QuestDB

View Current Viewing Revision #13 from 11/29/2020 11:30 a.m.

QuestDB is an open-source SQL database designed to process time-series dat. It uses a column-oriented approach, vectorized execution, SIMD instructions.

QuestDB implements SQL, and augments it for time-series. It supports the Postgres and InfluxDB wire protocols,as well as a a REST API. It supports both relational and time-series joins.

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.

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.

Indexes

Hash Table

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

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.

Storage Organization

Log-structured

Data Model

Relational

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

Isolation Levels

Read Committed Repeatable Read Read Stability

Query Compilation

JIT Compilation

Parallel Execution

Inter-Operator (Vertical)

Multi threaded SQL execution.

Query Interface

SQL

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

System Architecture

Shared-Nothing Embedded

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.