Kdb vs Redis

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 Redis so you can quickly see how they compare against each other.

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

Redis Overview

Redis, which stands for Remote Dictionary Server, is an open-source, in-memory data structure store that can be used as a database, cache, and message broker. It was created by Salvatore Sanfilippo in 2009 and has since gained significant popularity due to its high performance and flexibility. Redis supports various data structures, such as strings, hashes, lists, sets, sorted sets with range queries, bitmaps, hyperloglogs, and geospatial indexes with radius queries.

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.

Redis for Time Series Data

Redis has a dedicated module for working with time series data called RedisTimeSeries. RedisTimeSeries offers functionality like downsampling, data retention policies, and specialized queries for time series data in Redis. Being an in-memory database, Redis will be very fast for reading and writing time series data, but due to the cost of RAM compared to disk using Redis could become expensive depending on the size of your dataset. If your use case doesn’t require extremely fast response times, you could save money by going with a more traditional time series database.

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.

Redis Key Concepts

• In-memory store: Redis stores data in memory, which allows for faster data access and manipulation compared to disk-based databases .
• Data structures: Redis supports a wide range of data structures, including strings, hashes, lists, sets, and more, which provide flexibility in how data is modeled and stored.
• Persistence: Redis offers optional data persistence, allowing data to be periodically saved to disk or written to a log for durability.
• Pub/Sub: Redis provides a publish/subscribe messaging system, enabling real-time communication between clients without the need for a centralized message broker.

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.

Redis Architecture

Redis is a NoSQL database that uses a key-value data model, where each key is associated with a value stored as one of Redis’ supported data structures. The database is single-threaded, which simplifies its internal architecture and reduces contention. Redis can be deployed as a standalone server, a cluster, or a master-replica setup for scalability and high availability. The Redis Cluster mode automatically shards data across multiple nodes, providing data partitioning and fault tolerance.