Best Time Series Databases

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.

Quasar's brain is QuasarDB, a high-performance, distributed, column-oriented timeseries database management system designed from the ground up to deliver real-time on petascale use cases. Up to 20X less disk usage. Quasardb ingestion and compression capabilities are unmatched. Up to 10,000X faster feature extraction. QuasarDB can extract features in real-time from the raw data, thanks to the combination of a built-in map/reduce query engine, an aggregation engine that leverages SIMD from modern CPUs, and stochastic indexes that use virtually no disk space. The most cost-effective timeseries solution, thanks to its ultra-efficient resource usage, the capability to leverage object storage (S3), unique compression technology, and fair pricing model. Quasar runs everywhere, from 32-bit ARM devices to high-end Intel servers, from Edge Computing to the cloud or on-premises.

Amazon Timestream is a fast, scalable, and serverless time series database service for IoT and operational applications that makes it easy to store and analyze trillions of events per day up to 1,000 times faster and at as little as 1/10th the cost of relational databases. Amazon Timestream saves you time and cost in managing the lifecycle of time series data by keeping recent data in memory and moving historical data to a cost optimized storage tier based upon user defined policies. Amazon Timestream’s purpose-built query engine lets you access and analyze recent and historical data together, without needing to specify explicitly in the query whether the data resides in the in-memory or cost-optimized tier. Amazon Timestream has built-in time series analytics functions, helping you identify trends and patterns in your data in near real-time.