How is real-time data handled?
The kdb+tick module supports data streams from a data feed or other source of real-time data, and makes it available for immediate relational analysis. In addition, the data is logged so that, in case of a system failure, no data is lost. Periodically, the log file is written to the historical database — a day’s worth of real-time data can be written to the database in a few minutes. In fact, kdb+tick is so fast at managing real-time, in-memory, and stored data that some of our customers eliminate the traditional end of day where the database is taken off-line. Because of this, it can be used for advanced applications such as global 24×7 trading.