How we made WINDOW JOIN parallel and vectorized

QuestDB is an open-source time-series database designed for high-performance workloads, such as those found on trading floors and mission control, offering ultra-low latency and high ingestion throughput. It introduces the WINDOW JOIN syntax for efficiently aggregating data over specified time windows, significantly simplifying and speeding up complex SQL operations that involve time-based joins. This feature leverages data-level parallelism and SIMD (Single Instruction, Multiple Data) paths for fast aggregation, outperforming other databases like Timescale, DuckDB, and ClickHouse in benchmarks. QuestDB's storage layout optimizes queries by maintaining timestamp order, enabling efficient binary searches, and reducing computational overhead. The database's architecture allows it to execute queries significantly faster than its competitors, using a dedicated operator that handles data-level parallelism and vectorized processing, thus making it well-suited for temporal operations and market data analysis.

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