I agree with the premise but it seems that there are more solutions out there. As other commenters noted, you can collect histograms or hdrhistograms. Those hav

I agree with the premise but it seems that there are more solutions out there. As other commenters noted, you can collect histograms or hdrhistograms. Those have the problem of needing to be precofiguring and of not being able to be merged unless they are configured the same way. Instead you can use the t-digest (https://github.com/tdunning/t-digest https://github.com/tdunning/t-digest), a very cool online quantile estimation data structure from Ted Dunning (which he has recently improved with the Merging approach). There are a number of implementations out there. It is not unreasonable to serialize them and merge them. Unfortunately there’s no easy way to set this up in Prometheus but making that easy could be a fun project