simple time series db

I am looking for a simple time series d开发者_JS百科atabase. The sort of database that could take raw stock tick data for example and for company X and company Y in a split second return end of day data, or data at 3pm, or similar types of query. I dont know what google uses for http://www.google.com/finance?q=INDEXDJX however that's the sort of data and speed I am looking for. Some of the high end time series dbs cost the earth and do far more than I need. Are there opensource or nearly-free dbs out there that would be appropriate for this?

There is an open source timeseries database under active development (.NET only for now) that I wrote. It can store massive amounts (terrabytes) of uniform data in a "binary flat file" fashion. All usage is stream-oriented (forward or reverse). We actively use it for the stock ticks storage and analysis at our company.

https://code.google.com/p/timeseriesdb/

// Create a new file for MyStruct data.
// Use BinCompressedFile<,> for compressed storage of deltas
using (var file = new BinSeriesFile<UtcDateTime, MyStruct>("data.bts"))
{
   file.UniqueIndexes = true; // enforces index uniqueness
   file.InitializeNewFile(); // create file and write header
   file.AppendData(data); // append data (stream of ArraySegment<>)
}

// Read needed data.
using (var file = (IEnumerableFeed<UtcDateTime, MyStrut>) BinaryFile.Open("data.bts", false))
{
    // Enumerate one item at a time maxitum 10 items starting at 2011-1-1
    // (can also get one segment at a time with StreamSegments)
    foreach (var val in file.Stream(new UtcDateTime(2011,1,1), maxItemCount = 10)
        Console.WriteLine(val);
}

What amount of data are we talking about here?

I use MySQL to all my projects, including one where I actually collected all the stocks on OMX and NASDAQ every evening for about 2 years. MySQL had no problems at all to search and sort on my local machine.

MySQL are available in a community version (FREE) and if you need you can scale up and buy a license.

MySQL was first developed by a Swedish team (MySQL AB) and then first bought by Sun and later by Oracle.

Download the free MySQL at http://mysql.com/products/community/ and read about it on the Wiki.

Update

I saw that MySQL are used by big sites like Flickr, Facebook, Wikipedia, Google, Nokia.com and YouTube. I think this speaks for itself when it comes to how competent MySQL are.