TimeBase

Streaming Market Data with TimeBase

This is the first post of a series on using TimeBase to stream real-time market data. TimeBase is a high performance event-based time series database and message broker. I used it on a proprietary trading desk that made markets in futures, and currently use it to build and test equity trading strategies. It was released as open-source in February 2021.

Preface

I am not affiliated with the company that created and maintains TimeBase (Deltix, now EPAM). I’m not currently compensated by them in any way for promoting their product. I’m merely a happy user who is excited that TimeBase is open source and I can show you how to do some cool stuff with it.