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Kx Systems Extends High-Volume Data Capabilities for Real-time and Historical Analysis

The new kdb+x family of stock exchange data loaders provides next-generation speed and capacity to handle growing volumes of market data. Kx has also released a 32-bit version of its powerful kdb+ relational database, previously available only on 64-bit systems.

Palo Alto (June 1, 2004) - Kx Systems, leader in high-performance databases and time-series analysis, today extended its portfolio of products by announcing kdb+x for LSE Tick and Best Price Data, an application that loads London Stock Exchange data into kdb+, and kdb+32, a 32-bit version of its next-generation Kx kdb+ database. Both products were released in response to the financial industry's growing requirement for technology to handle skyrocketing volumes of market data, as well as the expanding use of data from global markets.

"Financial firms are rapidly collecting increasing amounts of market data," said Janet Lustgarten, Kx CEO. "Not only are the numbers of data sources expanding as trading becomes more global, but firms also want to capture more data per tick, for example Nasdaq Level II information. Many traditional database systems become too slow when analyzing these volumes of data."

Kdb+x stock exchange loader supports fast analysis of London Stock Exchange (LSE) data
A fast loader of LSE data into the Kx kdb+ database, kdb+x for LSE Tick and Best Price Data is the latest in a Kx family of loaders designed to work with specific data products from exchanges worldwide.

The Kx kdb+x stock exchange loaders enable financial firms to quickly populate a kdb+ database with historical data from the exchanges. Kdb+x for LSE Tick and Best Price Data is Kx Systems' first loader application for a European exchange product and reflects the growing interest of today's leading financial firms in global data products. It was modeled after the company's initial loader product, kdb+taq for NYSE TAQ data, which Kx introduced in 2003.

According to Kx CTO Arthur Whitney, "Firms that buy historical data products from the exchanges do so primarily because they want to analyze the data -- for example to back test their trading strategies. Often, they can't quickly use the data they've bought, because they don't have an efficient way to transfer the data into a database that excels at time-series analysis of high volumes of data. By using a kdb+x stock exchange loader to transfer the historical data from the stock exchange source into the kdb+ database, firms can rapidly move into testing their trading strategies."

Kx will continue to add to the kdb+x stock exchange loader family. Said Whitney, "As exchanges worldwide develop more data products, in response to demand from their customers for this data, Kx will continue to make it easy for customers to put historical data to immediate use."

Kx 32-bit kdb+ delivers speed and flexibility using standard operating platforms
Kx kdb+ is a relational database and programming environment designed to provide superior performance for capturing and analyzing high volumes of data. The first Kx kdb+ database, announced in June 2003, was available for 64-bit platforms only. Today Kx has announced a 32-bit version, kdb+32.

Whitney commented, "Initially, we released kdb+64 to take advantage of 64-bit memory addressability, which enables firms to perform larger analyses faster. We also added next-generation capabilities to kdb+, increasing the flexibility of data types, simplifying the programming and query language, and increasing the performance for analytics on high volumes of data. As a result, customers who did not yet have 64-bit systems in-house began asking us for a 32-bit version, and today we are pleased to make kdb+32 available to them."

All kdb+ applications are binary compatible. Should firms decide to move their applications from kdb+32 to kdb+64 in the future -- to take advantage of 64-bit memory addressability -- they will not need to rewrite applications. Kdb+ runs on Solaris, Linux (x86 and Opteron) and Windows.

Said Whitney, "Our customers recognize that the ability to write sophisticated trading algorithms, test them rapidly, and execute them in production with real-time results is essential to trading advantage in today's leading-edge firms. In an increasingly low-margin, commodity environment, proprietary analytics are one of the few areas where firms can excel, and we are pleased that top firms continue to turn to Kx for a database and programming environment that supports the highest levels of innovation."

Kdb+x for LSE Tick and Best Price Data and kdb+32 are available now and shipping globally. In addition, other kdb+ applications -- kdb+tick and kdb+taq -- are also available now.