What is a time series database?

A time series database (TSDB) is a database optimized for time-stamped or time series data. Time series data are simply measurements or events that are tracked, monitored, downsampled, and aggregated over time. This could be server metrics, application performance monitoring, network data, sensor data, events, clicks, trades in a market, and many other types of analytics data.

A time series database is built specifically for handling metrics and events or measurements that are time-stamped. A TSDB is optimized for measuring change over time. Properties that make time series data very different than other data workloads are data lifecycle management, summarization, and large range scans of many records.

Why is a time series database important now?

Time series databases are not new, but the first-generation time series databases were primarily focused on looking at financial data, the volatility of stock trading, and systems built to solve trading. But financial data is hardly the only application of time series data anymore — in fact, it’s only one among numerous applications across various industries. The fundamental conditions of computing have changed dramatically over the last decade. Everything has become compartmentalized. Monolithic mainframes have vanished, replaced by serverless servers, microservers, and containers.

Today, everything that can be a component is a component. In addition, we are witnessing the instrumentation of every available surface in the material world — streets, cars, factories, power grids, ice caps, satellites, clothing, phones, microwaves, milk containers, planets, human bodies. Everything has, or will have, a sensor. So now, everything inside and outside the company is emitting a relentless stream of metrics and events or time series data.

This means that the underlying platforms need to evolve to support these new workloads — more data points, more data sources, more monitoring, more controls. What we’re witnessing, and what the times demand, is a paradigmatic shift in how we approach our data infrastructure and how we approach building, monitoring, controlling, and managing systems. What we need is a performant, scalable, purpose-built time series database.

What distinguishes the time series workload?

Time series databases have key architectural design properties that make them very different from other databases. These include time-stamp data storage and compression, data lifecycle management, data summarization, ability to handle large time series dependent scans of many records, and time series aware queries.

For example: With a time series database, it is common to request a summary of data over a large time period. This requires going over a range of data points to perform some computation like a percentile increase this month of a metric over the same period in the last six months, summarized by month. This kind of workload is very difficult to optimize for with a distributed key value store. TSDB’s are optimized for exactly this use case giving millisecond level query times over months of data. Another example: With time series databases, it’s common to keep high precision data around for a short period of time. This data is aggregated and downsampled into longer term trend data. This means that for every data point that goes into the database, it will have to be deleted after its period of time is up. This kind of data lifecycle management is difficult for application developers to implement on top of regular databases. They must devise schemes for cheaply evicting large sets of data and constantly summarizing that data at scale. With a time series database, this functionality is provided out of the box.

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