Azure Data Explorer vs Kdb

Choosing the right database is a critical choice when building any software application. All databases have different strengths and weaknesses when it comes to performance, so deciding which database has the most benefits and the most minor downsides for your specific use case and data model is an important decision. Below you will find an overview of the key concepts, architecture, features, use cases, and pricing models of Azure Data Explorer and Kdb so you can quickly see how they compare against each other.

The primary purpose of this article is to compare how Azure Data Explorer and Kdb perform for workloads involving time series data, not for all possible use cases. Time series data typically presents a unique challenge in terms of database performance. This is due to the high volume of data being written and the query patterns to access that data. This article doesn’t intend to make the case for which database is better; it simply provides an overview of each database so you can make an informed decision.

Azure Data Explorer Overview

Azure Data Explorer is a cloud-based, fully managed, big data analytics platform offered as part of the Microsoft Azure platform. It was announced by Microsoft in 2018 and is available as a PaaS offering. Azure Data Explorer provides high-performance capabilities for ingesting and querying telemetry, logs, and time series data.

Kdb Overview

kdb+ is a high-performance columnar, time series database developed by Kx Systems. Released in 2003, kdb+ is designed to efficiently manage large volumes of data, with a primary focus on financial data, such as stock market trades and quotes. It is built on the principles of the q programming language, which is a descendant of APL and K. The database is known for its speed, scalability, and ability to process both real-time and historical data.

Azure Data Explorer for Time Series Data

Azure Data Explorer is well-suited for handling time series data. Its high-performance capabilities and ability to ingest large volumes of data make it suitable for analyzing and querying time series data in near real-time. With its advanced query operators, such as calculated columns, searching and filtering on rows, group by-aggregates, and joins, Azure Data Explorer enables efficient analysis of time series data. Its scalable architecture and distributed nature ensure that it can handle the velocity and volume requirements of time series data effectively.

Kdb for Time Series Data

kdb+ is designed to store time series data, making it a natural fit for applications that require high-speed querying and analysis of large volumes of data. Its columnar storage format allows for efficient compression and retrieval of time series data, while its q language provides a powerful and expressive means to manipulate and analyze the data. kdb+ is especially strong for financial data, though it can be used for other types of time series data as well.

Azure Data Explorer Key Concepts

• Relational Data Model: Azure Data Explorer is a distributed database based on relational database management systems. It supports entities such as databases, tables, functions, and columns. Unlike traditional RDBMS, Azure Data Explorer does not enforce constraints like key uniqueness, primary keys, or foreign keys. Instead, the necessary relationships are established at query time.
• Kusto Query Language (KQL): Azure Data Explorer uses KQL, a powerful and expressive query language, to enable users to explore and analyze their data with ease.
• Extents: In Azure Data Explorer, data is organized into units called extents, which are immutable, compressed sets of records that can be efficiently stored and queried.

Kdb Key Concepts

• q language: A high-level, domain-specific programming language used for querying and manipulating data in kdb+. It combines SQL-like syntax with a functional programming style.
• Columnar storage: kdb+ stores data in columns, rather than rows, which allows for faster querying and analysis of time series data.
• Tables: kdb+ stores data in tables, which are similar to relational tables, but with a focus on columnar storage and time series data.
• Splayed tables: A table storage format where each column is stored in a separate file, further enhancing query performance.

Azure Data Explorer Architecture

Azure Data Explorer is built on a cloud-native, distributed architecture that supports both NoSQL and SQL-like querying capabilities. It is a columnar storage-based database that leverages compressed, immutable data extents for efficient storage and retrieval. The core components of Azure Data Explorer’s architecture include the Control Plane, Data Management, and Query Processing. The Control Plane is responsible for managing resources and metadata, while the Data Management component handles data ingestion and organization. Query Processing is responsible for executing queries and returning results to users.

Kdb Architecture

kdb+ is a columnar, time series database that employs a custom data model tailored for efficient storage and querying of time series data. It does not use traditional SQL, but instead relies on the q language for querying and data manipulation. The architecture of kdb+ is designed for both in-memory and on-disk storage, with the ability to scale horizontally across multiple machines. The primary components of kdb+ are the database engine, the q language interpreter, and the built-in web server.