We are working on building a solid PostgreSQL support insofar as allowing ODBC driver to execute this type of query from Excel. This is work in progress with not that much left on it.
Awesome! I think about this almost on a daily basis, and could very well be wrong, but from my perspective think the killer feature is integrating the querying with the financial data providers I mentioned above so they could sell the whole thing as the final product to end users. (EDIT: from a reply to another comment, it seems like some people are onto the concept: https://factset.quantopian.com)
If you ever install FactSet for a trial period and try querying time series with even ~10,000+ data points, you'd be amazed at how long it takes, how sluggish it is and how often Excel crashes.
My real perspective is Microsoft should roll something similar out as part of Excel and also get in the business of providing the financial data as they continue the transition into services over products
Perhaps this is an aside, but the questdb.io website claims "postgres wire support", but doesn't clarify whether that's _full_ wire support, or a subset of postgresql (which would be understandable) and if so, what the subset is.
