Automating Data Egress from kdb+ into Google BigQuery

Matthew Clark data capture, kdb+, TorQ Leave a Comment

kdb+ tick data capture software has been largely popular in banks, hedge funds and other financial institutions for years. Its kdb+ framework permits incredibly fast querying of data largely due to its vectorised querying language and efficient storage methods. A large cost component in any kdb+ implementation is always storage costs. Storage costs have been a big driving factor towards …

Matthew ClarkAutomating Data Egress from kdb+ into Google BigQuery

Pegasus TorQ Tick Tools

Stefan Hales data capture, TorQ Leave a Comment

Following our partnership with Pegasus, we have built TorQ adaptor which will provide TorQ’s segmented tickerplant with out-of-the-box access to leading data platforms and direct data solutions such as TP ICAP’s SURFIX data feed. Some of the key benefits Pegasus’ MarketsIO Tick Tools package provides are: Data burst protection against tick loss. Control over the distribution of streaming analytics. Ability to …

Stefan HalesPegasus TorQ Tick Tools

Mental Health Awareness Week 2021

Calum McBurney Life At AquaQ, Uncategorized Leave a Comment

Monday 10th May to Friday 14th May was Mental Health Awareness Week 2021, and our AquaQ team did their bit to get involved and help raise awareness and create conversations around the topic of mental health. Mental Health Awareness Week was created by the Mental Health Foundation 21 years ago, it has since grown into one of the worlds biggest …

Calum McBurneyMental Health Awareness Week 2021

AquaQ’s BigQuery API: Accessing Google’s BigQuery Data in kdb+

Matthew Clark kdb+ Leave a Comment

Introduction Google’s BigQuery is a fully scalable, serverless, cloud data warehouse of ever-increasing popularity. It boasts impressive ease of use as well as low-cost, quick configuration and “super-fast”[1] SQL querying across data. Making use of worker processes (like kdb+ secondary processes) and Google’s processing infrastructure, BigQuery’s querying speeds tower above many other SQL data warehouses. For a SQL-based storage and …

Matthew ClarkAquaQ’s BigQuery API: Accessing Google’s BigQuery Data in kdb+

TorQ Data Access API

Dan Sheppard TorQ Leave a Comment

Accessibility is important for all software, it provides a pleasant user experience as well as a seamless interaction with non-native processes. The Data Access API provides TorQ with a sleek user interface as well as accessible and extensive functionality to both the inexperienced kdb+ user and non kdb+ processes. Whilst experienced kdb+ developers will likely prefer to write queries directly, …

Dan SheppardTorQ Data Access API

AquaQuarantine 2021 Tech Talk Content

Jonny Press datablog, kdb+ Leave a Comment

The videos and slide decks from the AquaQuarantine 2021 Tech Talks are below. Content for the 2020 series can be found here. Shakti Refinitiv Tick History in Google BigQuery Chronicle Queue Vaex, Arrow, Parquet, kdb+ kdb+ Depth Data Storage Formats Shakti In this talk Fintan Quill, Shakti Director of Sales Engineering, will discuss this new parallel data system. With Shakti, database, language, …

Jonny PressAquaQuarantine 2021 Tech Talk Content

Comparing Arrow, Parquet and kdb+ File Formats

Michael Turkington data Leave a Comment

We have been investigating comparisons of performance and compression between the kdb+ binary format, Parquet and Arrow. Parquet is a columnar file format widely used in data warehousing, while Arrow is an on-disk format which is supported by some of the most popular data science tools. Some benchmarking has already been performed by the developers of Apache Arrow. We opted to use Python for …

Michael TurkingtonComparing Arrow, Parquet and kdb+ File Formats

AquaQ Coding Challenge: Columnar Transposition Ciphers

Ryan McCarron Uncategorized Leave a Comment

Encryption at its best is nearly unbreakable. At its most fun, it’s flimsy and thousands of years old. Our latest challenge is to break an existing columnar transposition cipher, and the challenge details are located here as challenge 35, “Columns“, on our challenge hub. Once you’ve gotten the spec, send us a function or script to find any codewords which …

Ryan McCarronAquaQ Coding Challenge: Columnar Transposition Ciphers

AquaQuarantine Tech Talk Series 2021

Jonny Press data, datablog, kdb+ Leave a Comment

We’ve decided to bring back our data-oriented talks for another run, with some help from our friends. Please use the sign up form below if you would like to join us. The content for our previous webinars is available here. Vaex, Arrow, Parquet Thursday 11th March, 4pm GMT Vaex is an open source python library for analysing large on-disk datasets …

Jonny PressAquaQuarantine Tech Talk Series 2021

Level 2 Storage Formats

Andrew West data, kdb, kdb+ 2 Comments

Storing an order book can be tricky due to the large number of orders and prices that continually change throughout the day. Here we investigate and compare three common methods of storing an order book, assessing their benefits and limitations. To do that, the TorQ-CME pack was used to process CME MDP 3.0 FIX data on Soybean Futures for 10 …

Andrew WestLevel 2 Storage Formats