k   programming language

kDB enterprise sql+timeseries database

store anything. compute anything.

fun

 select time,price,size from trade where 0<deltas price  / upticks
 select time,price,bid from(trade;quote)where price<bid  / asof join
 select size avg price by time.minute from trade         / minute vwaps

fast

 million+ inserts per second, e.g. trade,:(time,ex,price,size)
 million+ updates per second, e.g. ebook,:(ex,time,price,size)
 million+ queries per second, e.g. select last time from trade
 query billion+ rows per second, e.g. select avg size from trade

easy

sudo curl -u USR:PWD http://kparc.com/download/k -o /bin/k;sudo chmod +x /bin/k