[jnordwick]

Sounds like he's describing a bitemporal database (although not in the canonical form usually associated with them).

I've looked into timescaledb for this, and it doesn't support them.

[refset]

I agree. Bitemporal databases can natively handle late-arriving data in these kinds of upstream timestamp integration scenarios.

However, the intersection of bitemporal indexes and columnar time-series queries seems important and yet I haven't seen anything that looks like it might offer both, possibly asides from kdb+ and SAP HANA.

Disclosure: I work on https://github.com/juxt/crux (which is optimised for bitemporal graph joins and doesn't currently employ columnar indexes)