Kx Systems Extends High-Volume Data Capabilities for Real-time and Historical Analysis

1 Jun 2004 | , , , , ,
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Palo Alto (1 Jun 2004) – Kx Systems, leader in high-performance databases and time-series analysis, today extended its portfolio of products by announcing kdb+x for LSE Tick and Best Price Data, an application that loads London Stock Exchange data into kdb+, and kdb+32, a 32-bit version of its next-generation Kx kdb+ database. Both products were released in response to the financial industry’s growing requirement for technology to handle skyrocketing volumes of market data, as well as the expanding use of data from global markets.

“Financial firms are rapidly collecting increasing amounts of market data,” said Janet Lustgarten, Kx CEO. “Not only are the numbers of data sources expanding as trading becomes more global, but firms also want to capture more data per tick, for example Nasdaq Level II information. Many traditional database systems become too slow when analyzing these volumes of data.”

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