Abstract | ||
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Wall Street's trading engines are complex database applications written for time series databases like kdb+ that uses the query language Q to perform real-time analysis. Extending the models to include other data sources, e.g., historic data, is critical for backtesting and compliance. However, Q applications cannot run directly on SQL databases. Therefore, financial institutions face the dilemma of either maintaining two separate application stacks, one written in Q and the other in SQL, which means increased IT cost and increased risk, or migrating all Q applications to SQL, which results in losing the inherent competitive advantage on Q real-time processing. Neither solution is desirable as both alternatives are costly, disruptive, and suboptimal. In this paper we present Hyper-Q, a data virtualization plat- form that overcomes the chasm. Hyper-Q enables Q applications to run natively on PostgreSQL-compatible databases by translating queries and results on the fly. We outline the basic concepts, detail specific difficulties, and demonstrate the viability of the approach with a case study. |
Year | DOI | Venue |
---|---|---|
2016 | 10.1145/2882903.2903739 | SIGMOD Conference |
Field | DocType | Citations |
SQL,Data mining,Query language,Data analysis,Computer science,Competitive advantage,Query by Example,Data virtualization,Analytics,Big data,Database | Conference | 1 |
PageRank | References | Authors |
0.37 | 6 | 10 |
Name | Order | Citations | PageRank |
---|---|---|---|
Lyublena Antova | 1 | 535 | 23.19 |
Rhonda Baldwin | 2 | 26 | 1.72 |
Derrick Bryant | 3 | 1 | 0.37 |
Tuan Cao | 4 | 1 | 0.71 |
Michael Duller | 5 | 44 | 6.16 |
John Eshleman | 6 | 8 | 0.85 |
Zhongxian Gu | 7 | 36 | 2.64 |
Entong Shen | 8 | 26 | 1.38 |
Mohamed A. Soliman | 9 | 36 | 4.66 |
F. Michael Waas | 10 | 1 | 0.37 |