QuestDB for Capital Markets?

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Peaktime-seriesperformance

QuestDB is the open-source time-series database for demanding workloads—from trading floors to mission control. It delivers ultra-low latency, high ingestion throughput, and a multi-tier storage engine. Native support for Parquet and SQL keeps your data portable, AI-ready—no vendor lock-in.

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Ultra-low latency

  • SIMD-accelerated SQL queries
  • Multi-threaded engine
  • Ingest 5M rows/s
See live demo

Open architecture

  • Parquet + SQL — no lock-in
  • Postgres protocol compatible
  • Apache 2.0 open source
See architecture

Ready for scale

  • Petabyte-scale tiered storage
  • Multi-AZ resilience
  • Instant scale-out
See Enterprise

Standard SQL. No lock-in.

Developer friendly, easy-to-write SQL

-- Time-bucketing (SAMPLE BY)
SELECT
timestamp, symbol,
first(price) AS open,
max(price) as high,
min(price) as low,
last(price) AS close,
sum(amount) AS volume
FROM trades
WHERE timestamp IN today()
SAMPLE BY 1m FILL(PREV);
-- Streaming Materialized Views
CREATE MATERIALIZED VIEW 'bbo_1s'
REFRESH IMMEDIATE AS (
SELECT timestamp, symbol,
last(bids[1][1]) AS bid,
last(asks[1][1]) AS ask
FROM market_data
SAMPLE BY 1s
) PARTITION BY DAY TTL 1 DAY;
-- Multi-Dimensional Arrays
SELECT timestamp,
array_sum(bids[2][1:4]) bid_vol,
array_sum(asks[2][1:4]) ask_vol,
bid_vol / ask_vol ratio
FROM market_data
WHERE
timestamp > dateadd('h', -1, now())
AND symbol='EURUSD';
-- ASOF JOIN (Time-Bounded)
SELECT symbol,
asks.price - bids.price as spread
FROM asks
ASOF JOIN bids
ON symbol
TOLERANCE 1s
WHERE
asks.timestamp IN today();
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Time-bucketing (SAMPLE BY)

Resample to fixed intervals; downsample; fill gaps with FILL (prev/linear/constant/none).

Streaming Materialized Views

Continuously compute OHLC bars and other rollups; REFRESH IMMEDIATE keeps dashboards live.

Multi-Dimensional Arrays

Compact 2D arrays for order-book snapshots; vectorized ops for depth/imbalance analytics.

As-of join (time-bounded)

Align each row to the latest event at or before its timestamp (ASOF JOIN … TOLERANCE).

LLMs speak SQL.
Your database should too.

Trained on billions of SQL statements, supercharge AI with our REST API in minutes.

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QuestDB leaps forward

Scale fast. Stay open.

Hot ingest for live analytics; Parquet archives for long-term insight. Open formats on object storage cut costs and end lock-in, while dataframe libraries and engines run natively on the data. AI-ready by design: standard SQL and REST API make prompt-to-query copilots work out of the box.

WHERE symbol in ('AAPL', 'NVDA')
LATEST ON timestamp PARTITION BY symbol
CREATE MATERIALIZED VIEW 'trades_OHLC'
min(price) AS low
timestamp IN today()
SELECT spread_bps(bids[1][1], asks[1][1])
FROM read_parquet('trades.parquet')
SAMPLE BY 15m

Tier One: Hot ingest (WAL), durable by default

Tier Two: Real-time SQL on live data

Tier Three: Cold storage, open and queryable

Capital Markets

Powering Brazil's leading stock exchange

B3, the main stock exchange in Brazil and the largest in Latin America, leverages QuestDB for Capital Markets to power its Central Securities Depository (CSD) platform. The solution delivers high-performance, low-latency data management for real-time trading operations.
  • High performance: Engineered to capture terabytes of data per day with sub-millisecond query capabilities
  • Cloud-native architecture: Seamlessly integrates with microservices in cloud environments with 99.9% uptime guarantee
  • Open standards: Supports SQL queries and open formats like Parquet and Iceberg for historical data storage
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"Our CSD platform demands exceptional performance, security, and resilience for real-time data. We chose QuestDB for its speed and straightforward deployment, which fits cleanly into our cloud-native architecture."

Kleber Almeida
IT Manager
Experience QuestDB now

Explore our live demo

Our live demo instance is the quickest way to get a feel for QuestDB. Scan more than 2 billion rows in milliseconds. Example queries can get you deep in just a few clicks.

/* This query takes the best bid price and multiplies it by 1.01. Then it finds the level at which that price would be met inside the prices array. We slide the volume array from the first level until the level we found, and sum all the volumes. Note the use of DECLARE to make the query more readable. */

DECLARE
@prices := asks[1],
@volumes := asks[2],
@best_price := @prices[1],
@multiplier := 1.01,
@target_price := @multiplier * @best_price,
@rel_vol := @volumes[
1:insertion_point(@prices, @target_price)
]
SELECT timestamp, array_sum(@rel_vol) total_volume
FROM market_data
WHERE timestamp > dateadd('m', -1, now())
AND symbol='EURUSD';

Open formats, no vendor lock-in

Delete proprietary, commit open

Run on open architecture that evolves without vendor lock-in. Native Parquet, Arrow, Iceberg and SQL plug straight into modern AI/ML.
QuestDB
timestamp
symbol
price
volume
2025-01-01T00:00:00.000
EURUSD
1.0847
2500000
2025-01-01T00:00:01.000
GBPUSD
1.2734
1800000
2025-01-01T00:00:02.000
USDJPY
149.82
3200000
2025-01-01T00:00:03.000
AUDUSD
0.6452
1200000
2025-01-01T00:00:04.000
USDCAD
1.3765
1500000
2025-01-01T00:00:05.000
USDCHF
0.8834
900000
AzureAzure Blob
Amazon S3Amazon S3
NFS

Peak performance time-series

Hyper ingestion

Write-ahead logging (WAL) for instant durability; time-partitioned columnar engine for speed. Ingest millions of rows/sec and query with SIMD-optimized SQL.
Storage Engine
High Availability
N-Dimensional Arrays
Data Deduplication

Using QuestDB, we deliver real-time market data from a top 10 blockchain. This outperforms a legacy cloud-based data platform at a fraction of the cost, reducing TCO by more than 90%.

Daniel Siedentopf — Senior Developer, XRP Ledger Foundation
QuestDB performance compared to TimescaleDB and InfluxDB. QuestDB is the clear winner.

Use QuestDB with the tools you love

Simple connections with clients, brokers, data-feeds, and much more.

Upgrade from legacy systems

QuestDB for Capital Markets

Built for tick data, trades, order books, and OHLC-with nanosecond timestamps, ASOF joins, arrays, and materialized views. Query years of history in milliseconds with standard SQL.

QuestDB is an essential part of our trading platform—giving us a high-speed, scalable store for billions of trades that we can query in real time to power both customer-facing features and internal systems.

Steven Harper — CSO, One Trading

Ready to upgrade?

Our team is here to help you scale. We're happy to offer live demos, chat about your case, and answer any questions.