Axibase Time Series Database is a scalable platform for storing and analyzing financial market data such as trades and quotes, as well as end-of-day, session, and auction statistics.

Key Features

  • Parallel query engine for fast data access
  • Extended SQL syntax with OHLCV and VWAP aggregators
  • Flexible filtering based on reference data, trading calendars, and index composition

Supported Data Types

  • Trades / Last sale
  • Level 1 Quotes
  • Auction and Imbalance Statistics
  • EOD (End-of-Day) and Session Summary
  • Reference Data
  • Generic time-series

Insertion Modes

  • Real-time streaming using FAST, SBE, plain text
  • Scheduled upload from daily archives

Data Sources

  • Consolidated feeds
  • Direct exchange feeds
  • Files

Asset Classes

  • Equities
  • Futures
  • Options
  • Bonds
  • Currencies
  • ETFs/ETNs
  • Indices

Forecasting Algorithms

  • SVD / SSA
  • Holt-Winters

Use Cases

  • Quantitative research
  • Strategy backtesting
  • Auction/Index/ETF arbitrage
  • Non-transparent ETF decomposition
  • Trade execution reporting
  • Market surveillance

API Clients


ATSD is supported on major Linux distributions in 64-bit mode. Refer to installation instructions for hardware requirements and details.

ATSD standalone version is free of charge, including for production purposes.

Getting Started

Contact for assistance with installation and data source integration. Provide links to or attach sample data files as well as identify the preferred programming environment: Java or Python.