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 QuestDB 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 QuestDB 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 vs QuestDB Breakdown


 
Database Model

Columnar database

Time series database

Architecture

ADX can be deployed in the Azure cloud as a managed service and is easily integrated with other Azure services and tools for seamless data processing and analytics.

QuestDB is designed for horizontal scaling, enabling you to distribute data and queries across multiple nodes for increased performance and availability. It can be deployed on-premises, in the cloud, or as a hybrid solution, depending on your infrastructure needs and preferences.

License

Closed source

Apache 2.0

Use Cases

Log and telemetry data analysis, real-time analytics, security and compliance analysis, IoT data processing

Monitoring, observability, IoT, Real-time analytics, Financial services, High-frequency trading

Scalability

Highly scalable with support for horizontal scaling, sharding, and partitioning

High-performance with support for horizontal scaling and multi-threading

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.

QuestDB Overview

QuestDB is an open-source relational column-oriented database designed specifically for time series and event data. It combines high-performance ingestion capabilities with SQL analytics, making it a powerful tool for managing and analyzing large volumes of time-based data. QuestDB addresses the challenges of handling high throughput and provides a simple way to analyze ingested data through SQL queries. It is well-suited for use cases such as financial market data and application metrics.


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.

QuestDB for Time Series Data

QuestDB excels in managing and analyzing time series data. With its high-performance ingestion capabilities, it can handle high data throughput, making it suitable for real-time data ingestion scenarios. QuestDB’s SQL extensions for time series enable users to perform real-time analytics and gain valuable insights from their time-stamped data. Whether it’s financial market data or application metrics, QuestDB simplifies the process of ingesting and analyzing time series data through its fast SQL queries and operational simplicity.


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.

QuestDB Key Concepts

  • Time Series: QuestDB focuses on time series data, which represents data points indexed by time. It is optimized for storing and processing time-stamped data efficiently.
  • Column-Oriented: QuestDB employs a column-oriented storage format, where data is organized and stored column by column rather than row by row. This format enables efficient compression and faster query performance.
  • SQL Extensions: QuestDB extends the SQL language with functionalities specifically tailored for time series data. These extensions facilitate real-time analytics and allow users to leverage familiar SQL constructs for querying time-based data.


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.

QuestDB Architecture

QuestDB follows a hybrid architecture that combines features of columnar and row-based databases. It leverages a column-oriented storage format for efficient compression and query performance while retaining the ability to handle relational data with SQL capabilities. QuestDB supports both SQL and NoSQL-like functionalities, providing users with flexibility in their data modeling and querying approaches. The database consists of multiple components, including the ingestion engine, storage engine, and query engine, working together to ensure high-performance data ingestion and retrieval.

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Azure Data Explorer Features

High-performance data ingestion

Azure Data Explorer can ingest data at a rate of 200 MB per second per node, offering fast and efficient data ingestion capabilities.

Data visualization

Azure Data Explorer integrates seamlessly with popular data visualization tools like Power BI, Grafana, and Jupyter Notebooks, allowing users to easily visualize and analyze their data.

Advanced analytics

The Kusto Query Language (KQL) supports advanced analytics features such as time series analysis, pattern recognition, and anomaly detection, enabling users to gain deeper insights from their data.

Flexible schema

Unlike traditional relational databases, Azure Data Explorer does not enforce constraints like key uniqueness, primary keys, or foreign keys. This flexibility allows for dynamic schema changes and the ability to handle semi-structured and unstructured data.

QuestDB Features

High-Performance Ingestion

QuestDB is optimized for high throughput ingestion, allowing users to efficiently ingest large volumes of time series data at high speeds.

Fast SQL Queries

QuestDB provides fast SQL queries for analyzing time series data. It extends the SQL language with time series-specific functionalities to assist with real-time analytics.

Operational Simplicity

QuestDB aims to provide a user-friendly experience with operational simplicity. It supports schema-agnostic ingestion using popular protocols such as InfluxDB line protocol and PostgreSQL wire protocol. Additionally, a REST API is available for bulk imports and exports, simplifying data management tasks.


Azure Data Explorer Use Cases

Log analytics

Azure Data Explorer is commonly used for log analytics, where it can ingest, store, and analyze large volumes of log data generated by applications, servers, and infrastructure. Organizations can use Azure Data Explorer to monitor application performance, troubleshoot issues, detect anomalies, and gain insights into user behavior. The ability to analyze log data in near real-time enables proactive issue resolution and improved operational efficiency.

Telemetry analytics

Azure Data Explorer is well-suited for telemetry analytics, where it can process and analyze data generated by IoT devices, sensors, and applications. Organizations can use Azure Data Explorer to monitor device health, optimize resource utilization, and detect anomalies in telemetry data. The platform’s scalability and high-performance capabilities make it ideal for handling the large volumes of data generated by IoT devices.

Time series analysis

Azure Data Explorer is used for time series analysis, where it can ingest and analyze time-stamped data points collected over time. This use case is applicable in various industries, including finance, healthcare, manufacturing, and energy. Organizations can use Azure Data Explorer to analyze trends, detect patterns, and forecast future events based on historical time series data. The platform’s advanced query operators and real-time analysis capabilities enable organizations to derive valuable insights from time series data.

QuestDB Use Cases

Financial Market Data

QuestDB is well-suited for managing and analyzing financial market data. Its high-performance ingestion and fast SQL queries enable efficient processing and analysis of large volumes of market data in real time.

Application Metrics

QuestDB can be used for collecting and analyzing application metrics. Its ability to handle high data throughput and provide real-time analytics capabilities makes it suitable for monitoring and analyzing performance metrics, logs, and other application-related data.

IoT Data Analysis

QuestDB’s high-performance ingestion and time series analytics capabilities make it a valuable tool for analyzing IoT sensor data.


Azure Data Explorer Pricing Model

Azure Data Explorer’s pricing model is based on a pay-as-you-go approach, where customers are billed based on their usage of the service. The pricing is determined by factors such as the amount of data ingested, the amount of data stored, and the number of queries executed. Additionally, customers can choose between different pricing tiers that offer varying levels of performance and features. Azure Data Explorer also provides options for reserved capacity, which allows customers to reserve resources for a fixed period of time at a discounted rate.

QuestDB Pricing Model

QuestDB is an open-source project released under the Apache 2 License. It is freely available for usage and does not require any licensing fees. Users can access the source code on GitHub and deploy QuestDB on their own infrastructure without incurring direct costs. QuestDB also offers a managed cloud service.

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