AquaQ Analytics releases Google BigQuery API to seamlessly connect kdb+ users to Refinitiv Tick History

News 8 Mar 2021

Data Intellect

BELFAST, ANTRIM, NORTHERN IRELAND, March 8, 2021 / — Belfast-headquartered Big Data and Real-Time Analytics company AquaQ Analytics is pleased to announce the released of a new Google BigQuery API. The API allows kdb+ users to query data across both kdb+ and Google BigQuery, using queries written in q. By extension it opens clients up to a hybrid historical market data storage model on the Cloud, involving Refinitiv’s hosted Tick History (which is also hosted on BigQuery).

Traditionally, the only option open to Financial Institutions was to capture and store market data history independently. Each institution maintained, managed and paid for its own infrastructure. Recently, Refinitiv, part of the London Stock Exchange Group, has ported its Tick History to Google BigQuery. This hosted database of 500+ venues dates back to 1996 and allows clients to query Refinitiv’s historical data directly, rather than having to download and process files. AquaQ has developed a Google BigQuery API, that makes this data more accessible to kdb+ end users, via a hybrid Cloud approach to storing historical market data.

The data behind the API can be split, for example, with the most recent 3 months’ of data history (the most frequently accessed data), residing within the client’s kdb+ database as normal. The more historical data (accessed less frequently), is pulled directly from Refinitiv’s hosted Tick History.

The AquaQ API does the heavy lifting; allowing the end users to continue to use their pre-existing queries written in q, while behind the scenes, the API logic distributes the query appropriately across the financial institution’s kdb+ store, and Refinitiv’s hosted Tick History on BigQuery. This approach offers more flexibility to financial institutions, with the aim of reducing long term historical data maintenance and storage costs. Should the financial institution decide to put some of its own data onto BigQuery, the API can also be used to retrieve this data seamlessly for the kdb+ end user. Merging of the retrieved data and any additional analytical processing can be carried out in kdb+ before returning results to the user.

Jonny Press, AquaQ CTO, commented “We are delighted to be able to offer this solution to kdb+ clients. It provides clear savings on both data maintenance and data storage costs and takes advantage of Refinitiv’s hosted Tick History on the Cloud. We are already seeing a lot of interest from our clients on this innovative approach and we hope to extend to AWS Redshift, Azure Synapse, Snowflake and across other Market Data Providers in the near future.”

In conjunction with this new API release, AquaQ will be hosting a Virtual AquaQuarantine Tech Talk on Thursday 1 April 2021, where the solution will be discussed with a panel consisting of Sebastian Fuchs (Refinitiv), Martin Bradford (Refinitiv), Gary Davies (AquaQ Analytics) and Matthew Clark (AquaQ Analytics). For more information and signup details click on the AquaQuarantine link above.

For more information on the API please contact us directly.

About AquaQ Analytics
AquaQ Analytics ( is a global provider of specialist Big Data management, Data Analytics and Visualisation products and services to clients operating within the Capital Markets. Our domain knowledge, combined with advanced analytical techniques and expertise in best-of-breed technologies, helps our clients get the most out of their data. Visit our Products page for our other product offerings.

Steven Johnston
AquaQ Analytics
+44 28 9031 2939

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