Databases for Financial tick data

PostgreSQL extension adding hypertables, columnar compression and continuous aggregates for time series.

Columnar time-series SQL database built for market data and very high ingest rates.

Column-store time-series engine with the q language, a fixture of capital-markets tick data.

Serverless DataFrame database from Man Group: Pandas in, versioned columnar data on S3 out.

Distributed time-series database and scripting platform for quant finance and industrial analytics.

Distributed columnar time-series database, now sold as Quasar, for tick, sensor and industrial data.

In-memory OLAP aggregation engine for bank risk analytics, renamed Atoti Server by ActiveViam.

Columnar tick database and array language from Kona's author, with JSON and SQL syntax; open-sourced in 2022.

Hosted columnar analytics platform with a spreadsheet-style interface, owned by SymphonyAI since 2023.

The original Sybase T-SQL engine, still running trading and SAP systems but firmly in SAP's sunset lane.

Bloomberg's clustered relational database with optimistic concurrency and synchronous replication.

Off-heap, memory-mapped key-value store for Java with microsecond latency and cross-process sharing.

Flash-optimized distributed key-value and document database for predictable sub-millisecond latency at scale.

Google's globally consistent, horizontally scaling SQL service with graph, vector and full-text built in.

In-memory database and Lua application server in one process, with an optional disk engine.

In-memory, partitioned SQL engine running Java stored procedures serially for millisecond decisioning.

Oracle's in-memory relational database: microsecond SQL, PL/SQL, and a cache tier for Oracle Database.

Korean hybrid in-memory/on-disk RDBMS for telecom and finance, closed-source again since 2023.

KX's vector database for time-aware AI search, with temporal similarity and hybrid retrieval.

Embedded in-memory and hybrid database for devices, real-time systems and time-series analytics.