Kdb vs Prometheus

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 Kdb and Prometheus so you can quickly see how they compare against each other.

The primary purpose of this article is to compare how Kdb and Prometheus 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.

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.

Prometheus Overview

Prometheus is an open-source monitoring and alerting toolkit initially developed at SoundCloud in 2012. It has since become a widely adopted monitoring solution and a part of the Cloud Native Computing Foundation (CNCF) project. Prometheus focuses on providing real-time insights and alerts for containerized and microservices-based environments. Its primary use case is monitoring infrastructure and applications, with an emphasis on reliability and scalability.

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.

Prometheus for Time Series Data

Prometheus is specifically designed for time series data, as its primary focus is on monitoring and alerting based on the state of infrastructure and applications. It uses a pull-based model, where the Prometheus server scrapes metrics from the target systems at regular intervals. This model is suitable for monitoring dynamic environments, as it allows for automatic discovery and monitoring of new instances. However, Prometheus is not intended as a general-purpose time series database and might not be the best choice for high cardinality or long-term data storage.

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.

Prometheus Key Concepts

• Metric: A numeric representation of a particular aspect of a system, such as CPU usage or memory consumption.
• Time Series: A collection of data points for a metric, indexed by timestamp.
• Label: A key-value pair that provides metadata and context for a metric, enabling more granular querying and aggregation.
• PromQL: Prometheus uses its own query language called PromQL (Prometheus Query Language) for querying time series data and generating alerts.

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.

Prometheus Architecture

Prometheus is a single-server, standalone monitoring system that uses a pull-based approach to collect metrics from target systems. It stores time series data in a custom, highly compressed, on-disk format, optimized for fast querying and low resource usage. The architecture of Prometheus is modular and extensible, with components like exporters, service discovery mechanisms, and integrations with other monitoring systems. As a non-distributed system, it lacks built-in clustering or horizontal scalability, but it supports federation, allowing multiple Prometheus servers to share and aggregate data.