Overview
TimeBase, a high-efficiency streaming time-series database, was developed by EPAM Real-Time Computing Lab (formerly Deltix).
It was engineered to rapidly aggregate and access vast amounts of high-frequency financial market data, which can be taken from major data vendors, such as Bloomberg, Reuters, QuantHouse plus, and others, or retrieved from available CSVs or MS Excel files.
TimeBase combines multiple solutions into a single package:
- Persistent message broker
- Message-oriented, time-series database
- Schema-based data modeling and serialization framework
It 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, which can be presented as asset classes like equities, options, indexes, futures, bonds, ETFs, currencies, and custom objects.
TimeBase allow its users to:
- Obtain a data replication framework that allows using multiple out-of-the-box integrations or open multi-language API to create custom integrations.
- Aggregate massive volumes of heterogeneous time-series data history or real-time from multiple sources with superior latency and throughput.
- Gain reliable storage for heterogeneous time-series data.
- Rapidly retrieve/stream time-series data, both historical and real-time. The sophisticated time-series engine is capable of efficient on-the-fly merging of multiple data streams with arbitrary temporal characteristics into a unified query response.Live data streaming is enabled by readers and writers working simultaneously.
- Access a framework for data processing and enrichment (foundation for building normalization and validation frameworks).
- Gain a reasonable level of performance on (relatively) low-end hardware with minimal consumption of RAM.
Additionally, statistical models and machine learning can get a warm-up mode (initialization with historical data), parameter optimization, online forecasting, recurring learning (on-the-fly adjustment with the up-to-date parameters).
TimeBase has a set of features that clearly distinguish it from other solutions:
- 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.
- The row-based design offers better latency and throughput for streaming use cases comparing with column-based databases.
Highlights
- Highly efficient streaming time-series database that allows rapid aggregation and accessing vast amounts of high-frequency financial market data
- Process millions of messages per second per core, store terabytes of data with microsecond latencies.
- Accessed from Java/.NET/C++/Python languages. Users are free to use the tools and languages that are familiar and most appropriate for their environment, all supported with a diverse and well-documented API
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This is a version for educational exploration, provided free of charge, relying on community-based assistance.
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Delivery details
Release 6.2.1
- Amazon ECS
Container image
Containers are lightweight, portable execution environments that wrap server application software in a filesystem that includes everything it needs to run. Container applications run on supported container runtimes and orchestration services, such as Amazon Elastic Container Service (Amazon ECS) or Amazon Elastic Kubernetes Service (Amazon EKS). Both eliminate the need for you to install and operate your own container orchestration software by managing and scheduling containers on a scalable cluster of virtual machines.
Version release notes
Release 6.2.1
Additional details
Usage instructions
Running using docker:
(1) create a user-defined network
docker network create --driver bridge timebase-network(2) make sure the network was created
docker network ls(3) run the timebase server container
docker run --rm -d \ --name timebase-server \ --network timebase-network \ -p 8011:8011 \ --ulimit nofile=65536:65536 \ 709825985650.dkr.ecr.us-east-1.amazonaws.com/epam-systems/timebase-ce:6.1.23(4) run the timebase web admin container
docker run --rm -d \ --name timebase-admin \ --network timebase-network \ -p 8099:8099 \ -e JAVA_OPTS=-Dtimebase.url=dxtick://timebase-server:8011 \ --ulimit nofile=65536:65536 \ 709825985650.dkr.ecr.us-east-1.amazonaws.com/epam-systems/timebase-ce-admin:1.1.4(5) check that TimeBase Server is running
Open web page: https://localhost:8099
Default username: admin
Be default user password is generated randomly and can be found in logs:
2024-03-19 13:43:01.319 WARN [main] Generating random password for user (admin): [password]
(6) More details here
https://kb.timebase.info/community/overview/quick-start
https://github.com/epam/TimebaseWS
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This is a version for educational exploration, provided free of charge, relying on community-based assistance. For deploying enterprise grade version and professional help contact EPAM Systems sales organization. EPAM is a leading digital transformation services and product engineering S&P 500 company.
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