A data indexing system is provided. The system includes: a time interval splitting unit configured to split a predetermined time range into a plurality of time intervals. A first index creating unit is configured to create a first-level index for data in a current time interval, the first-level index including a time interval index and a subspace index. A second index creating unit is configured to create, in a time interval after the current time interval, a second-level index for data in the current time interval. The second-level index has a finer granularity than the first-level index. A data indexing method and a data querying method are also provided. The cost for index maintenance can be greatly reduced in a case of frequent updates. Further, invalid scans during the query process can be reduced and the query performance can be improved.