New eXtremeDB Financial Edition 7.1 to Speed Up Risk Management and Compliance
The new v.7.1 release brings a host of benefits, including built-in feed handlers for Thomson Reuters and Vela, along with 4x faster data loading for large volumes of tick data, facilitating rapid and easy development for risk and quant modeling. Click here to learn more.
Fastest Time Series Analysis on Big Data/Market Data via SQL, Python
eXtremeDB Financial Edition delivers the most powerful solution for managing time series data (including market data) while maximizing developer productivity through open, developer-preferred languages including industry-standard SQL, Python, C/C++, Java, and C#.
- Groundbreaking speed – Competitive advantage in trading via performance, groundbreaking speed as confirmed by audited STAC-M3 benchmarks and other tests
- Columnar data layout maximizes the flow of relevant data into CPU cache and avoids flooding the cache with irrelevant data
- Algos and complex calculations – Pipelining vector-based statistical functions ensures market data stays near processing cores even when manipulating big data with complex operations
- SQL & Python – All features (including pipelining) fully accessible using SQL, Python, C/C++, Java, and C# (plus many more developer features)
- Reliability that lets you sleep at night: ACID-compliant transactions and other safeguards
- Low cost-of-ownership even when scaling to manage huge data sets
- Trial software – Get eXtremeDB Financial Edition evaluation software plus full docs, demos, benchmarks and reports