Home ‘Pipelining’ Vector-Based Statistical Functions for Low Latency
Pipelining Vector-Based Statistical Functions in SQL for Low Latency

Database management systems (DBMSs) can greatly accelerate processing of time series data (such as market data) via a column-based approach. McObject’s eXtremeDB Financial Edition database enables column-based handling via its ‘sequence’ data type, and its library of vector-based statistical functions. This video presents the technique of pipelining these functions in SQL to improve performance by maximizing the proportion of relevant market data that is loaded into CPU cache, and reducing data transfers between CPU cache and main memory.

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