QuestDB

View Current Viewing Revision #18 from 01/28/2021 9:40 a.m.

QuestDB is an open-source SQL database for time series data.

It uses a column-oriented approach and supports heavy parallelized vectorized execution using SIMD instructions.

QuestDB implements SQL and augments it for time-series with native extensions. It exposes a Postgres wire protocol, and supports ingestion with InfluxDB Line Protocol.

History

QuestDB started as a side project in 2013 by Vlad Ilyushchenko who applied principles from low latency techniques found in the financial services industry. QuestDB is backed by YCombinator.

Concurrency Control

Timestamp Ordering

QuestDB uses a single writer model. The writer re-orders timestamps on the fly. Multi-publisher, single consumer queue provides concurrent write access.

Foreign Keys

Not Supported

Hardware Acceleration

Custom

SIMD optimised analytics.

Storage Model

Decomposition Storage Model (Columnar)

QuestDB uses a column-based storage model. Data is stored in tables with each column stored in its own file and its own native format. New data is appended to the bottom of each column to allow data to be organically retrieved in the same order that it was ingested.

QuestDB uses a relational model with column-based storage model.

Views

Not Supported

Query Interface

SQL

QuestDB enhances ANSI SQL with time series extensions to manipulate time stamped data.

Parallel Execution

Inter-Operator (Vertical)

Multi threaded SQL execution.

Logging

Not Supported

System Architecture

Shared-Nothing Embedded

Indexes

Hash Table

Indexing is available for symbol columns. Index support for other types will be added over time.

Query Compilation

JIT Compilation

Joins

Hash Join Semi Join

QuestDB supports the following types of joins: INNER, OUTER, CROSS, ASOF and SPLICE. FULL joins are not yet implemented and are on our roadmap. All supported join types can be combined in a single SQL statement.