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Many simulation studies have been proposed so far in order to evaluate the algorithms used in the domain of real-time databases. But there are several drawbacks of the presented research. For the most part there is only one functional part considered for investigation without any interaction with other system parts and research work at real-time transaction processing is based on simulation studies only. We believe that it is necessary to investigate the real-time transaction processing algorithms in their natural environment to achieve really relevant results. That is why we have developed an experimental real-time database system suitable to study real-time transaction processing. The experimental system is implemented as an integrated set of the most important functional parts upon the real-time operating system VxWorks. It serves as a support platform for performance evaluation of known and new algorithms of the particular processing components. We have also conducted series of experiments to test the experimental system.