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Open Source alternative to kdb+

Is anyone familiar with an open source alternative to the kdb+ time series database?
 

alain

Older and Wiser
I played with K once around 2000. At that time, there was no "free-lunch". I remember the company that produced KDB used to offer a limited version for free that you could play with but I haven't seen anything like it in the open source world.

The only thing I remember about K is that it was superfast but cryptic (APL based I think).
 
Hi Alain-

Yes I played around with the limited trial version as well. It is very fast but also very expensive.

Thanks for the reply back.

-regards
 

Wallstyouth

Vice President
Is anyone familiar with an open source alternative to the kdb+ time series database?

Opensource DB on steriods MonetDB - http://monetdb.cwi.nl/ not very good for time series data as k but its much better than most of the opensource stuff available today

Checkout HDF5 its opensource but API only - http://hdf.ncsa.uiuc.edu/whatishdf5.html it works very well with Esper Esper -

Cheaper than kdb but comes very close in speed Time Series Database - Xenomorph Database (XDB)
http://monetdb.cwi.nl/
 
Hey,

I thought I would give this thread a bump as quite a while has gone by, I was wondering whether there were any new kdb+ like open source alternatives that have a similar feature set, or performance.

I've recently installed and worked with a open source trading platform tool called marketcetera which looks promising, but it lacks the historical data features currently.

Thanks guys,

T,
 

Yike Lu

Finder of biased coins.
If you don't need it for production, (i.e., academic or other non-commercial use) there's a 32 bit trial version.
 

Lyosha

Psychic in Training
trial version cuts you off at a certain point though, which I would imagine is thoroughly unsatisfying...
 

DominiConnor

Quant Headhunter
I've been talking to Xenomorph, who produce the DB rmentioned by WallStYouth.

The idea we've been kicking around is to provide a "student edition" that's cheap / free, possibly populated with some time series.

Although I think that would be great for some students, I haven't yet been able to work out whether there would be enough takers to make this a firm proposition.
 
Seriously? Anyone?

I am not sure if there is enough people who really realize that, before any serious quant work could be done, a time series database is a must.

I want to see if there is really an interest on this forum to:

1: Develop a time series data storage
2: Develop data collectors (data providers) that populate the database
3: Share the data.

and what kind of time/money commitment each interested person want to contribute

This is not a "call." It is more of a survey. Please feel free to chime in..

thanks!
 

Dave Haan

aka nnyhav
There is always A+. It was a predecessor to kdb.
A+ is an C-APL hybrid. K is a crunchy Lisp kernel with APL sugarcoating. (I was expert in both, and APL of course ...)
and Q is K/kdb+ with SQL brought onboard (after my time) (sorry for delay I've been away).
 

Yike Lu

Finder of biased coins.
Open source K:
https://github.com/kevinlawler/kona/

Widebase looks interesting - you are the creator and maintainer, mysterion? Do everybody a favor and don't implement strict SQL (the COBOL of query languages) as the main query language. The q model isn't bad: do embed sql operations inside your base language.
 
Open source K:
https://github.com/kevinlawler/kona/

Widebase looks interesting - you are the creator and maintainer, mysterion? Do everybody a favor and don't implement strict SQL (the COBOL of query languages) as the main query language. The q model isn't bad: do embed sql operations inside your base language.
Yep, I'm the creator and maintainer. I tried first the Apache Cassandra database, based on the tutorial Basic Time Series with Cassandra: http://rubyscale.com/blog/2011/03/06/basic-time-series-with-cassandra/. But, this was not the right approach for my case. In the end, I have written own database for large time series and familiar data model like KDB+.
 

Yike Lu

Finder of biased coins.
Interesting, I will take a look at widebase when I get a chance then. Thanks for sharing!
 
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