Next generation performance
QuestDB is a high-performance, open-source database for capital markets. Stream data in real-time, then offload to open formats like Parquet. Leverage extended time-series SQL for near-instant queries.
Hyper-fast, reliable, open source and cost effective
Market data meets open formats
QuestDB powers the next generation of capital market 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
- 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.
Simply better tick storage
From tick data to price candles
- >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, trading indicators and PnL in real-time via charts like our real-time crypto dashboards.
- >Jump ahead of the curve with native Apache Parquet support for efficiently storing historical tick data in object stores.
- >Empower quants and data scientists to explore and run trading and econometric models via Pandas data frames, Parquet exports, and more.
- >Dynamically support real-time feeds with flexible schemas. Create new columns as soon as data is processed from the feed handler.
Real-time candlestick charts in seconds
Build k-line charts and cascade/chain materialized views
How's BTC doing? Let's chart in real-time from our live demo.
- Materialized views
- Rapid response times, deduplication & more for your cascading views.
- Break bottlenecks
- Massive ingestion rates and query speeds keep your charts fresh.
- Chart in SQL
- Concise, extended SQL queries give you fluid charts in seconds.
Simple, transparent & 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.
Order flow analysis
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 trading strategy optimization.
SELECT *FROM tradesASOF JOIN orderbook_snapshotsWHERE ts IN 2024-03-03
- Efficient book data snapshot storage
- Enjoy compression, performance and cost savings.
- Match previous trades with order books
- Unleash hyper-optimized ASOF JOINs.
- 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.
High-Performance data transfer for backtesting
Backtesting made simple
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.
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 that goes through capital markets: 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.
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.
The next generation has arrived
Upgrade to QuestDB
Hyper ingestion, millisecond queries, and powerful SQL.
Lower bills through peak efficiency.