KDB+: Recommended Way to Access Large Datasets for RTE / RTS
I am trying to understand the appropriate way for an RTE in a KDB+ Tick architecture to access large volumes of HDB & RDB data for its analysis, in this case a 30 day rolling window of sub-second L2 order book, ticker and trades for Deribit’s BTC-PERPETUAL, BTC’s calendar futures and all derived options.
use reverse rank in a fby statement
How does one accomplish a reverse rank in an fby?
kdb q: use reverse rank in a fby statement
How does one accomplish a reverse rank in an fby?
Compare two tables row wise using Q/kdb
I would like to compare data from two tables with same columns. What I think is I can use match operator (~) between the tables in each row of those tables, however, If the table size is big I am getting timeout issues.
kdb q functional select variable as symbol or not
With the following:
k) portion of parse tree of user defined function
In the below, why does the eval fail but the value works?
Also, what exactly is the k){x'y} part of the parse output and why did I have to enclose it in quotes for the value statement to work?
kdb/q How do I change all values of 0n in table column?
I am originally trying to save a table in kdb, but I was getting a type error:
How to select distinct by max value of other column
I have the following code:
a list of N subsequent elements in KDB
Given the table t: ([] a: 1 2 3 4), how can one obtain the column b for e.g.,
kdb/q xdesc on table, within primary id
I’m trying to get a single line item per id with the largest count, like below: