An in-memory time-series database written over AcidState, with on-disk or Amazon S3 archival support

HQuant-State is a time series database for HQuant, meant to store historical stock and option quotes and historical balances and incomes. It is meant to be run as a separate service, and it is expected that it will be written to by a DEQ client handling a quote stream (perhaps from hdeq-tradeking or some other stock data provider).

HQuant-State is a hybrid in-memory/persistent storage database. Due to the nature of time series, it is append only, meaning that it can make several optimizations that other databases can’t. Most notably, it only keeps a set amount of historical data in memory, and puts the rest into storage somewhere else. Currently, this storage can be either the local disk or an Amazon S3 bucket. This behavior is entirely configurable.

Configuration File

There is an example configuration file in the Git repository at config.example. More documentation coming!

Potential Uses

Questions, Bugs, and Comments

Redirect any questions, bugs, comments, and/or complaints to me. Please be nice, I don’t do this for money :)

I hope you enjoy using this software.