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My firm is looking for an out-of-the-box database system to store and query high-frequency tick data. What are the best options? It seems that kdb+ is the market leader in this field.

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In those circumstances: The best database system is file system. –  Marian May 19 at 5:54
    
out-of-the-box? This concept does not exist in finance, unless of course you want to "trade" bitcoins. Whatever time series store you decide to go with you will not get around doing a lot of performance analytics, tweaking, and customization. Just for your reference, KDB generally sends a host of "consultants" who stay for several days just to setup the initial database structure. –  Matt Wolf May 19 at 7:35
    
possible duplicate of Is there any thing out there as a substitute for KDB? –  Bob Jansen May 19 at 7:57
    
I'm also quite interested in this; if anyone knows of a free DB that integrates well with .NET, please do tell. –  Armen Safieh-Garabedian May 19 at 11:52
    
not aware of such free product. if low frequency, check open-tsdb. –  Daniel Qin May 20 at 6:18

3 Answers 3

An alternative is the TeaFiles file format. It's simple and boasts a high performance but I believe you'll have to reinvent some wheels.

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By the way: this is almost a duplicate of quant.stackexchange.com/questions/3156/… –  Bob Jansen May 19 at 7:57
    
ups, just saw your answer, also recommended it in my comment to the question. –  Matt Wolf May 20 at 7:36

kdb+ seems to be the leader but their programming language is a pain really. Personally I use a HDF5. It is a No-SQL database. It integrates very nicely with python.

I have been very happy with it so far.

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velocity analytics might be a choice.

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Can you say a bit more about why? –  Bob Jansen May 20 at 5:53
    
    
@DanielQin you should ellaborate in your answer, otherwise, please just post a comment. This is one of the good practices of this web site. Thanks. And welcome anyway. –  lehalle May 21 at 5:40
    
new comer, will do next time. thanks –  Daniel Qin May 21 at 6:03

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