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Next generation finance

QuestDB is the open-source alternative to kdb+. Stream tick data and offload older data to open formats (Parquet) via object storage. Leverage SQL and powerful time series extensions to query market data blazingly fast.

Hyper-fast, reliable, open source and cost effective

Market data meets open formats

QuestDB powers the next generation of market data infrastructure.

Fast ingest: Write over 4M rows/sec even through dedup and out-of-order indexing.
Hardware efficiency: You won't need terabytes of RAM to process tick data.
Open formats: No vendor lock-in. Open protocols and open source. Always.
Operational simplicity: Start in minutes with Python and SQL. No consultants needed.
Leading support: Expert team rated best user satisfaction in G2's time-series category.
Scale-ready: Scale vertically and horizontally with HA and multi-writes.

QuestDB is a specialized database that excels in its focus area. It’s easy to get started and addresses many pain points with time series data, offering outstanding read and write performance.

>Aleksander Temmo
Senior Quantitative Power Trading Analyst, Energetech

Simply better tick storage

Efficient, real-time storage and analysis for high-frequency financial tick data.

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Join order book data with core prices

Seamlessly match order book data with core prices for deeper market insights.

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Process every exchange message

Capture and analyze every exchange message with high reliability and speed.

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An illustration of financial market data charts

Simply better tick storage

Efficient and feature rich

>Reliably ingest tick data from low-latency feeds and exchanges. Store trades in separate tables. Match market data and trades based on the nearest timestamp via ASOF JOIN.
>Monitor market data, reference data, and trading activity (trades & volumes) in real-time via custom charts with Grafana, Superset , or qStudio, like our real-time crypto dashboards powered by SQL queries.
>Empower quants and data scientists to explore and run trading and econometric models via ingest of Pandas data frames, Parquet exports, and an Apache ADBC endpoint to deliver in Arrow format (coming soon!).
>Jump ahead of the curve with native Apache Parquet support for efficiently storing historical tick data in object stores.
>Dynamically support real-time feeds with flexible schemas. Create new columns as soon as data is processed from the feed handler.

Simple, transparent and predictable pricing

Start with open source and upgrade to Enterprise. QuestDB is hardware efficient and utilizes open formats. Save costs, avoid vendor lock-in and lengthy onboarding processes, and move fast with our expert team.

Join order book data with core prices

Advanced data correlation with ASOF JOIN

Strong time-based analysis of financial data shouldn't be complicated. Consider two tables: one composed of snapshots of recent financial data, and another composed of core prices from your order book. Use the powerful ASOF JOIN extension to query across both tables in milliseconds. It's blazing fast, efficient and clean.

QuestDB SQL

CREATE TABLE 'market_data_snapshot' (
  venue SYMBOL,
  symbol SYMBOL,
  ts TIMESTAMP,
  bid_1 DOUBLE,
  bid_qty_1 DOUBLE,
  [...]
  bid_20 DOUBLE,
  bid_qty_20 DOUBLE,
  ask_1 DOUBLE,
  ask_qty_1 DOUBLE,
  [...]
  ask_20 DOUBLE,
  ask_qty_20 DOUBLE,
  snapshot_id LONG,
  vendor_id LONG
)
timestamp (ts) PARTITION BY HOUR WAL DEDUP
UPSERT KEYS ( venue, ts, snapshot_id );

QuestDB SQL

CREATE TABLE 'core_price' (
  send_ts TIMESTAMP,
  ccy1 SYMBOL,
  ccy2 SYMBOL,
  valid BOOLEAN,
  mid DOUBLE,
  bid DOUBLE,
  ask DOUBLE,
  bid_qty DOUBLE,
  ask_qty DOUBLE,
  venue SYMBOL,
  event_sequence LONG
)
timestamp (send_ts) PARTITION BY HOUR WAL;

Advanced data correlation with ASOF JOIN

The powerful ASOF JOIN efficiently matches core prices with order book snapshots.

QuestDB SQL

SELECT *
FROM core_price
ASOF JOIN market_data_snapshot
ON core_price.event_sequence = market_data_snapshot.snapshot_id
WHERE send_ts IN '2024-03-03';

Store order book L2 data: Store book data snapshots, build core prices sent to the market.
Match core prices with snapshots: Unleash the power of hyper-optimized ASOF JOIN.
Flexible storage: Store book depth in separate columns or in a single array (coming soon!)
Efficient data retrieval: Leverage LATEST ON to download the latest order book snapshot.
Financial functions: Use functions like l2price to find the best price based on book depth.
Simple SQL: The best part? Powerful extended SQL is clear and easy to read and write.

QuestDB is a time series database truly built by developers for developers. We found that QuestDB provides a unicorn solution to handle extreme TPS while also offering a simplified SQL programming interface.

>Viet Lee
CTO, Aquis Exchange

Process every exchange message

QuestDB for Financial Exchanges

Ensure data integrity and compliance with QuestDB's robust processing capabilities. Trust a specialized, open source database with support from the expert team of developers. Get started with ease, and stay ahead of the curve.

Comprehensive data storage: Store every financial exchange message: New orders, Acks, Fills, Matching engine outputs, ticks, regulatory compliance data, and order IDs. Don't miss a single event.
Latency reporting: Build mission-critical latency reports about end-to-end travel of each message and detect anomalies in real-time. Every millisecond is crucial.
Real-time surveillance: Monitor trading activity in real-time, detect suspicious activity, and build reports for regulators. Uncompromising reliability and performance when under observation.

Many databases are easy to use when you first start them up. The difference is, QuestDB works just as well many months (and terabytes) later.

>Maxwell Becker
Lead System Engineer, Anti Capital

The next generation has arrived

Upgrade to QuestDB

Hyper ingestion, millisecond queries, powerful and simple SQL. And lower bills through peak efficiency.

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