[kthielen]

Re: no open source alternative to kdb

I built this for Morgan Stanley (the same place where kdb originally came from) and put it to use in some major high-volume/low-latency trading systems where a significant fraction of US equity trades execute every day:

https://github.com/Morgan-Stanley/hobbes/

[davidkell]

How is Hobbes support for relational workloads? My favourite feature of KDB is mixing SQL-like queries with list manipulations. I see support for tables in the Hobbes docs [0], but an array of tuples is row-oriented whereas KDB is column-oriented (flipped dict of lists). Am I missing something?

Nice job btw.

[0] https://hobbes.readthedocs.io/en/latest/language/types.html#...

[kthielen]

Yes similar things are done in hobbes, although with array comprehension syntax instead of SQL. Grouping and joins are done with regular functions. I think that this approach scales better than fitting it all into one query syntax (though I don’t feel strongly about the syntax).

Yes you could say it’s row oriented and not column oriented. It’s possible to arrange data in column vectors, and that does get better performance in some situations. I have some ideas to unify the two approaches (so either layout can be decided, ad-hoc), but need a better approach to dependent types.

[davidkell]

Thanks, appreciate the response.