Best Time Series Databases

Power your metrics and alerting with a leading open-source monitoring solution. Prometheus fundamentally stores all data as time series: streams of timestamped values belonging to the same metric and the same set of labeled dimensions. Besides stored time series, Prometheus may generate temporary derived time series as the result of queries. Prometheus provides a functional query language called PromQL (Prometheus Query Language) that lets the user select and aggregate time series data in real time. The result of an expression can either be shown as a graph, viewed as tabular data in Prometheus's expression browser, or consumed by external systems via the HTTP API. Prometheus is configured via command-line flags and a configuration file. While the command-line flags configure immutable system parameters (such as storage locations, amount of data to keep on disk and in memory, etc.). Download: https://sourceforge.net/projects/prometheus.mirror/

Parallel query engine with time- and symbol-indexed data access. Extended SQL syntax with advanced filtering and aggregations. Consolidate quotes, trades, snapshots, and reference data in one place. Strategy backtesting on high-frequency data. Quantitative and market microstructure research. Granular transaction cost analysis and rollup reporting. Market surveillance and anomaly detection. Non-transparent ETF/ETN decomposition. FAST, SBE, and proprietary protocols. Plain text protocol. Consolidated and direct feeds. Built-in latency monitoring tools. End-of-day archives. ETL from institutional and retail financial data platforms. Parallel SQL engine with syntax extensions. Advanced filtering by trading session, auction stage, index composition. Optimized aggregates for OHLCV and VWAP calculations. Interactive SQL console with auto-completion. API endpoint for programmatic integration. Scheduled SQL reporting with email, file, and web delivery. JDBC and ODBC drivers.