A method of and system for extracting time series data from temporal data in a database table is disclosed. The method comprises receiving a request for time series data, the request including information indicative of a period of time to be covered by the request, values sought by the request, time instants at which the values are sought and a precision between consecutive time instants, and creating a temporary table and populating the temporary table with a plurality of time stamps covering the period of time indicated by the request, consecutive time stamps being separated by the precision indicated by the request, and the time stamps specifying the time instants indicated by the request. The method also comprises querying the database table so as to identify for each time stamp in the temporary table, a row in the database table which has temporal data covering the time stamp and extracting values specified in the request from the identified rows, and associating the extracted data with the appropriate time stamps.