SQLite Forum

Multithread processing, storing in memory and writing to database
Indeed. Appending to a table is not as cheap as appending to a file,  
because of B-tree relancing. But if your end result must be an SQLite  
DB, then unless you create it as a post-processing from some other  
append-only file(s), in which case those rebalances matter little,  
you have to accept the cost of appending to tables.

Time-series databases certainly do exists, but are there any as small and  
beautiful as SQLite, with the same world-class quality as SQLite, and free too?