Open Source Finance Time Series Benchmark Suite

Building an open repeatable benchmark suite specifically for finance data. In particular NYSE TAQ Trade Data: https://ftp.nyse.com/Historical%20Data%20Samples/DAILY%20TAQ/

• It it intended to be a simple understandable benchmark
• To allow individuals to use it as a first-pass filter to see which databases may be suitable for them
• They thould then look at other more comprehensive benchmarks
• Or at running individual proof of concepts specific to their use-case
• Therefore we will try to be shallow and wide, covering many platforms

• https://www.timestored.com/data/time-series-database-benchmarks
• https://www.timestored.com/data/duckdb/nyse-taq-analysis