Best Time Series Databases for SQL

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.

The ITTIA DB product family combines the best of time series, real-time data streaming, and analytics for embedded systems to reduce development time and costs. ITTIA DB IoT is a small-footprint embedded database for real-time resource-constrained 32-bit microcontrollers (MCUs), and ITTIA DB SQL is a high-performance time-series embedded database for single or multicore microprocessors (MPUs). Both ITTIA DB products enable devices to monitor, process, and store real-time data. ITTIA DB products are also built for the automotive industry Electronic Control Units (ECUs). ITTIA DB data security protocols offer data protection against malicious access with encryption, authentication, and DB SEAL. ITTIA SDL is conformant to the principles of IEC/ISO 62443. Embed ITTIA DB to collect, process, and enrich incoming real-time data streams in a purpose-built SDK for edge devices. Search, filter, join, and aggregate at the edge.

kdb Insights is a cloud-native, high-performance analytics platform designed for real-time analysis of both streaming and historical data. It enables intelligent decision-making regardless of data volume or velocity, offering unmatched price and performance, and delivering analytics up to 100 times faster at 10% of the cost compared to other solutions. The platform supports interactive data visualization through real-time dashboards, facilitating instantaneous insights and decision-making. It also integrates machine learning models to predict, cluster, detect patterns, and score structured data, enhancing AI capabilities on time-series datasets. With supreme scalability, kdb Insights handles extensive real-time and historical data, proven at volumes of up to 110 terabytes per day. Its quick setup and simple data intake accelerate time-to-value, while native support for q, SQL, and Python, along with compatibility with other languages via RESTful APIs.

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.