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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
Also, a shameless plug for my own work—use a serious data provider like Databento, we already help you construct book snapshots and jump to any 2 ms interval of MBO data within specified nanosecond start/end times in O(1) on server side—once you've done that, there's much less work to do on client side. Don't reinvent the wheel. ;) If not us, try our friends at Redline (Pico) or MayStreet (Refinitiv), who're honestly the only other serious data providers and they have some helpful tooling.
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