kdb+tick

In 1993 the New York Stock Exchange averaged fewer than one million trades and quotes per day.
In 2008 daily trades and quotes exceeded one billion in a single day.
Capture, manage and analyze millions of real-time ticks as well as terabytes of historical tick data with real-time analysis results.
Process hundreds of thousands of records per second -- keep up with peak volumes on any exchange.
Combine real-time and historical data in a single database. There's no need to discard in-memory data at the end of the day--with kdb+tick, it takes about a minute to store a day's worth of ticks in memory.
Write sophisticated time-series analyses for in-memory and historical data.
Built in feed handlers include Reuters, Tibco and Bloomberg, and connecting new data feeds takes a few minutes (with java code) or a few hours (with C code).
Sample schemas include taq (trades and quotes to match kdb+taq), lvl2 (Nasdaq Level II quotes), futures, FX.
Defining new schemas and arranging the feed handlers takes a few minutes to a few hours, depending on the complexity of the schema.
Operate on 64-bit hardware.

More Information

Kdb+tick diagram
Kx - Intel Solution