Can you say what DB you are running? Is it Oracle?
I'm going to guess some home-rolled column store similar to KDB.
[EDIT] re: Oracle stuff I've not heard of - there is tons of Oracle scale/performance stuff I've never even had to think about. I've worked somewhere with KDB+ in place to handle streaming market price data and interviewed at another investment bank where it was used as well. So my guess is based more on what I've seen and read rather than knowing you couldn't build such a system on top of Oracle.
Personally I would love to see if Oracle can match these other systems out there, purely from an interest point of view!
No-one's even mentioned the DB, and it's a major DB system owned by a three-letter company...