Citadel has an effective framework for high-performance real-time event processing using Kdb+ and several of the firm’s platforms have Kdb+ either at the core or close to it. Citadel’s framework builds on the Kdb+ primitives to allow engineers to rapidly develop dynamic event processing systems, from which insights can be drawn in real-time. Despite its advantages, the Q language presents a strong barrier to entry for those unfamiliar with Q. That’s why we’re thrilled by the introduction of PyKx. In this talk, we’ll be taking you through our journey in integrating it into our framework and the challenges it’s helped overcome.
The KXCON23 talk “High Performance, Real-time Event Processing with PyKX | kdb at Citadel” will be presented by Mohammad Noor and Oliver Stewart, who will share their experience of integrating PyKX into their kdb framework at Citadel.
PyKX is a Python library that provides a Pythonic interface to the kdb+ database. It makes it easy to develop and deploy high-performance, real-time event processing systems in Python.
Citadel is a leading global financial services firm that uses kdb+ extensively for real-time trading and risk management. The firm has developed a powerful event processing framework in kdb+ that allows its engineers to rapidly develop and deploy dynamic event processing systems.
Noor and Stewart will discuss the challenges they faced in integrating PyKX into their existing kdb+ framework and how they overcame them. They will also share some of the benefits they have seen from using PyKX, such as increased productivity, improved code readability, and easier debugging.
The talk is likely to be of interest to anyone who is interested in using kdb+ for real-time event processing, or who is looking for ways to improve the productivity and maintainability of their kdb+ code.