The Time-Series Uprising

Ben over on O’Reilly has an interesting article on time-services databases.  Historically OneTick and kdb have been the database’s of choice in financial services.

OpenTSDB looks interesting, given that its at least move past v1.0, but doesn’t have a streaming API – something that kdb has.

SciDB has been around for some time, and offers the following in the time-series context:

Time series and spatial grids may be represented in relations, but only at a severe cost in both space and processing time. SciDB will be organized around multidimensional array storage, a generalization of relational tables that can provide orders of magnitude better performance.

Although SciDB has a number of use cases on its web site, none are from the financial domain – either due to confidentiality, or because it doesn’t align with financial problems.

TempoDB offer a list of customers already using the product.  REST appears to be the “API” of choice.  Curious to see TempoDB available on Heroku.  Shame no sample visualization’s are offered 😦

Ben has missed Datomic, the Clojure the a database offering flexible, time-based facts, supporting queries and joins, with elastic scalability, and ACID transactions.

Anyway, curious if anyone has started to use any of the above in finance


~ by mdavey on July 12, 2013.

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