SR Labs Announces the SMDS Kdb+ Bridge
NEW YORK--(BUSINESS WIRE)--SR Labs announces the release of the SMDS (SR LABS Market Data API) kdb+ Bridge. The Bridge has been implemented by SR Labs using the latest offerings from SR Labs and Kx Systems, enabling clients of both companies to build kdb+ tick stores using SR Labs feed handlers.
“Kdb+ is the industry standard for time-series databases. We are excited to offer an out-of-the-box adapter to SMDS feed handlers. This will allow our clients to leverage their existing SMDS expertise and use their SMDS datasets to build streaming, real-time and historic time series in kdb+”
"Kdb+ is the industry standard for time-series databases. We are excited to offer an out-of-the-box adapter to SMDS feed handlers. This will allow our clients to leverage their existing SMDS expertise and use their SMDS datasets to build streaming, real-time and historic time series in kdb+," said Aaron Wald, VP of Engineering at SR Labs.
The SMDS kdb+ Bridge allows clients to load order by order, order book and security status data, in addition to the industry standard trade and quotes. This gives users the ability to create point-in-time snapshots of the market within kdb+. Using the same feed handlers they would in production allows users to bridge the gap between live trading and back-testing providing an integrated solution from real-time to historic analysis.
“Kx Systems’ customers choose kdb+ to have the best database and programming language for their high performance computing needs, " said Fintan Quill, Senior Engineer, at Kx Systems. “Known for their high speed electronic market data solutions, SR Labs is increasing the number of tools available for kdb+ developers across Wall Street by seamlessly integrating kdb+ into their suite of market data feed handlers.”
SR Labs provides feed handlers covering 200+ exchanges across Asia, Europe, and the Americas, all of which are compatible with the bridge. This gives kdb+ users the ability to build truly global tick repositories complete with order book depth.
“With this integration with kdb+, we are enabling our clients to trade, research and perform post trade analysis with data from SR Labs feed handlers using the best time-series database on the market. This brings us closer to being able to offer a complete trading solution to our clients - all at optimal performance and with maximum functionality,” added James Buckney, Chief Data Officer at SR Labs.
About SR Labs:
Street Response Laboratories (SR Labs) provides low latency market data and exchange connectivity solutions for the financial industry. SR Labs market data solution provides extensive feed coverage including all major North American, European and Asian Exchanges. Our flagship products, SMDS and SREX are currently used by top-tier investment banks and hedge funds.
Kx Systems offers a unified approach to real-time and historical data analysis with its high-performance kdb+ database platform. Kdb+ provides a portable, expressive query and programming language, q, to analyze and store streaming events, manipulate in-memory and on-disk databases, and build distributed, low-latency applications. The company's focus is on delivering the best performance and flexibility for high-volume, data-intensive analytics and applications. For more information visit http://kx.com.