Kx Systems Tears Past the One Million Events per Second Barrier

2 Aug 2005 | , , , ,
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Palo Alto (2 Aug 2005) – Kx systems, leader in
high-performance databases and timeseries analysis, today
announced worldwide availability of the kdb+ v.2.2 database
for Linux, Solaris and Windows 64-bit operating systems.
With a tenfold realtime performance improvement over
last year’s kdb+ v.2.1, the new release gives financial
firms and exchanges mastery over relentless increases
in market data volumes.

“At Kx, we like to offer immensely
greater capacity than even the highest-volume markets,
so that our customers can easily scale their program trading,
order matching and other high-volume/low-latency applications,” said
Arthur Whitney, Kx CEO. “As an example, we make it
easy for firms to perform full depth-of-book program trading
on hundreds of millions of events per day.”

kdb+ enables users to insert, update and query data coming
directly from any exchange. But with its one million events
per second speed, the Kx Systems database also delivers
the headroom to go far beyond simply capturing and updating
market data. For example, it can simultaneously support
many thousands of realtime proprietary analyses on data
in memory, update database indices dynamically to speed
query execution, and log data to the file system — all
without breaking a sweat. Once saved to disk, massive amounts
of kdb+ data can be queried at speeds of 10 million records
per second per CPU. Saving streaming data lets firms backtest
their strategies and mine market data history for the trading
intelligence that leads to competitive advantage.

“Saving streaming data to history also enables financial
firms and exchanges to demonstrate compliance, including
Reg NMS, as well as analyzing trade or order quality,” said
Simon Garland, Kx CTO. “Everyone recognizes that there’s
no holding back the data flood, so we give users a way
to navigate it.”

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