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BASEL BERN BRUGG DÜSSELDORF FRANKFURT A.M. FREIBURG I.BR. GENF
HAMBURG KOPENHAGEN LAUSANNE MÜNCHEN STUTTGART WIEN ZÜRICH
Time Series Databases
Mischa Kölliker
Time Series Databases
Time Series Databases2 15.09.2018
1. The Use Case for Time Series Databases
2. What Do They Different Compared to Relational Databases?
3. Storage Structures
4. Related Stuff
Time Series Databases3 15.09.2018
The Use Case For TimeSeries DBs
Time Series
Time Series Databases4 15.09.2018
Structured data, that is stored in more or less regular time intervals
– Split up in simple values, that independently make sense
Usually, data is not modified after initial storage (except for consolidation)
Is a log file time series data?
The Use Case for Time Series DBs
Time Series Databases5 15.09.2018
The Use Case for Time Series DBs
Time Series Databases6 15.09.2018
Sum up – What Makes Time Series Data Special?
Time Series Databases7 15.09.2018
Structured data
No dependencies (FKs, JOINs)
Regular time intervals
Stored data does not change
Values between "rows" differ only a little
Old details are boring
Time Series Databases8 15.09.2018
Time Series Databases9 15.09.2018
Difference to Relational Databases
Why not use a Relational Database?
Time Series Databases10 15.09.2018
Billions of individual data points
Append-only or append-mostly data
Often data is stored in fixed intervals
Often small or no value changes between subsequent data points
Less need to index values
Less need for joins
Bulk deletes
Bulk consolidation
Aggregations over time
What do Time Series DBs Differently?
Time Series Databases11 15.09.2018
Column oriented vs. row oriented
– Things like select count(*) is like a count over several tables in a relational DB
Time(stamp) is always part of the key
Differentiation between "key" fields and "value" fields
– "key" fields are indexed, and have a low ordinality
– "value" fields are often not indexed
Periodic compaction
Retention policies (automatic deletion of old data)
Continuous queries
Some Limitations of Some Time Series DBs
Time Series Databases12 15.09.2018
Store only numeric values (e.g. no strings)
Store values at fixed time intervals only
No real query language
Limited network protocols support
Lack of Continuous Query / Rollups / Downsampling
No security
No clustering support
(my favourite, InfluxDB, doesn't suffer from these, except for commercial-only clustering support)
see https://docs.google.com/spreadsheets/d/1sMQe9oOKhMhIVw9WmuCEWdPtAoccJ4a-IuZv4fXDHxM/pubhtml#
time and Time literals are first class citizens
Time Series Databases13 15.09.2018
Fill missing values
Time Series Databases14 15.09.2018
Time Series Databases15 15.09.2018
Storage Structures
TSM – Time-Structured-Merge Trees
Time Series Databases16 15.09.2018
Data is grouped into shards (each covering one week's data by default)
Inverted Index
https://www.slideshare.net/influxdata/inside-the-influx-db-storage-engine
week – 4
(1 file)
week - 3
(1 file)
week - 2
(1 file)
week - 1
(1 file)
current week
compacted, cold for write
WAL
"write ahead log"
(append-only store)
Space-Optimized Storage (InfluxDB example)
Time Series Databases17 15.09.2018
Total 40'220'369 data points
94 MB disk space over 22 shards (22 weeks)
=> 94*1024*1024/40220369 = 2.45 bytes per data point
(including structures, indices, and so on)
After ~520 hours runtime (the java procs about 480h)
Grafana runs as a Docker container
InfluxDB runs standalone (i.e. is not Dockerized)
Influxd – CPU and Mem usage on a RaspberryPi
Time Series Databases18 15.09.2018
Time Series Databases19 15.09.2018
Related
Google Trends (1 year)
Time Series Databases20 15.09.2018
…vs. InfluxDB Marketing's View
Time Series Databases21 15.09.2018
Other TSDBs
Time Series Databases22 15.09.2018
For a good overview and comparison, see:
https://docs.google.com/spreadsheets/d/1sMQe9oOKhMhIVw9WmuCEWdPtAoccJ4a-IuZv4fXDHxM/pubhtml#
(from DalmatinerDB supporters, so quite biased)
When to TSDB, and When Not
Time Series Databases23 15.09.2018
Know the use case
TSDBs are not a hammer, and not all data is a nail
Most reasonable systems require some additional
storage
Don't use it for:
– Not time based data
– Configuration- and master data
– Complex structures
– Joins
– If you can't draw a graph from it, it's probably not
time series data
Time Series Databases24 15.09.2018
Sum up
Sum up
Time Series Databases25 15.09.2018
Use the right tool for each task
If storage space can become an issue, look for optimized solutions
– The same applies for performance
TSDBs are not that mature yet (compared to relational databases)
Questions or Comments?
Mischa Kölliker
Principal Consultant
Trivadis AG
15.09.2018 Time Series Databases26

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TechEvent Time Seriesd Databases

  • 1. BASEL BERN BRUGG DÜSSELDORF FRANKFURT A.M. FREIBURG I.BR. GENF HAMBURG KOPENHAGEN LAUSANNE MÜNCHEN STUTTGART WIEN ZÜRICH Time Series Databases Mischa Kölliker
  • 2. Time Series Databases Time Series Databases2 15.09.2018 1. The Use Case for Time Series Databases 2. What Do They Different Compared to Relational Databases? 3. Storage Structures 4. Related Stuff
  • 3. Time Series Databases3 15.09.2018 The Use Case For TimeSeries DBs
  • 4. Time Series Time Series Databases4 15.09.2018 Structured data, that is stored in more or less regular time intervals – Split up in simple values, that independently make sense Usually, data is not modified after initial storage (except for consolidation) Is a log file time series data?
  • 5. The Use Case for Time Series DBs Time Series Databases5 15.09.2018
  • 6. The Use Case for Time Series DBs Time Series Databases6 15.09.2018
  • 7. Sum up – What Makes Time Series Data Special? Time Series Databases7 15.09.2018 Structured data No dependencies (FKs, JOINs) Regular time intervals Stored data does not change Values between "rows" differ only a little Old details are boring
  • 9. Time Series Databases9 15.09.2018 Difference to Relational Databases
  • 10. Why not use a Relational Database? Time Series Databases10 15.09.2018 Billions of individual data points Append-only or append-mostly data Often data is stored in fixed intervals Often small or no value changes between subsequent data points Less need to index values Less need for joins Bulk deletes Bulk consolidation Aggregations over time
  • 11. What do Time Series DBs Differently? Time Series Databases11 15.09.2018 Column oriented vs. row oriented – Things like select count(*) is like a count over several tables in a relational DB Time(stamp) is always part of the key Differentiation between "key" fields and "value" fields – "key" fields are indexed, and have a low ordinality – "value" fields are often not indexed Periodic compaction Retention policies (automatic deletion of old data) Continuous queries
  • 12. Some Limitations of Some Time Series DBs Time Series Databases12 15.09.2018 Store only numeric values (e.g. no strings) Store values at fixed time intervals only No real query language Limited network protocols support Lack of Continuous Query / Rollups / Downsampling No security No clustering support (my favourite, InfluxDB, doesn't suffer from these, except for commercial-only clustering support) see https://docs.google.com/spreadsheets/d/1sMQe9oOKhMhIVw9WmuCEWdPtAoccJ4a-IuZv4fXDHxM/pubhtml#
  • 13. time and Time literals are first class citizens Time Series Databases13 15.09.2018
  • 14. Fill missing values Time Series Databases14 15.09.2018
  • 15. Time Series Databases15 15.09.2018 Storage Structures
  • 16. TSM – Time-Structured-Merge Trees Time Series Databases16 15.09.2018 Data is grouped into shards (each covering one week's data by default) Inverted Index https://www.slideshare.net/influxdata/inside-the-influx-db-storage-engine week – 4 (1 file) week - 3 (1 file) week - 2 (1 file) week - 1 (1 file) current week compacted, cold for write WAL "write ahead log" (append-only store)
  • 17. Space-Optimized Storage (InfluxDB example) Time Series Databases17 15.09.2018 Total 40'220'369 data points 94 MB disk space over 22 shards (22 weeks) => 94*1024*1024/40220369 = 2.45 bytes per data point (including structures, indices, and so on)
  • 18. After ~520 hours runtime (the java procs about 480h) Grafana runs as a Docker container InfluxDB runs standalone (i.e. is not Dockerized) Influxd – CPU and Mem usage on a RaspberryPi Time Series Databases18 15.09.2018
  • 19. Time Series Databases19 15.09.2018 Related
  • 20. Google Trends (1 year) Time Series Databases20 15.09.2018
  • 21. …vs. InfluxDB Marketing's View Time Series Databases21 15.09.2018
  • 22. Other TSDBs Time Series Databases22 15.09.2018 For a good overview and comparison, see: https://docs.google.com/spreadsheets/d/1sMQe9oOKhMhIVw9WmuCEWdPtAoccJ4a-IuZv4fXDHxM/pubhtml# (from DalmatinerDB supporters, so quite biased)
  • 23. When to TSDB, and When Not Time Series Databases23 15.09.2018 Know the use case TSDBs are not a hammer, and not all data is a nail Most reasonable systems require some additional storage Don't use it for: – Not time based data – Configuration- and master data – Complex structures – Joins – If you can't draw a graph from it, it's probably not time series data
  • 24. Time Series Databases24 15.09.2018 Sum up
  • 25. Sum up Time Series Databases25 15.09.2018 Use the right tool for each task If storage space can become an issue, look for optimized solutions – The same applies for performance TSDBs are not that mature yet (compared to relational databases)
  • 26. Questions or Comments? Mischa Kölliker Principal Consultant Trivadis AG 15.09.2018 Time Series Databases26