it’s 2021 it made an interesting look back and sadly still a look forward….

There have been two big changes in the software world:

  • The Cloud
  • Community collaboration

Winners and Losers

From these shifts, there have been winners and losers

  • Community helped Wikipedia build the best encyclopaedia
    relegating Britannica and Encarta to history.
  • Community helped linux become the dominant operating system
    Solaris/OS2 systems are now, only used in legacy niches
  • Community developed python is replacing matlab
  • Cloud has seen atlassian/github/amazon/salesforce etc . win by offering SAAS solutions
    to replace what would previously have been locally installed software (SAP/perforce)
  • Cloud hosted Gmail/Hotmail has replaced companies running their own mail servers

If kdb doesn’t change it will become a legacy platform with developers maintaining legacy systems that over time will be replaced with modern cloud alternatives.

Therefore we are starting two initiatives:

Cloud native KDB

  • A fully-managed time-series database hosted on google cloud
  • Able to be signed up for and used within 10 minutes
  • Clear predictable pricing based on storage and query usage
  • Hiding all the complexity of kdb (no par.txt/segments/sym file manipulation)
  • While providing access to the speed and expressiveness of the language
  • Taking advantage of modern load balancing (kubernetes) And cheap storage (S3)

We have a skunkworks team based in their own office, tasked with making a kdb database cloud solution so reliable and feature rich your kdb expert can now stop working to keep the database running and instead focus on business problems.

Community Driven q

We want kdb to run everywhere, for the barriers to adoption to drop and for the language to expand what it can do. A new kdb user will be able to run kdb on their machine through their standard package manager and to access a whole library of utilities to help them with whatever task they are trying to achieve.

KDB everywhere

To do this, we’ve formed a committee including representatives from finance/education and the wider community to:

  • Open source the q language
    • Development possibilities will be opened up to the wider community as anyone can submit ideas or even PRs for experimental functionality
    • Being open source allows kdb to be bundled with linux and we see this as allowing wider use of q scripts
  • Create a hosted packaging system that allows reusing code easily similar to NPM/maven
    • Providing a wider library of community maintained packages that are easily reusable
    • Work with aquaq to migrate parts of their torq framework to provide a kdb standard library
    • Work with the community to onboard some of their code as packages
      e.g. TimeStored is donating qunit
  • Provide a recommended SDLC for kdb. Over the years we’ve developed processes for end to end development of q code at scale and we will be providing that same tooling to everyone.

By both open sourcing the language and allowing easier development of shareable packages we accelerate the pace at which kdb can help all developers solve problems and share solutions. Making the kdb platform stronger for everyone.

The Future of kdb is with you

It’s an exciting time and the demand for storing and analysing large time-series is growing. We believe by becoming cloud first and community driven we can continue to provide solutions for many years to come.

kdb – Feature Wishlist

Features I want:

  1. Open Sourced kdb (a person can dream). As one of the top 5 tools in my programmers toolbox it’s frustrating that kdb is closed source. I can’t use the tool everywhere and at any time the price can be increased.
  2. Increase ease of Use
    • Block user queries that will obviously kill the database (select from quote).
    • Do not quit out when a query takes too much memory (-w exceeded or all RAM/swap on box gone.). Sensibly return an error and keep going.
  3. Faster Speed – Admittedly this isn’t a strong requirement for any work I do but it irritates me as a programmer to know some easy 10x speed improvements are not being used.
    • Perform warmup queries and counts on startup automatically to get most recent data into memory.
    • Replace the kdb/q code with CPU vector functions
    • Parse the user query and optimize it. If a user sends “select from trade where a=1,b=2,c=3,d=3” automatically order the evaluation of the where clause to at leaast prioritize those with attributes.
  4. Marketing – I didn’t think this would be on my wishlist…but if you can market kdb better I would love to stop having people suggest I use mongodb/hadoop/latestFad when kdb is a great fit for the problem at hand.

jq supports functions and new keywords.

Jq has now added support for:

  1. Functions – {x+1}. Unnamed parameters beyond x don’t yet work so please name all your parameters.
  2. Keyed table operations: xkey, 1!, 2!, keys, value.
  3. New keywords supported: in, distinct, inter, except, rank, sv, vs, sum, prd, xlog.
  4. Improved compatibility and support of: null, avg, var, iasc, upper, lower, fills, fill, ^, sublist, prds, sums.

The added keywords in most cases will only support the most common types and arguments.
Mixed lists in particular are not handled well by most keywords but we will continue to improve.

JQ functions

Exact Contents of Our Online KDB+ Training Course

We often get asked what is in our online training course.
We do describe this on the course page and in a PDF to be be totally thorough here’s a screenshot of our full listing:

kx kdb – 2019 in Review – Changes

Shakti

The biggest shakeup in the KDB world was Arthur Whitney, the founder of KX and creator of KDB selling his stake in KX and moving on to creating a new version of the K language called Shakti. “Shakti merges database, language, connectivity and stream processing into one powerful platform “.  So far it appears to overlap heavily with kdb functionality, adding further cryptographic features, while not yet supporting on-disk storage.

KDB Version 3.7 Changes:

  • App Direct Mode – give users control over Intel Optane DC Persistent Memory.
  • Multi-Threaded Primitive Operations
  • Data at Rest Encryption.

KDB Version 3.6 Changes:

  • Websocket – Improvements and bugfixes
  • Speed Improvements
    • When attributes present use them more often.
  • Improved Error Reporting
    • Broken or closed handles report their number
    • Fatal memory errors log a timestamp

FD/KX Products: