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 PostgreSQL so you can quickly see how they compare against each other.
The primary purpose of this article is to compare how Kdb and PostgreSQL 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 vs PostgreSQL Breakdown
Time series and columnar database
Kdb can be deployed on-premises, in the cloud, or as a hybrid solution.
PostgreSQL can be deployed on various platforms, such as on-premises, in virtual machines, or as a managed cloud service like Amazon RDS, Google Cloud SQL, or Azure Database for PostgreSQL.
PostgreSQL license (similar to MIT or BSD)
High-frequency trading, financial services, market data analysis, IoT, real-time analytics
Web applications, geospatial data, business intelligence, analytics, content management systems, financial applications, scientific applications
Highly scalable with multi-threading and multi-node support, suitable for large-scale data processing
Supports vertical scaling, horizontal scaling through partitioning, sharding, and replication using available tools
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.
PostgreSQL, also known as Postgres, is an open-source relational database management system that was first released in 1996. It has a long history of being a robust, reliable, and feature-rich database system, widely used in various industries and applications. PostgreSQL is known for its adherence to the SQL standard and extensibility, which allows users to define their own data types, operators, and functions. It is developed and maintained by a dedicated community of contributors and is available on multiple platforms, including Windows, Linux, and macOS.
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.
PostgreSQL for Time Series Data
PostgreSQL can be used for time series data storage and analysis, although it was not specifically designed for this use case. With its rich set of data types, indexing options, and window function support, PostgreSQL can handle time series data. However, Postgres will not be as optimized for time series data as specialized time series databases when it comes to things like data compression, write throughput, and query speed. PostgreSQL also lacks a number of features that are useful for working with time series data like downsampling, retention policies, and custom SQL functions for time series data analysis.
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.
PostgreSQL Key Concepts
- MVCC: Multi-Version Concurrency Control is a technique used by PostgreSQL to allow multiple transactions to be executed concurrently without conflicts or locking.
- WAL: Write-Ahead Logging is a method used to ensure data durability by logging changes to a journal before they are written to the main data files.
- TOAST: The Oversized-Attribute Storage Technique is a mechanism for storing large data values in a separate table to reduce the main table’s disk space consumption.
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.
PostgreSQL is a client-server relational database system that uses the SQL language for querying and manipulation. It employs a process-based architecture, with each connection to the database being handled by a separate server process. This architecture provides isolation between different users and sessions. PostgreSQL supports ACID transactions and uses a combination of MVCC, WAL, and other techniques to ensure data consistency, durability, and performance. It also supports various extensions and external modules to enhance its functionality.
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kdb+ is known for its speed and performance, with its columnar storage format and q language allowing for rapid querying and analysis of time series data.
kdb+ is designed to scale horizontally, making it suitable for handling large volumes of data across multiple machines.
The q language is a powerful, expressive, and high-level language used for querying and manipulating data in kdb+. It combines SQL-like syntax with a functional programming style.
PostgreSQL allows users to define custom data types, operators, and functions, making it highly adaptable to specific application requirements.
PostgreSQL has built-in support for full-text search, enabling users to perform complex text-based queries and analyses.
With the PostGIS extension, PostgreSQL can store and manipulate geospatial data, making it suitable for GIS applications.
Kdb Use Cases
Financial data analysis
kdb+ is widely used in the financial industry for the storage and analysis of stock market trades, quotes, and other time series financial data.
kdb+ is a popular choice for high-frequency trading applications due to its high performance and ability to handle large volumes of real-time data.
IoT and sensor data
kdb+ can be used to store and analyze large volumes of time series data generated by IoT devices and sensors, though its primary focus remains on financial data.
PostgreSQL Use Cases
PostgreSQL is a popular choice for large-scale enterprise applications due to its reliability, performance, and feature set.
With the PostGIS extension, PostgreSQL can be used for storing and analyzing geospatial data in applications like mapping, routing, and geocoding.
As a relational database, PostgreSQL is a good fit for pretty much any application that involves transactional workloads.
Kdb Pricing Model
kdb+ is a commercial product, with pricing depending on the deployment model and the number of cores or servers used. Kx Systems offers a free 32-bit version of kdb+ for non-commercial use, with limitations on the amount of memory that can be used. For commercial deployments and full-featured versions, users must contact Kx Systems for pricing details.
PostgreSQL Pricing Model
PostgreSQL is open source software, and there are no licensing fees associated with its use. However, costs can arise from hardware, hosting, and operational expenses when deploying a self-managed PostgreSQL server. Several cloud-based managed PostgreSQL services, such as Amazon RDS, Google Cloud SQL, and Azure Database for PostgreSQL, offer different pricing models based on factors like storage, computing resources, and support.
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