A parallel query engine facilitates access to time- and symbol-indexed data efficiently. It features an enhanced SQL syntax that allows for sophisticated filtering and comprehensive aggregations. This system consolidates various types of financial information, such as quotes, trades, snapshots, and reference data, into a single repository. Users can conduct strategy backtesting utilizing high-frequency data and engage in quantitative research as well as market microstructure analysis. The platform provides detailed transaction cost analysis and allows for rollup reporting, ensuring thorough insight into trading activities. It also includes market surveillance capabilities and tools for detecting anomalies. Moreover, it can decompose non-transparent ETFs and ETNs, utilizing FAST, SBE, and proprietary protocols for improved performance. A plain text protocol ensures ease of use, while both consolidated and direct feeds are available for data ingestion. Built-in tools for monitoring latency are included, along with comprehensive end-of-day archives. The engine supports ETL processes from both institutional and retail financial data sources. It boasts a parallel SQL engine with syntax extensions, allowing advanced filtering by various criteria such as trading session and auction stage. Additionally, it offers optimized aggregate calculations for OHLCV and VWAP metrics. An interactive SQL console equipped with auto-completion enhances user experience, and an API endpoint facilitates programmatic integration. Scheduled SQL reporting is available with options for delivery via email, file, or web, along with JDBC and ODBC drivers for broader accessibility. This robust system is designed to meet the demands of modern financial analysis and trading strategies.