eXtremeDB for HPC meets the specialized requirements of managing market data with several powerful features:
Flexible data layout
eXtremeDB for HPC 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. This technology supports database designs that combine row-based and column-based layouts, in order to best leverage the CPU cache speed. Learn how.
Vector-based statistical function library
Vector-based statistical functions provide high efficiency by executing over all or part of one or more sequences. This in turn supports 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.
Developer programming skills are fully interchangeable between in-memory and persistent database designs. (In other words, 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.
Designed for speed and efficiency, eXtremeDB for HPC (formerly the Financial Edition) offers:
- Record-setting performance, year after year.
- An ultra-fast and flexible market data feed handler.
- A highly efficient in-memory database system (IMDS) design that removes the I/O, cache management, data transfer and other sources of DBMS latency.
- For historical or OLTP data, eXtremeDB for HPC offers a wide array of performance-enhancing features, such as pre-warming the cache, cache prioritization, and many more.