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A mountain tour of kdb+ and the q programming language

Mountain walk

TL;DR

  • Kdb+ is an in-memory, column-store database optimized for time series. It has a tiny footprint and is seriously quick.
  • The q vector-programming language is built into kdb+. It supports SQL-style queries.
  • Q expressions are interpreted in a REPL.
  • Tables, dictionaries and functions are first-class objects..
  • Kdb+ persists objects as files. A large table is stored as a directory of column files.
  • Explicit loops are rare. Iteration over lists is implicit in most operators; otherwise mostly handled by special iteration operators.
  • Parallelization is implicit: operators use multithreading where it helps.
  • Interprocess communication is baked in and startlingly simple.

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