5 ms·
This is actually an underrated question. Time-series databases offer better performance and usability for dealing with time-series data (think DevOps metrics,
by avthar 6y ago
This is actually an underrated question.
Time-series databases offer better performance and usability for dealing with time-series data (think DevOps metrics, data from IoT devices, stock prices etc, anything where you're monitoring and analyzing how things change over time)
They allow you answer questions where time is the main component of interest much more quickly and easily:
eg 1: IoT Sensors) Show me the average of temperature over all my devices over the past 3 days in 15 minute intervals
eg 2: Financial data) What's the price of stock X over the past 5 years
eg 3: DevOps data) What's the average memory and CPU used by all my servers of the past 5 mins
A normal database could be a purely relational database (e.g Postgres) or a non-relational database (e.g MongoDB). In both these cases, while you could use these databases for time-series data, they tend to offer worse performance at scale and a worse experience for doing common things (e.g real-time aggregations of data, data retention policies etc)
For more on time-series data and when you'd need a time-series database, check out: https://blog.timescale.com/blog/what-the-heck-is-time-series-data-and-why-do-i-need-a-time-series-database-dcf3b1b18563/ https://blog.timescale.com/blog/what-the-heck-is-time-series...
- airstrike 6y ago> eg 2: Financial data) What's the price of stock X over the past 5 years This is so incredibly frustratingly slow to pull on FactSet and Capital IQ, it makes me want to pull my hair every time I have to build line charts over time for a period greater than 2 years
- fawce 6y agoplug, but our system provides very fast access to price, fundamentals, estimates, etc: https://factset.quantopian.com https://factset.quantopian.com
- avthar 6y agoSounds like you need a time-seres database for those sorts of narrow and deep queries :) What's difficult is to find a database that has good performance on both narrow and deep queries (e.g Price of stock X for past 5 years) as well as shallow and wide queries (e.g Price of all stocks in past 15mins)
- einpoklum 6y agoIf you're comparing performance against a transaction-oriented DBMS like postgres, rather than an analytics-oriented columnar DBMS like Actian Vector, MonetDB, HP Vertica etc - then of course you'll get bad perfromance. The former kind are typically up to 1000x slower than the latter kind on analytic queries.