I was about to say SQLite, it seems perfect - binary, fast, easy to update cheaply in place, immune to escaping et al problems (if you use prepared statements, not glue SQL with + of course), reliable, available in most languages (even for C and C++ the integration is trivial - it's a single pair of files drop in) and on the CLI, stable, the history data is very row/item oriented and not totally heterogeneous or free form, etc.

I totally drank the SQLite koolaid a long time ago.