Vaibhav offered RocksDB and LMDB as candidates for “ZeroMQ for database storage”.
Facebook has a MySQL storage backend that uses RocksDB, and LMDB has been used as a storage backend for (a fork of) SQLite.
I was surprised, because these databases describe themselves as key-value stores, which doesn’t seem like the right data structure for relational queries. I had missed the fact that these are ordered key-value stores, so they support range queries.