Managing Market Data
eXtremeDB for HPC
eXtremeDB for HPC meets the specialized requirements of handling market data with several powerful features:
Flexible data layout. eXtremeDB Financial Edition implements columnar data layout for fields of type ‘sequence’. Sequences can be combined to form a time series, ideal for working with tick streams, historical quotes and other sequential data. The technology supports database designs that combine row-based and column-based layouts, to best leverage the CPU cache speed.
Vector-based statistical function library. Vector-based statistical functions provide high efficiency by executing over all or part of one or more sequences and supporting assembly lines of operations on sequences, for statistical/quantitative analysis.
Boolean, add, subtract, multiply, divide, compare, not, and, or, xor, conversion, weighted sum, weighted average, covariance, correlation, conditional operations, difference, concatenation, max, min, sum, product, count, average, variance, standard deviation, user-defined functions, and more . . . see a complete list of features.
eXtremeDB for HPC provides a rich library of vector-based statistical functions that execute over sequence to accelerate management of time series data.
Handles real-time and historical data. eXtremeDB for HPC’s in-memory storage is ideal for real-time data, while developers can easily specify persistent tables for historical data with a simple notation in the database schema.
eXtremeDB programming skills are fully interchangeable between in-memory and persistent database designs (developers needn’t learn two database system products for real-time and historical data).
Traditional DBMSs bring rows of data into the CPU cache for processing. But financial data – such as trades and quotes – are better handled by a column-based layout that avoids flooding the cache with unwanted data.