Archive for October, 2013

kdb+ London User Group Meeting 2013

The Annual kdb+ London User Group Conference has been scheduled for Tuesday November 12th 2013. The speaker Line up includes:

  • Simon Garland – Kx -Things you might have missed in 3.1
  • NYSE Technologies – Tick as a Service & Data Dispatch
  • David Fallon – Credit Agricole – Using kdb+ for FX Trade Analysis
  • Andy Wisbey –First Derivatives plc – Using kdb+ for Real-Time Surveillance

FD kdb+ Consultants

  • Efficient portfolio analysis using linked columns in kdb+
  • Permissions in kdb+
  • Multi-threading in kdb+: performance optimisations and use cases

kdb+ Twitter Feed Handler

Typical feed handlers for kdb+ are for market data and trade data such as bloomberg B-Pipe or reuters market feeds. These feeds typically contain ticker symbol, bid price, ask price and the time. We’ve been working on something a little different, a twitter feed handler. With this feed handler you can subscribe to:

  • A random sample of all tweets
  • Certain search queries
  • Locations, tweets for any trending queries will be downloaded for those areas

For each tweet we have associated meta data that includes: location, language, time of posting and number of favourites/retweets.

kdb+ Twitter Feed Handler

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Now that we have our data in kdb+ we can analyse it like any other time-series data and look for interesting patterns. If you have worked on anything similar I would love to hear about it (john AT I find treating social media data as time-series data throws up many interesting possibilities, in future blog posts I’ll start digging into the data..

At TimeStored we have previously implemented a number of market data feed handlers. Handling reconnections, failover, data backfilling and data enrichment can be a tricky problem to get right, if you need a feed handler developed we provide kdb+ development, consulting and support services, please contact us.

Basic examples of Java kdb+ Feed handlers and C Feed Handlers are available on the site.