Managing Market Data with eXtremeDB Financial Edition
eXtremeDB Financial Edition meets the specialized requirements of handling market data with several powerful features:
Flexible data layout. eXtremeDB Financial Edition implements columnar data layout for fields of type ‘sequence’. Sequences can be combined to form a time series, ideal for working with tick streams, historical quotes and other sequential data. The technology supports database designs that combine row-based and column-based layouts, to best leverage the CPU cache speed.
Vector-based statistical function library. Vector-based statistical functions provide high efficiency by executing over all or part of one or more sequences and supporting assembly lines of operations on sequences, for statistical/quantitative analysis.
Handles real-time and historical data. eXtremeDB Financial Edition’s in-memory storage is ideal for real-time data, while developers can easily specify persistent tables for historical data with a simple notation in the database schema.
eXtremeDB programming skills are fully interchangeable between in-memory and persistent database designs (developers needn’t learn two database system products for real-time and historical data).
Traditional DBMSs bring rows of data into the CPU cache for processing. But financial data – such as trades and quotes – are better handled by a column-based layout that avoids flooding the cache with unwanted data.