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.
- 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
- Real-time streaming using FAST, SBE, plain text
- Scheduled upload from daily archives
- Consolidated feeds
- Direct exchange feeds
- SVD / SSA
- Quantitative research
- Strategy backtesting
- Auction/Index/ETF arbitrage
- Non-transparent ETF decomposition
- Trade execution reporting
- Market surveillance
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.
firstname.lastname@example.org 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.