37 posts tagged with "kdb/q"

There Is No KDB Without Market Data​

Let’s be honest: there is no KDB/Q without market data.

You can build the cleanest tickerplant in the world, design elegant schemas, optimise queries until they scream, and architect the perfect stack, but without data flowing into it, it’s all just a very expensive and slightly nerdy sculpture.

Market data is the lifeblood of every serious KDB/Q system. It’s where the story begins. And yet, for something so fundamental, getting access to market data as an individual developer has historically been ... painful.

That’s exactly why I’m excited to announce that DefconQ and Databento are teaming up for an upcoming Meetup in London, a community event for quants, financial engineers, developers, and anyone working with market data who wants to see what happens when market data stops being a headache and starts becoming something you can actually work with.

Let’s be honest: learning KDB/Q can sometimes feel like going to the gym. You know it’s good for you. You know you should keep practicing. But after a long day of debugging code, fighting with type errors, and wondering why your function suddenly returned a rank error, the last thing you want is to sit down and read another page of documentation.

That’s exactly why we’re launching the DefconQ Weekly KDB/Q Challenge.

The idea is simple: have a bit of fun, keep your Q brain sharp, and improve your KDB/Q skills on the side, without it feeling like homework. Every week, a new KDB/Q challenge will be posted on the DefconQ Community Discord Server, and everyone is invited to participate.

The DefconQ Community Server is officially live. Over the last few years, DefconQ has grown from a simple technical blog into something much bigger: a growing community of KDB/Q developers, engineers, quants, and vector programming enthusiasts who genuinely care about learning, building, and pushing the ecosystem forward. Launching a dedicated community server felt like the natural next step.

If you’ve been around the KDB/Q ecosystem for a while, chances are you’ve come across the legendary Iverson College. Founded by former KX Librarian Stephen Taylor in honour of Kenneth E. Iverson, the inventor of APL, the college has been running since 2011. After a brief hiatus between 2018 and 2023, it made a strong return in 2024. This year DefconQ joins forces with Stephen to reconvene the College at one of its favourite venues: Milden Hall.

The DefconQ Events are back, and this time, we’re taking over The Globe. Well...the Globe at Moorgate.

Yesterday (2025.12.16) Nasdaq announced an extension of its trading hours, a move that once again reshapes how modern markets operate. While headlines focus on increased accessibility and global participation, the real impact is felt much deeper in the technology stacks that power trading, analytics, and risk systems. Extending trading hours is not just a business or regulatory change. It’s a data engineering problem. And a non-trivial one. In this post, I want to unpack what extended trading hours actually mean from a technical perspective, why many traditional data architectures will struggle, and why systems built with KDB/Q (or KDB-X) are particularly well suited to absorb this change without breaking a sweat.

As promised, I’m hosting a Reddit AMA (Ask Me Anything) on November 13th, 2025, where I will be answering all your questions about KDB/Q, the world’s most powerful time-series database and array programming language.

Over the years, I’ve received countless messages about:

• 💡 How to start learning KDB/Q
• 🚀 Career paths and progression in the KDB/Q ecosystem
• 📚 Best learning resources and study plans
• ⚙️ Real-world applications and architecture insights

So instead of replying to everyone one by one, let’s bring it all together. The AMA will run for 24 hours, and you will be able to ask your questions completely anonymously.

Looking forward to hearing from you all!

DefconQ

You can find the link here: Reddit DefconQ AMA

Last week marked one of my professional highlights of the year, the long-awaited Quant Strats conference finally took place! Hosted on October 14–15 at Convene 22 Bishopsgate in London, the event delivered two action-packed days filled with cutting-edge insights, technical deep dives, and forward-thinking discussions at the intersection of quantitative finance, AI, and data infrastructure. Just like last year, this blog post will recap the event and share some of the key highlights. Among them was undoubtedly my KDB/Q Masterclass, a deep dive into Wall Street’s most powerful array programming language and real-time database. Keep reading to find out more.

The past two weeks have been exciting. To mark DefconQ’s two-year anniversary, I hosted not just one, but two Happy Hours, one in Belfast and another in New York. Adding to the excitement, I joined a panel at one of the most prominent conferences in quant finance, right in the heart of New York. Since I was already there, I also spent some time working from my client’s office, a leading hedge fund on Wall Street. If you couldn’t make it to any of these events, no worries, this blog post recaps all the highlights.

It’s hard to believe, but DefconQ just turned two!

What began as a small personal hobby, mainly to improve my own KDB/Q skills, has since evolved into a full-fledged side project and growing community. I never expected the blog to gain such traction, nor could I have imagined the incredible feedback and connections it would bring.

I’m truly grateful to everyone who has supported DefconQ along the way, whether you’ve subscribed to the newsletter, liked or reshared a LinkedIn post, attended a community meet-up, or simply read an article. Your encouragement and engagement mean the world to me.

As is now tradition, I’d love to share some of the highlights from the past year. Let’s take a look back and celebrate what we’ve built together. And if you’re wondering who won the FREE PREMIUM ticket to Quant Strats Europe 2025, where I’ll be hosting a KDB/Q Masterclass, keep reading. The winner is revealed in this blog post!