[afiedler]

I have had good experience using HDF5 to store time series data, but just research datasets and nothing that has been put into production. I don't really know how well it works with threading, for example. It does work very well with PyTables and Pandas for analysis and definitely beats CSV files, which is the the normal way these research datasets are stored.

If you are interested in using HDF5 and PyTables to store time series data, check out this little library that I created: http://andyfiedler.com/projects/tstables-store-high-frequenc...