Can I use KDB to select fastest data record from multiple data sources?

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charles li

Apr 13, 2021, 4:03:24 AMApr 13
to Kdb+ Personal Developers
Bellow is the architecture:

Data Vendor A ------> KDB A-------> End User
Data Vendor B ------> KDB B-------> End User

Now we have a problem that sometimes Vendor A is faster and more stable than Vendor B, sometimes B is better than A.

And we wanna do data selection from A and B, using the key like: Sym + Time.

Is there any way to using some built in function or model in KDB to implement this?

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