Some information about Time Series:

http://en.wikipedia.org/wiki/S-PLUS
http://download-west.oracle.com/docs/cd/A87860_01/doc/inter.817/index.htm
http://www.sas.com/
http://oracledmt.blogspot.com/2006/10/time-series-revisited.html
http://oracledmt.blogspot.com/2006/01/time-series-forecasting-part-1_23.html

Discussion of time in time series database - UTC or local - http://quant.stackexchange.com/questions/7229/time-in-time-series-database-utc-or-local

Market data:
http://cs.nyu.edu/cs/faculty/shasha/fintime.html

and a book:
http://sql-info.de/sql-notes/developing-time-oriented-database-applications-in-sql.html
http://www.cs.arizona.edu/people/rts/tdbbook.pdf

Should we use DATE as key or INT as key? http://quant.stackexchange.com/questions/613/representing-time-series-implementation-level

Collections of column-oriented stores - http://quant.stackexchange.com/questions/1392/usage-of-nosql-storage-in-finance

时序数据库深入浅出之存储篇 - http://www.infoq.com/cn/articles/storage-in-sequential-databases

深入浅出时序数据库之压缩篇 - http://www.infoq.com/cn/articles/condense-in-sequential-databases

pretreatment - http://www.infoq.com/cn/articles/pretreatment-in-sequential-databases

Why - http://www.infoq.com/cn/news/2017/07/Why-time-series-database

分级存储 - http://www.infoq.com/cn/articles/hierarchical-storage-of-sequential-databases