Seeking Insights: Tickerplants and Complex Event Processing (CEP) in Julia

Specific Domains Finance and Economics
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The functional programming language and time-series vector database q/KDB has a low-latency architecture for efficiently processing extremely large volumes of real-time financial data directly from exchanges like the NYSE called a tickerplant.

A q/KDB tickerplant architecture stores 24 hours of realtime data in-memory (RDB) and writes it to disk (HDB) at EOD while using a CEP to build statistical/iterative models on the realtime streaming data and I was wondering if anyone has explored building a similar architecture in Julia possibly using JuliaDB as the on-disk store?

An interface between q/KDB and Julia currently exists: KdbConnect.jl

But I was wondering how performant Julia would be if we were to replicate this tickerplant architecture in pure Julia code with JuliaDB?

If anyone is interested in discussing or exploring this idea please do get in touch.

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JuliaDB is abandoned/unmaintained. There are various alternatives but I’m not familiar enough with KDB to recommend alternatives.

There’s a database channel on Slack you can join if you want to discuss the pros and cons of various db options, my feeling is that most people these days use DuckDB, maybe via QuackIO.jl

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