Really? The big boy in the field KDB+ isn't mentioned? Kx's database is pretty much the gold standard for performance in time series, historical and real-time.
Part of the reason why it’s hard to learn (unless your job depends on it so you are forced to persist) is that the syntax is very terse. Check out this Java API for example: http://kx.com/q/c/kx/c.java. Yes, that’s the actual code you copy-paste into your Eclipse to get started.