Hyper-fast, reliable, open source and cost effective

Market data meets open formats

QuestDB powers the next generation of capital market infrastructure.

Live FX Orderbook Dashboard

Fast ingest
Hardware efficiency
Open formats
Operational simplicity
Leading support
Scale-ready

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.

>Paul Roberts
CTO, Aquis Exchange

Elevating trading analytics

Best Trading Analytics Platform

QuestDB wins Best Trading Analytics Platform at the TradingTech Insight Awards Europe 2026.

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Signals from every tick

Pre-trade analysis

>Real-time indicators in SQL. SMA, EMA, VWAP, and volatility directly over tick data via window functions.
>Tick-to-candle pipelines. Materialized views stream OHLCV and cascade into higher timeframes, refreshed incrementally.
>Live order-book analytics. Depth, spread, and BBO lookups via l2price() over array-stored books.
>Quant-stack handoff. Zero-copy exports to Pandas, Polars, DuckDB, Rust, C++, and Java for signal research.

Materialized views

Build k-line charts and cascade/chain materialized views

Chain raw ticks to OHLCV to VWAP with incremental refresh. No batch jobs, no stale views.

Cascade views
Dedup on write
Millisecond freshness
Downsample to Parquet

Simple and predictable pricing

QuestDB offers massive performance, hardware efficiency and open formats. Save costs, avoid vendor lock-in and lengthy onboarding processes, and move fast with our expert team.

Contact us Compare QuestDB with kdb+

HORIZON JOIN

Post-trade analysis

Measure execution quality across every fill, venue, and counterparty. Run full TCA pipelines from slippage and markout curves to implementation shortfall decomposition. Score venues and liquidity providers, benchmark against mid, BBO, and VWAP, and generate best execution reports at scale. Built for trading desks, execution algos, and compliance teams.

Explore the post-trade cookbook

QuestDB SQL


SELECT h.offset / 1000000 AS horizon_ms,
       avg(t.price - m.mid) AS markout,
       weighted_stddev(t.price - m.mid, t.size) AS wstddev
FROM fx_trades AS t
HORIZON JOIN market_data AS m
    ON (t.symbol = m.symbol)
    LIST (-1s, 0, 1s, 5s, 10s) AS h
WHERE t.symbol = 'EURUSD'
    AND t.timestamp IN '$now - 1h..$now'
GROUP BY horizon_ms
ORDER BY horizon_ms;

ASOF JOIN: Match every fill to its prior book snapshot. Powers slippage vs mid and top-of-book.
WINDOW JOIN: Aggregate quotes in pre/post bands around every fill. Drives implementation shortfall and pre/post markouts.
HORIZON JOIN: Markouts at every horizon in one query, per counterparty, venue, or strategy.

High-Performance data transfer for backtesting

Backtesting made simple

Extract historical market data through native Apache Parquet and integrate seamlessly with programming languages such as Rust, Python, C++, and Java.

Execute complex, multi-pass analyses and random data access to develop and test sophisticated strategies through popular data processing tools like Polars or Pandas.

Aquis Exchange: Aquis Exchange is a leading European equities exchange. Learn how about their partnership with QuestDB.

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

Process every exchange message

QuestDB for Exchanges

QuestDB enables comprehensive exchange surveillance by capturing every message with high throughput, allowing for real-time monitoring and detection of suspicious activities. Its efficient data storage ensure that all transactional data is preserved in compliance with regulatory requirements, facilitating accurate reporting and audits.

Comprehensive data storage: Store every message: New orders, Acks, Fills, Matching engine outputs, Market data, Post‐trade and settlement, and network traffic data. 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.

QuestDB brings a SQL-first solution that is easy to connect to our existing tools and able to ingest data at speed. Their commitment to open standards and close collaboration gives us confidence as we continue building out our data capabilities.

>Denys Rtveliashvili
Head of Data, Laser Digital (Nomura Group)

The next generation has arrived

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Hyper ingestion, millisecond queries, and powerful SQL.
Lower bills through peak efficiency.

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QuestDB is a high-performance, open-source time-series database for capital markets.