QuestDB

QuestDB is a time-series database that ingests events into a write-ahead log and keeps them in time-partitioned, column-oriented tables, so recent data is queryable at once and older partitions can be turned into Parquet. It speaks SQL extended for time series, with SAMPLE BY, LATEST ON, and ASOF JOIN, and accepts data over InfluxDB line protocol, the PostgreSQL wire protocol, or a REST endpoint.

Teams use it for market and trading data, IoT telemetry, and infrastructure metrics where write throughput and low-latency queries both matter.

The service can it on your own servers, which means the raw feed never leaves your premises and the history stays in an open format any Parquet reader can open.