Hi, I'm a questdb dev working on replication, we should have something working within a couple of months. If you have any questions feel free to ask me.
I'm a QuestDB dev, data on a QuestDb is also stored in a single address space and SQL queries are compiled into objects that run in that address space. However, it is just SQL not a bespoke language. A future possibility would be to allow queries in java or scala.
Implementing the ability for QuestDB to dynamically load jars would be really cool. And if you exposed an interface to directly communicate with the Db, you could get rid of the SQL parsing overhead as well. This would also allow QuestDB to function as an app engine of sorts, just like kdb+/q. I see real value in that for latency sensitive financial applications.
I'm a QuestDB dev, with regards to nano timestamps, we dont use a nanosecond timestamp because its not possible to be accurate to that resolution with current hardware. However, on a single host the nano second clocks are precise and monotonic, they would be useful to maintain order. I think they do make sense and we will have to look into providing timestamps to that resolution.
"its not possible to be accurate to that resolution with current hardware"
Are you referring to the clock precision of consumer grade hardware here?
In my experience the vast majority of financial time series data is reported in nanoseconds. The data providers, vendors, exchanges and data brokers absolutely have hardware capable of measuring timestamps in nanoseconds.
The accuracy doesn't have to be to 1ns of resolution to warrant measuring in nanos - even to the nearest 100ns is a useful and meaningful improvement beyond micros.
