High-Performance Data Stores for Markets: Applied Techniques with kdb+ and ClickHouse (Trading System Architecture & DevOps) - Softcover

Trex, Thomas V.

Softcover

ISBN 13: 9798896652267

Verlag: NobleTrex Press, 2025

Inhaltsangabe

"High-Performance Data Stores for Markets: Applied Techniques with kdb+ and ClickHouse"

Modern electronic markets generate torrents of time-sensitive data, and the firms that can store, query, and interpret that data fastest gain a decisive edge. This book is written for quantitative developers, data engineers, and trading technologists who need to build and operate serious market data platforms—not experiments. It speaks equally to kdb+ veterans looking to adopt ClickHouse and to engineers from the broader data ecosystem who must meet sub-millisecond SLAs for market analytics.

Through a carefully layered progression, the book connects low-level systems foundations—Linux I/O, CPU caches, NUMA, and networking—to columnar database design, ingestion pipelines, and temporal analytics. You will learn how to model market microstructure data, implement reliable tick and order-book feeds, and exploit the strengths of both kdb+ and ClickHouse: from q idioms, as-of joins, and kdb+tick, to MergeTree engines, materialized views, and distributed SQL. Along the way, you will develop a rigorous performance-engineering toolkit, covering benchmarking, profiling, observability, and capacity planning, and you will apply this knowledge to concrete use cases such as limit-order-book analytics, TCA, backtesting, and real-time risk.

The material assumes solid experience with Linux, at least one programming language, and basic SQL, but no prior exposure to kdb+ or ClickHouse. Emphasizing practical patterns over vendor marketing, it offers implementation-ready architectures, operational playbook

Details zur Ausgabe

• Verlag: NobleTrex Press
• Erscheinungsdatum: 2025
• Sprache: Englisch
• ISBN 13: 9798896652267
• Einband: Taschenbuch
• Anzahl der Seiten: 636
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: gpsr@libri.de; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Deutschland