TimeBase was designed for very fast data aggregation and retrieval of massive volumes of high frequency financial market data. The same TimeBase technology excels at processing any time-series data: financial markets (MBO/ITCH), IoT (MQTT), software metrics and signals, real-time events, logging etc. TimeBase runs standalone or in a cluster, processes millions of messages per second per core, stores terabytes of data, and offers microsecond latencies.
TimeBase combines multiple solutions into single package:
- Persistent message broker
- Message-oriented time-series database
- Schema-based data modeling and serialization framework
Key TimeBase Differentiators
- Unified streaming API for both historical and live time-series data.
- High performance: system may be configured to stream data with microsecond latencies or read/write millions of messages per second on each data producer and consumer.
- Low latency: when streaming live data, TimeBase can serve real-time consumers from memory rather than disk, which allows for a significant latency reduction.
- Complex message structure: TimeBase can store complex message structures that reflect data in your business domain (no need for intermediate DTO objects).
- Schema-based database with embedded data serialization and modeling framework allowing for better visibility and data migration. Smooth transition from rapid data prototyping to production solution.
- Row-based design offers better latency and throughput for streaming use cases comparing with column-based databases.
- Data replication framework: use multiple out-of-the box integrations or open multi-language API to create custom integrations.
- Aggregation of massive volumes of heterogeneous time-series data history or real-time from multiple sources with superior latency and throughput.
- Reliable data storage for heterogeneous time-series data.
- Rapid retrieval/streaming of time-series data both history and real-time. TimeBase has a sophisticated time-series engine, capable of efficient on-the-fly merging of multiple data streams with arbitrary temporal characteristics into a unified query response.
- Live data streaming provided by a simultaneous work of readers and writers.
- Framework for data processing and enrichment (foundation for building normalization and validation frameworks).
- Statistical models and machine learning: warm-up mode (initialization with historical data), parameter optimization, online forecasting, recurring learning (on the fly adjustment with the up-to-date parameters).
TimeBase Benefits Overview
|Integrated Messaging and Persistence||TimeBase works equally well with historical and real-time data. It uniquely combines message distribution and persistence functions. Messages distributed from publishers to consumers can be automatically saved to the database for later replay or analysis.||The switch between backtesting and production is transparent to API user.
Production deployments can automatically save data (including both market feeds and control messages) for warm-up and backtesting.
|Heterogeneous Platform Support||TimeBase can be accessed from Java or any Microsoft .NET language.||Users are free to use the tools and languages that are familiar and most appropriate for their environment.
|Rich Type System||TimeBase provides a rich arsenal of data encodings to represent many data types, including (but not limited to) decimal numbers, IEEE floats, text, integer numbers, small alphanumeric codes, enumerations and true/false values.||Native representation of user's data model.
Data compression and transmission performance.
|Out-of-the-box Native Object Binding||TimeBase comes with a diverse well-documented API, with identical support for Java and .NET. In particular, dynamic generation of code for binding language-native objects to data (without losing performance) is built-in.||Short learning curve.
Programs written against TimeBase API are clean, simple and efficient.
|Asset Classes||Support for equities, options, indexes, futures, bonds, ETFs, currencies and custom objects.|
|Market Vendor Integration||Supports connectors to major data vendors: Bloomberg, Reuters, QuantHouse plus many more venues. The list is constantly growing.||User can start collecting tick data in minutes after the software is installed.|
|Native Time-Series Support||TimeBase is built from the ground up to support time-series concepts. All data is automatically associated with a timestamp (with millisecond precision). The query engine, API and management tools are all optimized for time-series processing.||TimeBase provides high performance and usability for aggregating and querying time-series data.|
|Polymorphic Object-Oriented Data Model||Ability to store large time-series of heterogeneously structured messages. Message structure is defined by Object-Oriented Design methods and supports inheritance.
|Ability to handle time-series data of different types: news, sentiment, sensory etc.|
|Low Search Latency combined with Extreme Read Throughput||TimeBase gives the user the ability to quickly locate and retrieve required data, reaching the speeds of over 1 million messages per second per core on low-end desktop hardware.||User can write regular programs to process data outside of the database system using development tools and environments of their choice.
|Unmatched Downscaling||TimeBase unique design allows it to function, when necessary, on (relatively) low-end hardware with minimal consumption of RAM, while maintaining reasonable level of performance.
|It runs well on laptops and low-end servers, and leaves system resources for other applications and user's data processing programs (usually trading algorithms).
Deployments can start small and grow with time.
|Built-In ETL Tools||TimeBase comes with tools to import CSV and MS Excel files.||User can upload proprietary data using out-of-the-box tools.|