kdb

Kdb, commonly referred to as kdb+, is a high-performance columnar time-series database and the accompanying programming language q, developed by Kx Systems. It is optimized for storing and analyzing large volumes of time-stamped data, with a particular emphasis on financial market data, tick data, and real-time analytics.

In kdb+, data are stored in tables comprising named columns, where each column is a vector of a specific data type (for example integer, float, timestamp, or symbol). The q language combines concise syntax with vectorized operations, enabling complex queries and transformations to be expressed succinctly.

Key features include in-memory and on-disk storage options, efficient columnar compression, real-time streaming capabilities, and an append-only model suited for time-series workloads. The system uses a client-server architecture and provides API bindings for Python, Java, .NET, and other languages to facilitate integration with data pipelines and analysis tools.

Kdb+ is widely used in the financial services sector for purposes such as tick data storage, high-frequency trading analytics, risk assessment, backtesting, and historical data analysis, where fast aggregations and time-based queries over very large datasets are essential.

It is a commercial product developed and licensed by Kx Systems, with a large ecosystem of practitioners and third-party tooling. While its specialized nature and licensing impose a learning curve, its performance and time-series capabilities remain a key reason for its adoption in finance and related fields.