Time series database built on acid-state
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server/Finance/HQuant/State
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README.md

HQuant-State: AcidState Time Series Database for HQuant

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.

HQuant-State will also support the Archival and Indexing of SEC EDGAR XBRL business reports. This means that it could be used to store historical balance sheets and income statements. Starting from 2011 onwards, the SEC requires all companies to submit electronic versions of their annual reports. Combined with a solution such as a HDeq and HDeq-EDGAR, you will be able to define an adapter that will update the database whenever a new statement comes out. Once again, actual documents will be stored either on-disk or on Amazon S3.