Archive for the 'kdb+' Category
May 22nd, 2023 by Ryan Hamilton
I won’t go through the full list of great presentations as Gary Davies has that excellently covered but I will highlight some trends I saw at kxcon 2023:
- APIs are powerful abstractions that users need and love –
- Erin Stanton (Virtu) – Brought massive amounts of energy to her presentation, showing how accessing powerful “getData” APIs from python->kdb allowed Erin to run machine learning models in minutes rather than hours. As a python enthusiast she was very happy to use the power of kdb without having to know it well. Erin demonstrated an easily browsable web interface that allowed data discovery, provided documentation and could be used to run live data queries.
- Alex (TD) – Similarly discussed how his team all used python wrapped APIs to allow sharing smart query defaults such as ignoring weekend data to prevent less sophisticated users from shooting themselves in the foot.
- Igor (Pimco) – Mentioned the power of APIs and how hiding the tables allowed changing implementations later.
- Python is super popular
- Citadel, Alex (TD), Erin (Virtu), Nick Psaris, Rebecca (Inqdata) all included significant python demonstrations.
- Citadel – Has built an improved Python/Pykx process that uses a proxy thread to subscribe and publish updates extremely fast. They are using this as part of a framework to allow quants to publish data and construct DAGs (directed acyclic graphs) of calculations to produce analytics.
Why users love APIs and Python?
Alex Donohue’s presentation was packed with years of condensed knowledge , including the excellent diagram below showing typical user expertise. Notice as it transitions from backend kdb developers to frontend business users:
- The level of kdb expertise drops off quickly (non-linear)
- The data engineers and quants know much more python than kdb
- I would like to add one more graph, showing business / domain knowledge.
That graph would be low for many kdb developers but higher for sales and trading.
Looking at it this way, makes it clear we need to provide APIs as users want to express queries in their own language.
Other Patterns at kx Con:
- Small Teams can really deliver with kdb – Numerous times we heard how a small team used kdb to deploy a full solution quicker, that scaled better and ran faster than all alternatives.
- But costly per CPU licensing can be restricting to those teams.
- ChatGPT is everywhere – Rebeccas QuBot chatbot and Aaron Davies presentations demoed GPTs.
May 22nd, 2023 by Ryan Hamilton
- kdb now on AWS – kdb as a fully managed service under finspace – The website says available in June but at least one big investment bank is trialling it and having talked to a representative at AWS a significant amount of work and effort has gone into this. This is great to see. I think for the future of KX this needs to work. It doesn’t make sense for every firm to reinvent the wheel, banks could afford to do it but smaller firms cannot.
- kdb.ai – seems to be repositioning kdb as a vector database for AI – currently it’s a few blog posts, whether there’s a real product or it’s to ride the AI hype train we will have to wait and see. Given the hype other inferior databases have received in the past, kdb deserves some attention.
- Run q code on Snowflake – Snowflake is a column oriented database that only runs in the cloud and uses a central storage with compute nodes to service SQL queries. They provide snowpark that allows running java, python and now q close to the data. I’m unsure who the target of this is, many users struggle to fully understand one database without inception.
Additionally kx:
- announced PyKX will be open source?? (exact details to be confirmed, as repo is not available today 2023-05-21)
- PyKX may add the ability to act as a very fast event processor
- Announced improved vs code support will arrive shortly
- The Core team demoed some really cool functionality, I’m not sure it was all meant to be public so I will just say some parts were similar to Destructuring Assignment in javascript.
April 28th, 2023 by Ryan Hamilton
Are you a Quant or kdb Developer struggling to get the UI team to work on your app?
With Pulse, you can now build interactive data tools fast by yourself.
Pulse version 1.0 is available to download now and allows you to build real-time interactive data apps, free for up to 3 users.
After an intense year working closely with groups of quants and data analysts, with releases every week, Pulse has reached a major milestone.
Pulse 1.0 is being used successfully to deliver data apps including:
- TCA – Transaction Cost Analysis
- Algo start/stop and limit controls
- Trade Blotters that update in real-time
- Live Price Charts
Find Out More
Pulse now provides:
A massive thanks to the many beta testers, early adopters, users and companies that invested in and purchased Pulse.
Particular thanks to Rahul, Ruairi, Ian, Steve, Chris, WooiKent, Franco, Palmit, JP, JD, PN, SG, JM, KF, AR, MC, JC, CA, SS. Thanks for raising numerous feature requests and providing excellent feedback that helped make Pulse what it is today.
If you want to hear more, join one of our scheduled demos or contact us.
If you tried an old version or if you have never tried Pulse:
Download Pulse Now
March 27th, 2023 by John Dempster
qStudio release 2.05 added:
- Mac / Intellij / Flat / Material Theme support
- Inlcuding 20+ Intellij and 20+ Material Themes builtin
- Scaling font size in settings increases code size and all font sizes throughout the UI
- Jetbrains Mono is now bundled as the default Font for development
Notice Also
- The menu bar is now integrated with the title on platforms with that enabled (Windows 10/11)
- File chooser now includes shortcuts to popular locations
- Native window decorations on Windows 10 – Snapping / Shadows / etc.
qStudio Dark Theme
qStudio Light Mac Theme
March 14th, 2023 by Ryan Hamilton
0.6.5 release in July 2022
For our initial release of Pulse we had 4 essential use cases that we solved. This included:
- Trade Blotter – Scrolling real-time table of trades.
- TAQ – Trade and Quote graph of teal-time quotes
- A live updating current price table with color highlighting.
- A simple time-series graph to plot single metrics. e.g. mid price over time.
1.0 Release March 2023
Pulse is a tool for real-time interactive dashboards.
Over the last few months we focussed on adding new visualizations , allowing charts/tables to be customized and supporting QuestDB.
The goal for 1.0 is:
- Increased Interactivity – To allow user interaction
- Support for large deployments
- Dynamically updating data sources – For when db server deployments can change host/port
- Licensing – builtin
- Reporting tools – to show current and historical dashboard usage
- Possible custom connection to user to allow security.
- Stability
- Warn when dashboard is growing very large
- websocket heartbeat to prevent idle disconnects
- Improved User Friendliness
NOT in 1.0 but still on the long term roadmap is grid UI improvements , scripting and further expanding data sources.
February 6th, 2023 by Ryan Hamilton
Pulse – Real-time interactive Dashboards 0.13.5 adds Sparkline and Dynamic HTML support
- Dynamic HTML – Full user control to generate HTML using template languages
- Sparklines – Embed small charts within a table by specifying nested arrays.
DOWNLOAD NOW
Pulse is designed to provide real-time interactive dashboards so the underlying database has to be really fast. Pulse can support almost any data source, the question is which databases are worth supporting.
Time-series databases are the fastest growing database sector (image below).
The great news is that in the last few years there has been a a lot of interesting new entrants. So we’ve updated our past articles:
- Top Column-Oriented Databases – DuckDB, Clickhouse and Doris are the new exciting entrants. Benchmark results in article.
- Top Time-Series Databases – Have exploded in popularity. QuestDB and TimeScale are the new entrants there. Benchmark results in article.
January 23rd, 2023 by John Dempster
It’s a New Year, traditionally the time to consider a potential job change.
To help your search we have:
December 7th, 2022 by Ryan Hamilton
I present the 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.
November 29th, 2022 by John Dempster
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:
- Security integration – to allow firm wide rollout. We now support both Apache proxies and kdb based authentication.
- Chart Customization – Configuration of 100+ chart attributes from the UI.
- 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.
Pulse – kdb+ Streaming Subscriptions
Pulse – example customization
November 29th, 2022 by John Dempster
// 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.
