Depends on the kind of data you are storing. Hierarchical Data Format is a scientific data format developed by the national center for supercomputing. It is spe

Depends on the kind of data you are storing. Hierarchical Data Format is a scientific data format developed by the national center for supercomputing. It is specifically designed to store and organize large amounts of numeric data (including timeseries). It supports flat arrays for large data sets, but also supports B-Trees for more relational style data as well. You can also easily tag the array data. If your format is cast in stone you may also be able to get away with using flat-files. If you implement the List interface or something similar it would be very easy to integrate into your application. (Normally I wouldn't recommend flat-files for anything, but for time series it can be not a bad option, as much as that makes me cringe).