Building a kdb+ Trade Blotter

Adding a kdb+ Server
Populating Data
Adding our Trade Blotter
Customizing Table Appearance

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Add kdb+ Server Connection

To add a connection goto Connections->"Add Data Connection" and fill in your details.
You can try clicking test to see if the connection works before adding it.

Populating the Tables

Copy and Paste the below code into the SQL Editor and press "Send Query":

// random helpers
//r:{{ abs ((1664525*x)+1013904223) mod 4294967296}\[y-1;x]}; // deterministic random
r:{y?100200};
walk:{[r;seed;n] prds (100+((r[seed;n]) mod 11)-5)%100}[r;;];

genTrade:{ [c]
  choose:{[r;c;vals] vals@r[13;c] mod count vals}[r;c;];
   rn:{[r;c;n] v:n*((r[22;c] mod 9999)%9999); $[7h=abs type n;`long$v;v]}[r;c;];
   // Column contents
   sym:`OKTA`TWLO`TTD`DOCU`NFLX`GOOG`AMZN`TSLA`AAPL`BABA`BRK.A`JPM`JNJ`FB`MSFT;
   symToPrice:sym!269.98 385.24 718.86 231.93 546.54 2297.76 399.44 739.78 134.16 235.6 409250. 153.3 162.24 306.18 260.74;
   symToName:sym!name:`$("Okta";"Twilio";"Trade Desk";"Docusign";"Netflix";"Google";"Amazon";"Tesla";"Apple";"Alibaba";"Berkshire Hathaway";"JPMorgan Chase";"Johnson & Johnson";"Facebook";"Microsoft");
   status:`$("Pending";"Partially Filled";"Partially Cancelled";"Filled";"Ready";"Pending Cancel";"New");
   destination:`NASDAQ`LSE`LSE;
   orderType:`TWAP`VWAP`LIMIT`Market`Sweeper`MinImpact`Iceberg;
   
    t:([] time:c#.z.t; choose sym; choose status; quantity:rn 40000; choose destination; choose orderType; percent:10*rn 10; pnl:rn 3000.0 );
    t:update price:(symToPrice sym)*walk[first i;count i] by sym from t;
    t:reverse update name:symToName sym,avgPrice:avg price by sym from t;
    t};

// delete from `trades;
.z.ts:{ `trades insert  genTrade 2 + rand 2 };
system "t 500";

// -10 sublist trades
// "," sv string cols trades
// delete hist from `.;
genTradeHist:{`date xcols update date:x,time:08:00+asc y?10:00t from genTrade y};
{`hist insert genTradeHist[.z.d-x; 10200]} each 1+til 7;

You can run "-10 sublist trade" to check the data is there:

Make sure your data source is selected
Enter your SQL query, click save or highlight all text and press ctrl+E
Highlight -10 sublist trades and press Ctrl+E to run only that code

Real-Time Trade Blotter

First make sure you are in design-mode else click the toggle at the top of the dashboard. This should add a top panel that allows you to add components.

Click Table to add that component
Make sure your kdb+ data source is selected
Select the refresh rate. Every 250ms
Enter your SQL query, click save or press ctrl+E

`time xdesc 
    select time,sym,status,quantity,destination,orderType,
        percent%100, pnl,price,name 
    from trades
    where i>max[i]-700

Customizing Table Appearance

Formatting Columns

Column formatters can be applied by either:

Right-clicking on the tables column and selecing the formatter.
Or on the right-hand side, select a formatter from the dropdown.

Here you can see TAG styling being applied to render the sym column with a unique colour per string and
the DATABAR styling used to represent the percentage as an inline bar chart.

For more information on styling tables see our table docs or for row specific highlighting see row formatting.

Table Configuration

The table can be customized to:

show Pulse Pivot - Which allows end users to perform group-bys and pivots using only the UI.
autoSize columns - To toggle where columns spread to occupy 100% or try to fit the data.
show Filters - Similar to excel, smart filters allow users to filter the rows displayed.

More information can be found in the Pivot documentation.

Next - Try it yourself

Thanks for watching our demo. Please download Pulse to give it a try for yourself.