Comparing columnar data formats: Arrow, Vaex and kdb+

Matt Doherty data, kdb+ Leave a Comment

Here at AquaQ we have years of experience using kdb+ in the financial sector, helping our clients capture, analyse and derive value from their data. We always take a keen interest in technologies that will help us solve new problems, or provide better solutions for existing problems. To this end Apache Arrow is very interesting. Arrow describes itself as a …

Matt DohertyComparing columnar data formats: Arrow, Vaex and kdb+

New York to Hong Kong Challenge!

Calum McBurney Life At AquaQ Leave a Comment

I can only speak for myself, but it’s really difficult to stay in a routine for exercise when we are going in and out of lockdowns, and working remotely means the fridge is just a few steps away…! With this in mind, AquaQ are taking on our biggest challenge yet. From Monday 12th October 2020 to Monday 26th October 2020, …

Calum McBurneyNew York to Hong Kong Challenge!

TorQ Installation Script

Sander Roomus datablog, kdb+, TorQ Leave a Comment

Background Historically, TorQ and its corresponding packages have had a method of installation that meant unzipping the packages and copying them on top of each other. That was an easy method, and is still fine for test or trial applications. For production applications we have tended to separate TorQ, the application that sits on top of it and the data …

Sander RoomusTorQ Installation Script

TorQ TAQ – a NYSE TAQ Loader

Robert Sketch datablog, kdb+, TorQ Leave a Comment

The TorQ-TAQ Loader architecture is an extension to TorQ, which efficiently downloads TAQ files directly from the NYSE website.  This blog explains the following: What is NYSE TAQ? The types of files which TorQ-TAQ supports A brief overview of each file type Goals which we hope to achieve with TorQ-TAQ TorQ-TAQ Architecture description TorQ-TAQ message flow Support and Custom Configuration …

Robert SketchTorQ TAQ – a NYSE TAQ Loader

Decoding PCAP Files using kdb+

Elliot Tennison Uncategorized Leave a Comment

As part of a client investigation into system latency issues, AquaQ Analytics has been exploring and working on incorporating packet sniffing into kdb+ to better identify problems over a network. This blog is a case study that looks at two FIX engines interacting and how PCAP files can be used to identify possible problems. The parser deconstructs PCAP files, which …

Elliot TennisonDecoding PCAP Files using kdb+

The Corona Diaries – Sequel

Elisa Herbig Life At AquaQ Leave a Comment

Week no. “Who Is Still Counting (Stars)”:Days and weeks are starting to blend together. Are we running out of ideas to keep everyone busy? Ha, you wish! Mental Health Awareness Week seems to have given us new inspiration. Here are some of the winning contributions for our Mental Health-“Take a Walk – Take a Picture” challenge: Week no. “Let It …

Elisa HerbigThe Corona Diaries – Sequel

AquaQuarantine kdb+ Tech Talk Content

Jonny Press datablog, kdb+, TorQ Leave a Comment

The videos and slide decks from the AquaQuarantine kdb+ Tech Talks are below. kdb+ Security TorQ Overview Gateway Design Principles Grafana kdb+ 4.0 kdb+ in Containers MemVerge and kdb+ Optane TorQ Tickerplant kdb+ Security kdb+ can be configured to conform to current security standards. Jonny Press will talk about what these are and how it can be done including authentication, …

Jonny PressAquaQuarantine kdb+ Tech Talk Content

AquaQuarantine kdb+ Tech Talks Round 2

Jonny Press datablog, kdb, kdb+, TorQ, training Leave a Comment

We gave some talks a few months ago which seem to have gone down well. We’ve decided to go again with a short series of 3, including a guest talk from Nick Psaris on his new book Fun Q. If you’d like to sign up for any of these sessions, please use the form below. If you have trouble accessing …

Jonny PressAquaQuarantine kdb+ Tech Talks Round 2

TorQ-Crypto Released

Cormac Ross data capture, kdb+, TorQ Leave a Comment

Today we are excited to release our new TorQ-Crypto package! For those of you that have used TorQ, you will most likely be familiar with the TorQ Finance Starter Pack. TorQ-Crypto behaves in a similar manner to the starter pack and provides an example of how an application can be built and deployed on top of the TorQ framework. The …

Cormac RossTorQ-Crypto Released