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Connect to Tick Databases

Kx Tick Databases

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Visual Analysis of Time Series Data Stored in Kx Tick Databases

Visual interactive dashboards for Kx tick databases and time series data storesPanopticon offers a user interface for Kx tick databases that enables financial institutions to analyze time series data, and visualize patterns and trends far quicker than before. This is because the human eye can identify and process visual information far quicker than columns of numbers (such as Excel spreadsheets). Traders and managers can process, analyze and visualize vast quantities of trade data in real-time using Panopticon's exceptionally fast interface to Kx. The ability to drill down very quickly, and switch between a visual and numerical representation of data is extremely valuable in recognizing whether anomalies are just blips – which can be ignored – or patterns which offer valuable trading opportunities or represent potential risks.

Multiple applications in capital markets

Kx and Panopticon's shared clients, in particular investment banks, hedge funds, mutual fund operators, and exchanges, use the combined platform in several applications, including:

Kx's Kdb+ system is a high performance, column-oriented database and is used by most Tier 1 global investment banks. With a single data format for real-time and historical data, kdb+ provides a unified database that eliminates latency across multiple data management systems. Kdb+ includes q, a general-purpose programming language that can access data directly, avoiding the performance degradation of first reading in data, then sending the data to an external routine. Q is an array based, functional language. Its interactive environment provides immediate feedback to developers resulting in faster application development cycles. Kdb+ and q offer performance and productivity that is not available from pre-packaged solutions.

Powerful capabilities support in depth visual analysis of time series data

altPanopticon dashboards like this one allow firms using Kx tick databases to perform highly efficient visual analysis of huge volumes of tick data.The combined Kx/Panopticon platform provides firms with a unique set of capabilities, including: 

  • Capture, manage and analyze billions of real-time ticks as well as fast access to terabytes of historical tick data.
  • Process millions of records per second -- keep up with peak volumes on any exchange.
  • Combine real-time and historical data in a single database. There's no need to discard in-memory data at the end of the day--with kdb+tick, it takes about a minute to store a day's worth of ticks in memory.
  • Write sophisticated time-series analyses for in-memory and historical data.
  • Built in feed handlers include Reuters, Tibco and Bloomberg, and connecting new data feeds takes a few minutes (with java code) or a few hours (with C code).
  • Sample schemas include taq (trades and quotes to match kdb+taq), lvl2 (Nasdaq Level II quotes), futures, FX.
  • Defining new schemas and arranging the feed handlers takes a few minutes to a few hours, depending on the complexity of the schema.

There are two key reasons for the partnership. The first is that Panopticon is unique in its ability to provide visualization of the enormous volumes of real-time and historical data which Kx processes. The second is the companies' shared approach to providing clients with sophisticated tools. The Panopticon interface provides a toolkit for intelligent users to come up with new and creative ways of analyzing data, helping them to quickly see trading opportunities.

Supported in all Panopticon products

All Panopticon products, including the EX enterprise application, the Developer SDK for .NET and Java environments, and the Panopticon Rapid Development Kit, support the the Kx Kdb+ tick database.

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