ZeptoDB vs kdb+
Overview
Section titled “Overview”Both ZeptoDB and kdb+ target the same niche: ultra-low latency time-series for capital markets. The key difference — ZeptoDB delivers comparable performance with standard SQL and an open-source license.
Feature Comparison
Section titled “Feature Comparison”| ZeptoDB | kdb+ | |
|---|---|---|
| Latency | μs (272μs / 1M rows) | μs |
| Ingestion | 5.52M events/sec | ~5M events/sec |
| Query Language | Standard SQL | q (proprietary) |
| ASOF JOIN | ✓ | ✓ |
| Window JOIN | ✓ | ✓ |
| xbar / time bucketing | ✓ | ✓ |
| EMA / VWAP | ✓ | ✓ |
| Python Integration | 522ns zero-copy | IPC (~ms latency) |
| C++ API | Native | C binding |
| SQL | Full standard SQL | ✗ (q lang only) |
| JIT Compilation | LLVM JIT | Interpreter |
| SIMD | Highway (AVX2/512, NEON) | Limited |
| Historical DB | Parquet on S3 | Splayed tables on disk |
| Clustering | Multi-node with auto-sharding | Manual |
| Security | TLS 1.3, RBAC, JWT, audit | Basic |
| License | Open Source (Apache 2.0) | $100K+/year |
When to Choose ZeptoDB
Section titled “When to Choose ZeptoDB”- You want kdb+-class performance without the license cost
- Your team knows SQL, not q
- You need Python zero-copy for quant research
- You want modern security (RBAC, JWT/OIDC, audit logging)
- You need Parquet/S3 for cost-effective historical storage
When kdb+ May Still Fit
Section titled “When kdb+ May Still Fit”- Deep existing investment in q codebases
- Vendor support contract is a hard requirement
- Specific kdb+ ecosystem tools (KX Dashboards, etc.)
Migration
Section titled “Migration”ZeptoDB supports the same temporal operations as kdb+ with SQL syntax:
| kdb+ | ZeptoDB |
|---|---|
aj[\sym`time; trades; quotes]` | trades ASOF JOIN quotes ON sym, ts |
xbar[0D00:01; time] | xbar(1m, ts) |
ema[20; price] | ema(price, 20) |
mavg[50; price] | mavg(price, 50) |
wj[w; \sym`time; trades; (quotes; (max;bid); (min;ask))]` | trades WINDOW JOIN quotes ... |
Get started with the Quick Start Guide.