M3 vs QuestDB

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 M3 and QuestDB so you can quickly see how they compare against each other.

The primary purpose of this article is to compare how M3 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.

M3 Overview

M3 is a distributed time series database written entirely in Go. It is designed to collect a high volume of monitoring time series data, distribute storage in a horizontally scalable manner, and efficiently leverage hardware resources. M3 was initially developed by Uber as a scalable remote storage backend for Prometheus and Graphite and later open-sourced for broader use.

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.

M3 for Time Series Data

M3 is specifically designed for time-series data. It is a distributed and scalable time-series database optimized for handling large volumes of high-resolution data points, making it an ideal solution for storing, querying, and analyzing time-series data.

M3’s architecture focuses on providing fast and efficient querying capabilities, as well as high ingestion rates, which are essential for working with time-series data. Its horizontal scalability and high availability ensure that it can handle the demands of large-scale deployments and maintain performance as data volumes grow.

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.

M3 Key Concepts

• Time Series Compression: M3 has the ability to compress time series data, resulting in significant memory and disk savings. It uses two compression algorithms, M3TSZ and protobuf encoding, to achieve efficient data compression.
• Sharding: M3 uses virtual shards that are assigned to physical nodes. Timeseries keys are hashed to a fixed set of virtual shards, making horizontal scaling and node management seamless.
• Consistency Levels: M3 provides variable consistency levels for read and write operations, as well as cluster connection operations. Write consistency levels include One (success of a single node), Majority (success of the majority of nodes), and All (success of all nodes). Read consistency level is One, which corresponds to reading from a single nod

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.

M3 Architecture

M3 is designed to be horizontally scalable and handle high data throughput. It uses fileset files as the primary unit of long-term storage, storing compressed streams of time series values. These files are flushed to disk after a block time window becomes unreachable. M3 has a commit log, equivalent to the commit log or write-ahead-log in other databases, which ensures data integrity. Client Peer streaming is responsible for fetching blocks from peers for bootstrapping purposes. M3 also implements caching policies to optimize efficient reads by determining which flushed blocks are kept in memory.

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.