Ask HN: What data stores do stock exchanges use?

Posted by vicenobelium on Wednesday March 11, 2020 @12:19PM
from the ask-hn dept.

I'm interested in building a stock market-like application with orders, quotes, bid/ask prices etc...I can easily see this being represented in a relational database (and for my volume SQL would suffice), but I can't imagine real exchanges use SQL processing billions of order per day? What does their stack look like?

( 6 comments | 29 points | on HN )

Re:Ask HN: What data stores do stock exchanges use? by lkowalcz on Wednesday March 11, 2020 @05:48PM (#22551144)

At IEX, we use kdb.

Here’s a blog post from a former employee at a new startup comparing kdb against some alternative databases for common operations on financial data: https://medium.com/prooftrading/selecting-a-database-for-an-...

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Re:Ask HN: What data stores do stock exchanges use? by vicenobelium on Wednesday March 11, 2020 @07:28PM (#22551915)

Thanks, that write-up was very helpful.

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Re:Ask HN: What data stores do stock exchanges use? by duxup on Wednesday March 11, 2020 @09:57PM (#22552813)

Wow that's super interesting.

Thanks for sharing.

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Re:Ask HN: What data stores do stock exchanges use? by nikivi on Wednesday March 11, 2020 @12:49PM (#22547294)

They might use kdb, not sure https://kx.com

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Re:Ask HN: What data stores do stock exchanges use? by mtmail on Wednesday March 11, 2020 @12:25PM (#22547078)

Welcome to HN. It helps to prefix the question title with 'Ask HN:'. Those go to https://news.ycombinator.com/ask

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Re:Ask HN: What data stores do stock exchanges use? by vicenobelium on Wednesday March 11, 2020 @12:39PM (#22547199)

Thanks!

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