Introduction

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

  • ARIMA
  • 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

Installation

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 support-atsd@axibase.com 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.