In 1993 the New York Stock Exchange averaged fewer than one million trades and quotes per day.
In 2008 daily trades and quotes exceeded one billion in a single day. |
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Capture,
manage and analyze millions of real-time ticks as well as
terabytes of historical tick data with real-time analysis
results. Process hundreds of thousands of records per second -- keep up with peak volumes on
any exchange.
Combine real-time and historical
data in a single database. There's no need to discard in-memory
data at the end of the day--with kdb+tick, it takes about
a minute to store a day's worth of ticks in memory. Write
sophisticated time-series analyses for in-memory and historical
data.
Built in feed handlers include
Reuters, Tibco and Bloomberg, and connecting new data
feeds takes a few minutes (with java code) or a few hours (with
C code). Sample schemas include taq (trades
and quotes to match kdb+taq), lvl2 (Nasdaq Level II quotes),
futures, FX.
Defining new schemas and arranging
the feed handlers takes a few minutes to a few hours, depending
on the complexity of the schema. Operate on 64-bit hardware. |
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