AquaQuarantine 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 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

A C++ Utopia – Some comments on interfacing kdb+ and C++

Matt Hughes data, kdb+ Leave a Comment

Recently quite a few projects at AquaQ have involved the manipulation of large numeric vectors in kdb+, and passing this data to and from external applications or tools written in C or C++. A practical example would relate to the use of machine learning libraries written in C++ that require output to be written to a kdb+ tickerplant or database. …

Matt HughesA C++ Utopia – Some comments on interfacing kdb+ and C++

Chronicle Software integrates Chronicle Queue with kdb+ – Delivering high speed trading solution in partnership with AquaQ Analytics

Jamie Grant kdb+, News Leave a Comment

    London, Belfast, Singapore – 05 February 2021 – Chronicle Software (Chronicle), a specialist provider of low-latency technology solutions for the financial services industry, announced the integration of their latency-optimised messaging framework Chronicle Queue with the high-performance database kdb+.   Chronicle has completed the integration project in partnership with AquaQ, the consultancy and product development company. The integration enables users of …

Jamie GrantChronicle Software integrates Chronicle Queue with kdb+ – Delivering high speed trading solution in partnership with AquaQ Analytics

AquaQ Parquet kdb+ converter

William Lowe kdb+ Leave a Comment

Following on from the columnar and data formats blog post, we have decided to investigate creating a custom API for parquet. Traditionally, we would do this through python, however, we are interested to see what the performance benefits are. Kdb-Parquet is a library that can convert kdb+ tables to and from the Apache Parquet table format. The library provides a …

William LoweAquaQ Parquet kdb+ converter

Real-time airline traffic dashboards with TorQ-Air

Chad Thackray data capture, kdb+, TorQ Leave a Comment

TorQ-Air is an application built on the TorQ framework that allows us to capture data through the Lufthansa developer API and perform both real-time and historical analytics on flight data. The solution includes a front-end built on Kx-dashboards, showing a number of real-time and historical stats. Download and installation instructions can be found on the TorQ-Air github repo. Founded in …

Chad ThackrayReal-time airline traffic dashboards with TorQ-Air

TorQ in 2020

Elliot Tennison data capture, kdb+, TorQ Leave a Comment

2020 was a strange year for most of us. We’ve used it as an excuse to put a lot of work into extending TorQ- here’s a brief recap of some highlights. The first large contribution in 2020 was to provide the option of integrating Datadog into TorQ. Datadog is an extremely useful application monitoring service capable of tracking anything from …

Elliot TennisonTorQ in 2020

AquaQ Analytics and Pegasus Partner to provide Client Value

Jamie Grant data, kdb+, News, TorQ Leave a Comment

Capital markets relies on massive data sets that are exponentially growing and moving faster. The key to making use of the data to create information is through smart analytics, delivered in a cost effective and modular way. AquaQ Analytics and Pegasus Enterprise Solutions are teaming together to provide dynamic, cost effective access to your data that will yield tremendous insights …

Jamie GrantAquaQ Analytics and Pegasus Partner to provide Client Value

TorQ Segmented Tickerplant

Elliot Tennison data capture, kdb+, TorQ Leave a Comment

Our most recent project here at AquaQ Analytics has been an extension of the TorQ production framework. In particular, a new segmented tickerplant process (STP) has been incorporated into TorQ which will provide greater flexibility to the user whilst also preserving the functionality of the original tickerplant process. This blog post will revisit the role of the tickerplant in TorQ, show the new features that a segmented tickerplant provides and highlight the advantages …

Elliot TennisonTorQ Segmented Tickerplant

Comparing columnar data formats: Arrow, Vaex and kdb+

Matt Doherty data, kdb+

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+