QuestDB 9.3.3: HORIZON JOIN, twap(), and JIT on ARM64
Blog post from QuestDB
QuestDB 9.3.3 introduces several new features and performance enhancements designed for high-demand time-series data applications, emphasizing ultra-low latency and high throughput. The release highlights the HORIZON JOIN, a new join type tailored for markout analysis, which simplifies the measurement of price evolution at specific time offsets without the need for complex self-joins or window functions. The update also introduces the twap() function for computing time-weighted averages, SQL-standard WINDOW definitions for cleaner query syntax, and JIT-compiled filters on ARM64 for improved performance on Apple Silicon and AWS Graviton systems. Significant performance improvements include optimized Parquet I/O, enhanced parallel GROUP BY operations, and better latency predictability. Additionally, security updates and bug fixes accompany these new SQL features, enhancing the overall robustness and efficiency of the QuestDB platform.