Peak time-series performance
QuestDB is the world's fastest growing open-source time-series database. It offers massive ingestion throughput, millisecond queries, powerful time-series SQL extensions, and scales well with minimal and maximal hardware. Save costs with better performance and efficiency.
Open formats
- Historical data in Parquet
- Multiple availability zones
- Decouple storage/compute
QuestDB leaps your team forward
Leadership through open formats
Globally distributed, hyper-fast next generation database
- Open formats
- Leverages existing open formats. No vendor lock-in.
- Apache Parquet
- Enhanced compression and encoding, for ingress or egress.
- Super read/write
- Fast ingest and low latency SQL queries
- Full stream
- Stream market data in from feeds or sensors, apply Parquet on read
- Direct to Parquet?
- Bypass QuestDB ingest, query Parquet directly from the object store
- Versatile ecosystem
- Diverse clients connect to your data, app, AI and ML frameworks
Capital Markets
Powering Brazil's leading stock exchange
B3, the main stock exchange in Brazil and the largest in Latin America, leverages QuestDB to power its Central Securities Depository (CSD) platform. The solution delivers high-performance, low-latency data management for real-time trading operations.
- High performance: Engineered to capture terabytes of data per day with sub-millisecond query capabilities
- Cloud-native architecture: Seamlessly integrates with microservices in cloud environments with 99.9% uptime guarantee
- Open standards: Supports SQL queries and open formats like Parquet and Iceberg for historical data storage
"The Central Securities Depository platform demands exceptional performance, robust security, and resilience in the allocation of real-time data and information for our customers. We selected the QuestDB solution due to its high performance and straightforward implementation, which seamlessly integrates with our microservices architecture in cloud-native environments."
Book a live demo
Have a difficult use-case? Looking to upgrade from your existing TSDB or capital market infrastructure? We'd love to show you how QuestDB can both simplify and amplify existing data storage and retrieval.
Simple, high performance SQL
Easily adopted, time-series optimized SQL
SELECT timestamp, symbol, priceFROM tradesWHERE timestamp IN '2024-06-21;1M';
-- Search timeSELECT timestamp, symbol, priceFROM tradesWHERE timestamp IN '2024-06-21;1M';
SELECT timestamp, symbol, avg(price)FROM tradesSAMPLE BY 5m FILL(LINEAR);
-- Slice timeSELECT timestamp, symbol, avg(price)FROM tradesSAMPLE BY 5m FILL(LINEAR);
SELECT timestamp, symbol, priceFROM tradesLATEST ON timestamp PARTITION BY symbol;
-- Navigate timeSELECT timestamp, symbol, priceFROM tradesLATEST ON timestamp PARTITION BY symbol;
SELECT timestamp, bid_price, ask_priceFROM bidsASOF JOIN asks;
-- Merge timeSELECT timestamp, bid_price, ask_priceFROM bidsASOF JOIN asks;
Market data meets open formats
Powering next gen market infrastructure
Hyper-fast, reliable, open source and cost effective

- Domain specific functions
- Use l2price to find the best price based on the book depth.
- Flexible storage
- Store order books in multi dimensional arrays (coming soon!).
- SQL Window Functions
- Calculate financial indicators such as Moving Average or VWAP.
Peak performance time-series
Hyper ingestion
Using QuestDB, we deliver time series datasets with real-time market data from a top 10 blockchain. This outperforms a legacy cloud-based data platform at a fraction of the cost, reducing TCO by >90%.

Capital Markets
24/7 trading of power and gas
Leading energy trading firm Energetech leverages QuestDB for real-time trading signals. Processes massive amounts of market and fundamental data to generate forecasts to drive trading decisions.
- High throughput: Handles bursts of data while ingesting 140GB of data per day
- Real-time aggregations: Process live market data with millisecond response time
- Simplification: Built-in deduplication and out of order handling simplifies the data pipeline
"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."
Masterful market data
Instantly match millions of trades with their corresponding market conditions using ASOF JOIN. Analyze price impact, execution quality, and market dynamics by automatically pairing each trade with the closest preceding order book snapshot. Perfect for quantitative analysis and systematic trading strategy optimization.
SELECT *FROM tradesASOF JOIN orderbook_snapshotsWHERE ts IN 2024-03-03
- Match trades with order books
- Unleash hyper-optimized ASOF JOINs.
- Efficient data retrieval
- Leverage LATEST ON to retrieve the latest order book snapshot.
- Simple SQL
- The best part? Powerful extended SQL is clear and easy to read and write.
Ready to upgrade?
Our team is here to help you scale. We're happy to offer live demos, chat about your case, and answer any questions.