A General Introduction to KDB+/Q for Wall Street Data Scientist and Quantitative Analyst

Many people started their data science journey with either Python or R as the main programming language, and SQL for structured database. If you type “Python” or “R” or “SQL” from towards data science, hundreds of articles will return back to you.

However, if you have ever worked on any of the major broker dealers on the Wall Street, especially in the electronic trading group, you will find out that the most popular database & language actually belongs to KDB+/Q.

What is KDB+?

KDB+ is an extremely powerful database that can be used for real-time streaming as well as historical data. It was designed by Arthur Whitney back to 2003 in order to meet the growing demand of growing data storage from investment banks and trading firms.

KDB+ is commonly used in high-frequency trading for data and analytics storage, processing and retrieve large datasets at high speed. The database has the ability to handle billions of records in milliseconds, which is perfect for time series data.

What is Q?

Q is the SQL-like, general-purpose programming language built on top of KDB+. All the Q keywords (wrapper on top of the underlying k codes) could be found from here. Although…