> you do not want a solution (in any language/tech) that involves pulling an entire day of market data off disk, across the wire and over to your process for analysis.

Personally I do this and just throw time / compute at the problem - mostly because I don't want to pay for KDB in $ or learning curve.

If, however, one does it that way then the actual db is largely irrelevant - if the shop uses KDB, write a query once to pull symbol & timeframe and process locally.