Rikesh posted a link to the GCHQ Christmas Card Puzzle on the K4 listbox, so I decided to take a look. Described as a grid shading problem, it consists of a 25 X 25 grid, on which a number of cells are shaded black. The sequence of numbers against each row and column specifies the length of runs of unbroken …
Adventure in Retrieving Memory Size of kdb+ Object
It has been quite a puzzle to figure out how much memory a kdb+ object uses within a q session, so we decided to write this utility script and add it to the latest release of our TorQ Framework. My first naïve impression was why not just use -22!, that should be a good estimate. Um no, -22! is only returning …
kdb+ Internet of Things and Pharmaceutical Applications
We at AquaQ Analytics have recently built two kdb+ applications which are outside its traditional finance domain. One is an IoT application which monitors vehicle movements, the other is a cost forecasting and analysis tool for clinical trials in the pharmaceutical industry. Both are built on our TorQ Framework. We had to do some slightly novel things, moving away from the …
kdb programming challenge – Fibonacci Clock
We all know what the Fibonacci Sequence is. It is basically the summation of last 2 numbers of a series starting from 1 (i.e. 1 1 2 3 5 8 13 ….). It exists in nature and can be seen in a sunflower head or in a snail shell as shown above. It is also related to the famous golden …
Avoiding End-of-Day Halts with TorQ
kdb+tick is great, but there’s a problem- when the RDB (real time database) writes to disk on its daily schedule, users cannot access that day’s data until the write out is complete. There are various solutions to this issue including: using something similar to w.q to write out the data periodically intraday have a replicated system and staggering the save down, …
Recovering Corrupt Tickerplant Logs
Corrupt tickerplant logs are a curse that no one deserves but that doesn’t stop them from happening even to the best of us. However, all hope is not lost as it is possible to recover the good messages and discard the bad. In this post we will extend upon the standard rescuelog procedure to recover as much as possible from the …
UK general election 2015 – telling the story of results night with data
If you have been keeping abreast of the UK news recently, you may have heard that an election was happening. It was an exciting campaign and the results night was even better! Despite all the opinion polls suggesting that the UK was heading for a hung parliament, the result has turned out dramatically different. Even US election sage Nate Silver …
kdb+ FIX adaptor case study
FIX is one of the most common communication protocols used within the finance industry. This blog outlines the use of a kdb+ API built on top of QuickFix (www.quickfixengine.org) and describes how simple Indication of Interest (IOI) messages can be sent between two FIX components. We will demonstrate how to use the API to create some simple FIX messages and …
Six Nations 2015 – using data to tell a story with TorQ and d3.js
This year’s six nations championship will go down in history as one of the best ever (and not just because Ireland won for the second year in a row). The final six hours of rugby on Saturday was some of the most exciting sports I’ve ever watched. How many England fans would’ve believed going into the final day in first …
kdb+ and MongoDB case study
Big Data technologies have been all over technology press for what seems like a long time now. MongoDB is an established player in the space, one of the first examples of what have come to be called ‘NOSQL’ databases. With its schema-less design MongoDB is well suited to storing unstructured data and it promises many features to make it easy …