QuestDB (@QuestDb) / X

QuestDB

2,480 posts

QuestDB

@QuestDb

QuestDB (YC S20) is the fastest open source time series database. github.com/questdb/questdb

New York / London

Joined June 2019

QuestDB
@QuestDb
2h
Egress speed matters as much as ingress speed, if not more. As part of the new 10.0 release, QuestDB ships QWP, a new binary protocol that can export data in Apache Arrow format on the wire very efficiently. As a sneak peek, here are some prelim results versus peers.
QuestDB
@QuestDb
Jul 20
Transaction cost analysis usually means an expensive, closed box sitting next to your data. It doesn't have to. VWAP, arrival slippage and a full markout curve are a handful of SQL queries, right where the ticks already are. Here's the whole thing in #QuestDB and Polars.
QuestDB
@QuestDb
Jul 17
HDFC Bank, India's largest private bank, runs #QuestDB for real-time money mule detection. 5,000 to 7,000 transactions per second on a single instance. Up to 300 rules evaluated per transaction on the card channel. Sub-second queries. Cross-channel fraud, unified. Link below
QuestDB
@QuestDb
Jul 16
Live views are coming soon to #QuestDB. They incrementally maintain a window function over a base table, one result row per input row. Moving averages, running totals and rankings, queried like any table. I ingested 200k prices/sec, then created a live view and 3 demo blotters.
00:00
QuestDB
@QuestDb
Jul 10
Financial returns are rarely normal. Now you can measure exactly how far off they are, in plain SQL. #QuestDB now has skewness and kurtosis as aggregates, with sample and population variants: skewness_samp, skewness_pop, kurtosis_samp, kurtosis_pop.
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