  This paper presents a benchmarking suite designed for the evaluation and
comparison of time series databases for high-frequency data, with a focus on
financial applications. The proposed suite comprises of four specialized
databases: ClickHouse, InfluxDB, kdb+ and TimescaleDB. The results from the
suite demonstrate that kdb+ has the highest performance amongst the tested
databases, while also highlighting the strengths and weaknesses of each of the
databases. The benchmarking suite was designed to provide an objective measure
of the performance of these databases as well as to compare their capabilities
for different types of data. This provides valuable insights into the
suitability of different time series databases for different use cases and
provides benchmarks that can be used to inform system design decisions.
