DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database

DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database

What makes me buy into DolphinDB:  Friendly DolphinDB –  Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database When I chat about DolphinDB with someone, it’s common … Continue reading DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database

Cost Effective DolphinDB – Worth the Money

Cost Effective DolphinDB – Worth the Money

What makes me buy into DolphinDB: Friendly DolphinDB –  Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database This is the fourth post in my series where … Continue reading Cost Effective DolphinDB – Worth the Money

Robust DolphinDB – How does DolphinDB Achieve Scalability, Reliability, Resilience, Consistency, and Monitorability

Robust DolphinDB – How does DolphinDB Achieve Scalability, Reliability, Resilience, Consistency, and Monitorability

What makes me buy into DolphinDB: Friendly DolphinDB –  Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database As a high-performance database built for business-critical financial applications … Continue reading Robust DolphinDB – How does DolphinDB Achieve Scalability, Reliability, Resilience, Consistency, and Monitorability

Speedy DolphinDB – Why is DolphinDB So Fast?

Speedy DolphinDB – Why is DolphinDB So Fast?

What makes me buy into DolphinDB: Friendly DolphinDB –  Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database In my last blog post, I showcased a cross-exchange … Continue reading Speedy DolphinDB – Why is DolphinDB So Fast?

Friendly DolphinDB – Cross-Exchange Arbitraging Case

Friendly DolphinDB – Cross-Exchange Arbitraging Case

What makes me buy into DolphinDB: Friendly DolphinDB –  Cross-Exchange Arbitraging Case Speedy DolphinDB – Why is DolphinDB so fast? Robust DolphinDB – Reliable, Scalable, Resilient, Consistent, and Monitorable Cost Effective DolphinDB – Worth the Money DolphinDB – An Integrated Financial Data Platform, Not Just a Time-Series Database I reckon there is no doubt that kdb+ has … Continue reading Friendly DolphinDB – Cross-Exchange Arbitraging Case

Buy-Side Financial Data Engineering (3) – Market Data Management

Buy-Side Financial Data Engineering (3) – Market Data Management

Buy-Side Financial Data Engineering (1) - Overview Buy-Side Financial Data Engineering (2) - Financial Instruments Buy-Side Financial Data Engineering (3) - Market Data Management As a data guy, two thoughts immediately come to my mind when I hear the term "Finance Market Data", 1) They are bloody expensive; 2) What a chore to handle all … Continue reading Buy-Side Financial Data Engineering (3) – Market Data Management

Buy-Side Financial Data Models (2) – Financial Instruments

Buy-Side Financial Data Models (2) – Financial Instruments

Buy-Side Financial Data Engineering (1) - Overview Buy-Side Financial Data Engineering (2) - Financial Instruments Buy-Side Financial Data Engineering (3) – Market Data Management The second article of my "Buy-Side Financial Data Models" focuses on the "Financial Instruments" data domain. Financial instruments data is complex and difficult to manage. In the meantime, it is crucial to … Continue reading Buy-Side Financial Data Models (2) – Financial Instruments

Buy-Side Financial Data Models (1) – Overview

Buy-Side Financial Data Models (1) – Overview

Buy-Side Financial Data Engineering (1) - Overview Buy-Side Financial Data Engineering (2) - Financial Instruments Buy-Side Financial Data Engineering (3) – Market Data Management This is the first blog post of the "Buy-Side Financial Data Models" series I am planning to write. To kick off this blog series, this post provides a high-level overview of the … Continue reading Buy-Side Financial Data Models (1) – Overview

Spark Structured Streaming Deep Dive (8) – Session Window

Spark Structured Streaming Deep Dive (8) – Session Window

From Spark v3.2, session window is natively supported by Spark Structured Streaming. Session window based aggregation is a common requirement of streaming data processing, especially in the use cases such as user behaviour analytics. In this blog post, I will discuss how session window works under the hood in Spark Structured Streaming. Compared to the … Continue reading Spark Structured Streaming Deep Dive (8) – Session Window

Spark Structured Streaming Deep Dive (7) – Stream-Stream Join

Spark Structured Streaming Deep Dive (7) – Stream-Stream Join

This blog post discusses another stateful operation supported by Spark Structured Streaming, Stream-Stream Join, which joins two streaming datasets. Unlike static datasets join, for the rows reaching to one side of the input streams in a micro-batch, the matching rows would highly likely be not received in the other side of the input streams at … Continue reading Spark Structured Streaming Deep Dive (7) – Stream-Stream Join