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Ask HN: What data stores do stock exchanges use?
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?
- mtmail 7y agoWelcome to HN. It helps to prefix the question title with 'Ask HN:'. Those go to https://news.ycombinator.com/ask https://news.ycombinator.com/ask
- vicenobelium 7y agoThanks!
- nikivi 7y agoThey might use kdb, not sure https://kx.com https://kx.com
- lkowalcz 7y agoAt 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-algorithmic-trading-system-2d25f9648d02?source=collection_home---6------5----------------------- https://medium.com/prooftrading/selecting-a-database-for-an-...
- vicenobelium 7y agoThanks, that write-up was very helpful.
- duxup 7y agoWow that's super interesting. Thanks for sharing.
- deleted 7y ago[deleted]