The Time-Series Uprising
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.
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