There’s definitely interest in this in finance domains. I’ve done DATERANGE and GiST exclude constraints based solutions for a symbology database for example, where any given ticker might represent different securities at different times without overlap, and relying on functions to keep the dateranges in sync when updating a row.

So basically what WHITOUT OVERLAPS and FOR PORTION OF do.

The system time is also interesting in the context of financial data and backtesting, as companies might republish a statement with corrections, and it would help tracking why the system made a decision at a given time.

This bridges the gap to something like xtdb.