TimescaleDB offers three key benefits over vanilla PostgreSQL or other traditional RDBMSs for storing time-series data:
And because TimescaleDB still allows you to use the full range of
PostgreSQL features and tools — e.g., JOINs with relational tables,
geospatial queries via PostGIS,
connector that speaks PostgreSQL — there is little reason not to
use TimescaleDB for storing time-series data within a PostgreSQL node.
TimescaleDB achieves a much higher and more stable ingest rate than PostgreSQL for time-series data. As described in our architectural discussion, PostgreSQL's performance begins to significantly suffer as soon as indexed tables can no longer fit in memory.
In particular, whenever a new row is inserted, the database needs to update the indexes (e.g., B-trees) for each of the table's indexed columns, which will involve swapping one or more pages in from disk. Throwing more memory at the problem only delays the inevitable, and your throughput in the 10K-100K+ rows per second can crash to hundreds of rows per second once your time-series table is in the tens of millions of rows.
TimescaleDB solves this through its heavy utilization of time-space partitioning, even when running on a single machine. So all writes to recent time intervals are only to tables that remain in memory, and updating any secondary indexes is also fast as a result.
Benchmarking shows the clear advantage of this approach. The following benchmark out to 1 billion rows (on a single machine) emulates a common monitoring scenario, with database clients inserting moderately-sized batches of data containing time, a device's tagset, and multiple numeric metrics (in this case, 10). Here, experiments were performed on a standard Azure VM (DS4 v2, 8 core) with network-attached SSD storage.
We observe that both PostgreSQL and TimescaleDB start at around the same throughput (106K and 114K, respectively) for the first 20M requests, or over 1M metrics per second. However, at around 50M rows, PostgreSQL's performance begins to drop precipitously. Its average over the last 100M rows is only 5K rows/s, while TimescaleDB retains its throughput of 111K rows/s.
In short, TimescaleDB loads the one billion row database in one-fifteenth the total time of PostgreSQL, and sees throughput more than 20x that of PostgreSQL at these larger sizes.
Our benchmarks of TimescaleDB show that it maintains its constant performance at over 10B rows, even with a single disk.
Additionally, users have reported such stable performance for 100s of billions of rows when leveraging many disks on a single machine, either in RAIDed configuration or using TimescaleDB's support for spreading a single hypertable across multiple disks (through multiple tablespaces, which is not possible on a traditional PostgreSQL table).
On single-disk machines, many simple queries that just perform indexed lookups or table scans are similarly performant between PostgreSQL and TimescaleDB.
For example, on a 100M row table with indexed time, hostname, and cpu usage information, the following query will take less than 5ms for each database:
SELECT date_trunc('minute', time) AS minute, max(user_usage) FROM cpu WHERE hostname = 'host_1234' AND time >= '2017-01-01 00:00' AND time < '2017-01-01 01:00' GROUP BY minute ORDER BY minute;
Similar queries which involve a basic scan over an index are also equivalently performant between the two:
SELECT * FROM cpu WHERE usage_user > 90.0 AND time >= '2017-01-01' AND time < '2017-01-02';
Larger queries involving time-based GROUP BYs -- quite common in time-oriented analysis -- often achieve superior performance in TimescaleDB.
For example, the following query that touches 33M rows is 5x faster in TimescaleDB when the entire (hyper)table is 100M rows, and around 2x faster when it is 1B rows.
SELECT date_trunc('hour', time) as hour, hostname, avg(usage_user) FROM cpu WHERE time >= '2017-01-01' AND time < '2017-01-02' GROUP BY hour, hostname ORDER BY hour;
Moreover, other queries that can reason specifically about time ordering can be much more performant in TimescaleDB.
For example, TimescaleDB introduces a time-based "merge append" optimization to minimize the number of groups which must be processed to execute the following (given its knowledge that time is already ordered). For our 100M row table, this results in query latency that is 396x faster than PostgreSQL (82ms vs. 32566ms).
SELECT date_trunc('minute', time) AS minute, max(usage_user) FROM cpu WHERE time < '2017-01-01' GROUP BY minute ORDER BY minute DESC LIMIT 5;
We will be publishing more complete benchmarking comparisons between PostgreSQL and TimescaleDB soon, as well as the software to replicate our benchmarks.
The high-level result from our query benchmarking is that for almost every query that we have tried, TimescaleDB achieves either similar or superior (or vastly superior) performance to vanilla PostgreSQL.
The one additional cost of TimescaleDB compared to PostgreSQL is more complex planning (given that a single hypertable can be comprised of many chunks). This can translate to a few extra milliseconds of planning time, which can have a disproportional influence for very low-latency queries (< 10ms).
TimescaleDB also includes a number of time-oriented features that aren't found in traditional relational databases. These include special query optimizations (like the merge append above) that provide some of the huge performance improvements for time-oriented queries, as well as other time-oriented functions (some of which are listed below).
TimescaleDB includes new functions for time-oriented analytics, including some of the following:
Time bucketing: A more powerful version of the standard
it allows for arbitrary time intervals (e.g., 5 minutes, 6 hours, etc.),
as well as flexible groupings and offsets, instead of just second,
minute, hour, etc.
Last and first aggregates: These functions allow you
to get the value of one column as ordered by another. For
last(temperature, time) will return the latest
temperature value based on time within a group (e.g., an hour).
These type of functions enable very natural time-oriented queries. The following financial query, for example, prints the opening, closing, high, and low price of each asset.
SELECT time_bucket('3 hours', time) AS period asset_code, first(price, time) AS opening, last(price, time) AS closing, max(price) AS high, min(price) AS low FROM prices WHERE time > NOW() - INTERVAL '7 days' GROUP BY period, asset_code ORDER BY period DESC, asset_code;
The ability of
last to order by a secondary column (even different
than the aggregate) enables some powerful types of queries. For
example, a common technique in financial reporting is "bitemporal
modeling", which separately reasons about the time associated with an
observation from the time that observation was recorded. In such a
model, corrections are inserted as a new row (with a more
recent time_recorded field) and do not replace existing data.
The following query returns the daily price for each assets, as ordered by the latest recorded price.
SELECT time_bucket('1 day', time) AS day, asset_code, last(price, time_recorded) FROM prices WHERE time > '2017-01-01' GROUP BY day, asset_code ORDER BY day DESC, asset_code;
For more information about TimescaleDB's current (and growing) list of time features, please see our API.
TimescaleDB also provides certain data management capabilities that are not readily available or performant in PostgreSQL. For example, when dealing with time-series data, data often builds up very quickly. So, you then want to write a data retention policy along the lines of "only store raw data for a week."
In fact, it's common to couple this with the use of continuous aggregations, so you might keep two hypertables: one with raw data, the other with data that has already been rolled up into minutely or hourly aggregates. Then, you might want to define different retention policies on the two (hyper)tables, storing the aggregated data much longer.
TimescaleDB allows efficient deletion of old data at the chunk level,
rather than at the row level, via its
SELECT drop_chunks('conditions', INTERVAL '7 days');
This will delete all chunks (files) from the hypertable 'conditions' that only include data older than this duration, rather than deleting any individual rows of data in chunks. This avoids fragmentation in the underlying database files, which in turn avoids the need for vacuuming that can be prohibitively expensive in very large tables.
For more details, see our data retention discussion, including how to automate your data retention policies.
Next: How does TimescaleDB compare to NoSQL time-series DBs? TimescaleDB vs. NoSQL
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