Lots o' Ticks: real-time high performance time series queries on billions of trades and quotes

Summary: Declarative time-series extension to SQL and a 50-way parallel DB for real-time analysis of billions of ticks. Enables time-delayed correlations, tick trends; first to store/analyze hundreds of GB of tick data with high performance. (summarized by gpt-5-nano on Feb 09 2026)

Paper ID: 3385
Venue: SIGMOD
Year: 2001
Pagerank: 5.8927673e-05
Overall Rank: 6,379 | 56.24%
DOI: 10.1145/375663.375783

Incoming Non-self Citations Over Time

Authors

1. Arthur Whitney (KX Systems, Inc)
2. Dennis Shasha (New York University)

BibTeX Citation

@inproceedings{whitney_sigmod01,
        title = {{Lots o' Ticks: real-time high performance time series queries on billions of trades and quotes}},
        author = {Whitney, Arthur and Shasha, Dennis},
        series = {{SIGMOD} '01},
        booktitle = {Proceedings of the {ACM} {SIGMOD} International Conference on Management of Data},
        publisher = {Association for Computing Machinery},
        doi = {10.1145/375663.375783},
        url = {https://dl.acm.org/doi/10.1145/375663.375783},
        year = {2001}
}

Incoming Citations (Sorted by Pagerank)

Showing 3 of 3 citing papers.

Rank	Citing Paper	Year	Venue	Pagerank
9,805	A Skip-list Approach for Efficiently Processing Forecasting Queries	2008	VLDB	5.21582e-05
12,046	Datometry Hyper-Q: Bridging the Gap Between Real-Time and Historical Analytics	2016	SIGMOD	5.093636e-05
12,777	Fast Algorithms for Time Series with applications to Finance, Physics, Music, Biology, and other Suspects	2004	SIGMOD	5.093636e-05

Outgoing Citations (Sorted by Pagerank)

Showing 0 of 0 cited papers.

Citations counted here include only citations to other VLDB/SIGMOD/CIDR/PODS papers in this database.

Rank	Cited Paper	Year	Venue	Pagerank

Semantically Similar Papers

#	Overall Rank	Paper	Year	Venue
1	41	Fast Subsequence Matching in Time-Series Databases	1994	SIGMOD
2	5,464	Managing Temporal Financial Data in an Extensible Database	1993	VLDB
3	3,658	P*TIME: Highly Scalable OLTP DBMS for Managing Update-Intensive Stream Workload	2004	VLDB
4	9,805	A Skip-list Approach for Efficiently Processing Forecasting Queries	2008	VLDB
5	2,928	A Decade of Progress in Indexing and Mining Large Time Series Databases	2006	VLDB
6	12,046	Datometry Hyper-Q: Bridging the Gap Between Real-Time and Historical Analytics	2016	SIGMOD
7	668	StatStream: Statistical Monitoring of Thousands of Data Streams in Real Time	2002	VLDB
8	5,162	Online Event-driven Subsequence Matching over Financial Data Streams	2004	SIGMOD
9	6,362	A Multidatabase System for Tracking and Retrieval of Financial Data	1994	VLDB
10	5,004	High Contention in a Stock Trading Database: A Case Study	1988	SIGMOD