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kdb qSQL vs standard SQL queries

30 Mar 2014 | , ,
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Often at the start of one of our training courses I’m asked why banks use the kdb Database for their tick data.

One well known reason is that kdb is really fast at typical financial time-series queries (due to kdb’s column-oriented architecture). Another reason is that qSQL is extremely expressive and well suited for time-series queries.

To demonstrate this I’d like to look at three example queries, comparing qSQL to standard SQL.

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By Ryan Hamilton

© 2018 Kx Systems
Kx® and kdb+ are registered trademarks of Kx Systems, Inc., a subsidiary of First Derivatives plc.

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