High-Performance Data Stores for Markets (Paperback)
Language: English
Published by Nobletrex Press, 2025
- Softcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 36.99
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Paperback. "High-Performance Data Stores for Markets: Applied Techniques with kdb+ and ClickHouse"Modern electronic markets generate torrents of time-sensitive data, and the firms that can store, query, and interpret that data fastest gain a decisive edge. This book is written for quantitative developers, data engineers, and trading technologists who need to build and operate serious market data platforms-not experiments. It speaks equally to kdb+ veterans looking to adopt ClickHouse and to engineers from the broader data ecosystem who must meet sub-millisecond SLAs for market analytics.Through a carefully layered progression, the book connects low-level systems foundations-Linux I/O, CPU caches, NUMA, and networking-to columnar database design, ingestion pipelines, and temporal analytics. You will learn how to model market microstructure data, implement reliable tick and order-book feeds, and exploit the strengths of both kdb+ and ClickHouse: from q idioms, as-of joins, and kdb+tick, to MergeTree engines, materialized views, and distributed SQL. Along the way, you will develop a rigorous performance-engineering toolkit, covering benchmarking, profiling, observability, and capacity planning, and you will apply this knowledge to concrete use cases such as limit-order-book analytics, TCA, backtesting, and real-time risk.The material assumes solid experience with Linux, at least one programming language, and basic SQL, but no prior exposure to kdb+ or ClickHouse. Emphasizing practical patterns over vendor marketing, it offers implementation-ready architectures, operational playbook This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. …
Seller Inventory # 9798896652267
- Title
- High-Performance Data Stores for Markets (Paperback)
- Author
- Thomas V. Trex
- Publisher
- Nobletrex Press
- Publication year
- 2025
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 13
- 9798896652267
"High-Performance Data Stores for Markets: Applied Techniques with kdb+ and ClickHouse"
Modern electronic markets generate torrents of time-sensitive data, and the firms that can store, query, and interpret that data fastest gain a decisive edge. This book is written for quantitative developers, data engineers, and trading technologists who need to build and operate serious market data platforms—not experiments. It speaks equally to kdb+ veterans looking to adopt ClickHouse and to engineers from the broader data ecosystem who must meet sub-millisecond SLAs for market analytics.
Through a carefully layered progression, the book connects low-level systems foundations—Linux I/O, CPU caches, NUMA, and networking—to columnar database design, ingestion pipelines, and temporal analytics. You will learn how to model market microstructure data, implement reliable tick and order-book feeds, and exploit the strengths of both kdb+ and ClickHouse: from q idioms, as-of joins, and kdb+tick, to MergeTree engines, materialized views, and distributed SQL. Along the way, you will develop a rigorous performance-engineering toolkit, covering benchmarking, profiling, observability, and capacity planning, and you will apply this knowledge to concrete use cases such as limit-order-book analytics, TCA, backtesting, and real-time risk.
The material assumes solid experience with Linux, at least one programming language, and basic SQL, but no prior exposure to kdb+ or ClickHouse. Emphasizing practical patterns over vendor marketing, it offers implementation-ready architectures, operational playbook
"Synopsis" may belong to another edition of this title.
CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
Shipping rates from United Kingdom to U.S.A.
| Item | 7 to 14 business days | 7 to 60 business days |
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