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I thought I'd throw in TimeScale. It's a postgres extension, so all your SQL stuff is just the same (replication, auth, etc). It's also a column store, with compression. Runs super fast, I've used it in a couple of financial applications. Huge amounts of tick data, all coming down to your application nearly as fast as the hardware will allow. Good support, the guys on Slack are responsive. No, I don't have shares in it, I just like it. Regarding kdb, I've used it, but there are significant drawbacks. Costs a bunch of money, that's a big one. And the language... I mean it's nice to nerd out sometimes with a bit of code golf, but at some point you are going to snap out of it and decide that single characters are not as expressive as they seem. If your thing is ad-hoc quant analysis, then maybe you like kdb. You can sit there and type little strings into the REPL all day in order to find money. But a lot of things are more like cron jobs, you know you need this particular query run on a schedule, so just turn it into something legible that the next guy will understand and maintain. |