Okay maybe my solution is technically a bit ambitious given that you won't have an unlimited capacity/patience for IT on your team. I think the hosted pub/sub + cluster of subscribers approach is sexy but might be overkill given the above. Certainly untested. Personally, I can't comment on bcolz but does seem interesting. I'll also say that given your really have a log replay vs. an adhoc query requirement I think the proper abstractions above a file system consisting of binary files of tick data is a viable low headache approach. Obvious you'd want to write an API that abstracts all the headache of text files. I'd say test bcolz though. Worst case scenario is you've probably just made migration to whatever DB you try next easier than it would be with plain text files. If I was in your shoes I'd probably give mariadb some thought as well.