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 vs QuestDB Breakdown
Time series database
Time series database
The M3 stack can be deployed on-premises or in the cloud, using containerization technologies like Kubernetes or as a managed service on platforms like AWS or GCP
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.
Monitoring, observability, IoT, Real-time analytics, large-scale metrics processing
Monitoring, observability, IoT, Real-time analytics, Financial services, High-frequency trading
Horizontally scalable, designed for high availability and large-scale deployments
High-performance with support for horizontal scaling and multi-threading
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 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 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 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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M3 uses a commit log to ensure data integrity, providing durability for write operations.
M3’s client peer streaming fetches data blocks from peers for bootstrapping purposes, optimizing data retrieval and distribution.
M3 implements various caching policies to efficiently manage memory usage, keeping frequently accessed data blocks in memory for faster reads.
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.
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.
M3 Use Cases
Monitoring and Observability
M3 is particularly suitable for large-scale monitoring and observability tasks, as it can store and manage massive volumes of time-series data generated by infrastructure, applications, and microservices. Organizations can use M3 to analyze, visualize, and detect anomalies in the metrics collected from various sources, enabling them to identify potential issues and optimize their systems.
IoT and Sensor Data
M3 can be used to store and process the vast amounts of time-series data generated by IoT devices and sensors. By handling data from millions of devices and sensors, M3 can provide organizations with valuable insights into the performance, usage patterns, and potential issues of their connected devices. This information can be used for optimization, predictive maintenance, and improving the overall efficiency of IoT systems.
Financial Data Analysis
Financial organizations can use M3 to store and analyze time-series data related to stocks, bonds, commodities, and other financial instruments. By providing fast and efficient querying capabilities, M3 can help analysts and traders make more informed decisions based on historical trends, current market conditions, and potential future developments.
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.
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.
M3 Pricing Model
M3 is an open source database and can be used freely, although you will have to account for the cost of managing your infrastructure and the hardware used to run M3. Chronosphere is the co-maintainer of M3 along with Uber and also offers a hosted observability that uses M3 as the backend storage layer.
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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