QuestDB Finance Database Demo

This QuestDB demo was part of a Modern Databases for Finance series that was presented to finance firms in 2023 and now made public. It outlines:

  • What QuestDB is
  • It's core principles
  • How it can be used for finance data including a VWAP calculation example.

The presentation is by developer advocate Javier Ramirez and Adam Cimarosti. Javier was at amazon and joined QuestDB a year and a half ago. Javier has helped many people get started with QuestDB including some very grateful TimeStored staff. Adam is Core Engineer at QuestDB and previously VP and Software Engineer at several financial institutions.

About QuestDB

  • Open source, Apache 2 License.
  • Used by Aquis, OKX, Airbus, Airtel, Netapp, Cloudera
  • 12.5K+ Github stars
  • First release in 2016

Unique to QuestDB

  • Team - Strong history of working in finance in London. Team background in MS/RBC/HSBC.
  • Approach - Passionate about performance. Code base has zero dependencies to get close to hardware. Implements it's own JIT compiler.
  • Ingestion Layer - Data is always stored in incremental timestamp. No indexes needed. Predictable ingestion rate.
  • Usability + SQL Extensions - Standard SQL support with time-series/date ranges / temporal joins added ontop. Postgres wire compatible.

Calculating VWAP in QuestDB

VWAP is Volume Weighted Average Price.

Finding Gaps of over 3 seconds:

QuestDB VWAP

QuestDB Database Visualization

Both PulseUI and QStudio support QuestDB as well as 30+ other data sources.

QuestDB Database + Pulse Dashboards QuestDB Dashboards

QuestDB Review

TimeStored QuestDB review blog post.

When I downloaded a 7MB app and got a black screen, I had a great feeling that QuestDB was going to be awesome and it didn't disappoint. At the time I was building a crypto dashboard to display real-time crypto prices Since QuestDB was postgreSQL it just worked perfectly. For the advanced queries like time bucketing it was easy to find and use the SQL languages extensions.

See Also