kdb+
Computer application
kdb+ is a column-based relational time series database with in-memory abilities, developed and marketed by KX. The database is commonly used in high-frequency trading to store, analyze, process, and retrieve large data sets at high speed. Wikipedia
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Documentation, white papers and developer resources for kdb+ and the q programming language from KX.
Kdb+ is a powerful database that can be used for streaming, real-time and historical data. Q is the SQL-like, general-purpose programming language built on top ...
I got exposed to kdb+ while interviewing in quant and would kill to use it in a non-financial metrics setting, but the language and ecosystem just can't let ...