High-Performance Data Stores for Markets

<p>High-Performance Data Stores for Markets: Applied Techniques with kdb+ and ClickHouse<br /><br />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.<br /><br />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.<br /><br />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</p>