seriesly is a database for storing and querying time series data. Unlike databases like RRDtool, it's schemaless so you can just lob data into it and start hacking. However, it also doesn't use a finite amount of space. Tradeoffs.
Detailed docs are in the wiki.
To build the software, you need a go runtime installed. Preferably a recent one.
go get github.com/dustin/seriesly
Seriesly will use as many cores as you have to offer. Set the
GOMAXPROCS environment variable to the number of cores (or hardware
threads) you've got. There's a lot of fine-grained tuning you can
employ to specify how to map the software needs to your hardware, but
the defaults should work quite well.
Then just start blasting data into it. See the protocol docs for details on this.
My blog post provides an overview of the why and a little bit of the what. There's also a youtube video of me demoing the software a few days after the initial version hit github. It's matured a lot since then, but the core concepts haven't changed.