I'm building a data visualization system for Forex trading and I'm exploring ways of storing the historical Forex trading tick data that I have.
The data are in the form of currency pair (e.g. USD/CAD) chronological ticks of Ask and Bid prices. At the end of the day I need my data to be indexed in Elasticsearch and what I searching for is the best way to get them there.
I found a couple of approaches online; they start out simple but then get complicated. I'm wondering if adding that extra complexity is worth it. Some of my options are:
Storing tick data on PostgreSQL and then via a plugin sync them to Elasticsearch (here)
Storing tick data on PostgreSQL, push them to Logstash and then to Elasticsearch
Finally, storing tick data on PostgreSQL, push them to Redis, then to Logstash, and then to Elasticsearch
My intuition says that solution No 2 would be the ideal one, but what is considered best practice?
It's a good idea to store your data in a long-term storage DB, such as PostgreSQL or similar. That way you can decide at any time whether you need to change your mappings, add fields, remove fields, change their types, or what have you, and then you can easily rebuild your ES index/indices without too much trouble from your primary source of truth (i.e. PostgreSQL) and you always have clean data in ES.
I don't know ZomboDB (solution 1) so I can't really speak for it, all I know is that I'm generally not too fond of tying two different technologies together, it makes it hard to upgrade any of them in case you need/must/want to apply patches or benefit from new features in either of them.
Unless you have big and costly transformations to do on your source data, I feel that solution 3 doesn't bring much, i.e. the additional step of storing data in an intermediary Redis, doesn't bring much in my opinion (your mileage may vary here). It's a good idea to use a temporary store, such as Redis or Kafka, when you may lose data along the pipeline, but in this case, since you have your data in PostgreSQL, you don't really run the risk of losing anything. If at all, you can relaunch your pipeline and rebuild a few days of data.
That leaves solution 2, which would be fine given the information at hand. Using the Logstash JDBC input, you can easily retrieve the latest changes and forward them to ES every x minutes.
Eric from ZomboDB here. I wanted to try and answer your question as it relates to ZDB.
ZomboDB is really designed for full-text searching within Postgres. It's important to note that it's not a tool to synchronize your PG data to Elasticsearch. It's a fully-functional Postgres index type (akin to the built-in types like btree, gin, and gist) that happens to be backed by Elasticsearch. The fact that ZomboDB uses Elasticsearch is really an implementation detail.
While ZDB does provide a number of UDFs that expose access to ES' aggregate facilities, again, it's really designed for text searching.
So if your data is really just pairs of numbers, you're probably better off using ES directly -- especially if you're loading in one batch per day. There's no doubt that ZDB could provide superior aggregate performance compared to standard Postgres "GROUP BY" queries (because it passes it through to Elasticsearch), but you're paying a heavy operational penalty for a limited use-case.
If, on the other hand, your ask/bid data comes with a lot of related metadata, and:
You need PG to be your source of truth,
You need to text-search that metadata (with or without aggregation support), and
You don't want to learn ES and introduce another database system to your application, then...
... ZomboDB could be right for you.
I suspect Stack Overflow isn't the place to get into this, so feel free to contact me via the ways ZDB's github page recommends.
Related
We have a new project there for index a large amount of data and for provide real time. I have also complexe search with facets, full text, geospatial...
The first prototype is to index in MongoDB and next, into Elasticsearch, because I had read that Elasticsearch does not apply a checksum on stored files and the index can't be fully trusted.
But since last versions (in the version 1.5), there is now a checksum and I'm guessing if we can use Elasticsearch as primary data store ? And what is the benefit to use MongoDB in addition to Elasticsearch ?
I can't find up to date answer about thoses features in Elasticsearch
Thanks a lot
Talking about arguments to use Mongo instead of/together with ES:
User/role management.
Built-in in MongoDB. May not fit all your needs, may be clumsy somewhere, but it exists and it was implemented pretty long time ago.
The only thing for security in ES is shield. But it ships only for Gold/Platinum subscription for production use.
Schema
ES is schemaless, but its built on top of Lucene and written in Java. The core idea of this tool - index and search documents, and working this way requires index consistency. At back end, all documents should be fitted in flat lucene index, which requires some understanding about how ES should deal with your nested documents and values, and how you should organize your indexes to maintain balance between speed and data completeness/consistency. Working with ES requires you to keep some things about schema in mind constantly. I.e: as you can index almost anything to ES without putting corresponding mapping in advance, ES can "guess" mapping on the fly but sometimes do it wrong and sometimes implicit mapping is evil, because once it put, it can't be changed w/o reindexing whole index. So, its better to not treat ES as schemaless store, because you can step on a rake some time (and this will be pain :) ), but rather treat it as schema-intensive, at least when you work with documents, that can be sliced to concrete fields.
Mongo, on the other hand, can "chew and leave no crumbs" out of almost anything you put in it. And most your queries will work fine, `til you remember how Mongo will deal with your data from JavaScript perspective. And as JS is weakly typed, you can work with really schemaless workflow (for sure, if you need such)
Handling non-table-like data.
ES is limited to handle data without putting it to search index. And this solution is good enough, when you need to store and retrieve some extra data (comparing to data you want to search against).
MongoDB supports gridFS. This gives you ability to handle large chunks of data behind the same interface. I.e., you can store binary data in Mongo and retrieve it within the same interface, from your code perspective.
Well, choose the right tool for the right job. If you require searching capabilities such as full text search, faceting etc, then nothing can beat a full fledged search engine. ElasticSearch(ES) or Solr is just a matter of choice.
You can actually feed(index) documents into ES for searching and then fetch the complete details for a particular entry from MongoDB or any other database.
I can make your task easier, do take a look at my open source work that's using MongoDB, ES, Redis and RabbitMQ, all integrated at one place, here on github
Please note that the application is built in .Net C#.
After having used Elasticsearch on production, I can add up to this thread few notes :
We securized our Elasticsearch clustering via a reverse proxy which check client certificate authenticity at request time before letting the query in : it proves that there is multiple way to add authentication anyway. (If you need more accuracy in security, like by using roles, there is few plugins that can be added to manage permissions)
Elasticsearch mapping and settings (tuning) are really important concepts to fully understand before going on production with it, and that's no that easy to get how everything works quickly.
Clustering and horizontal scaling is very flexible and easy to set up
The suite tools (Kibana, beats, etc ..) are a very convinient way to gather logs, expose key data, etc ...
Search features are extremely advanced, you can really do amazing things when you master a bit how full text search works (fuzzyness, boosting, scoring, stemming, tokenizer, analyzers, and so on ...).
API's are a bit scattered and there is not unique ways to achieve something. And some API are really WTF to use, like the bulk insert API: you need to pass binary data, with JSON format (ofc don't forget end of line characters) and repeating some fields multiple times. This is very verbose and I guess it's legacy code like we all have in our projects ;).
Last thing : if you develop a Java project, do not use Hibernate Search to duplicate data from a datasource to your ES cluster, we had so much issues with Hibernate Search, if we had to do that again, we'd do that manually.
Now about the real question :
To my mind, using only Elasticsearch is sufficient and may reduce complexity of having a multiple NoSQL storage systems.
I think it's worthy when you are doing a duo Relational and Transactional database + NoSQL search engine, but having two system which roughly serves the same purposes is a bit overkilled
I have recently developed a feature in my company,
we wanted to perform some searches and rank the result according to its relevance on multiple factors and conditions.
So in my application, we were already using MongoDB as Db,
So on ElasticSearch index, I exported some of the fields from MongoDB that I want to perform search and filters on.
So according to required conditions I prepared my mongo query and elasticsearch query also and performed the search. Then I filtered and sorted the result according to my need.
The whole flow will was designed in such a way that,
even if there is an error from ES, mongo will fetch the records.
If I get the result from ES then, mongo result will depend on ES result.
This is how I used mongo and ES in combination.
Also, don't forget to properly handle all updates, deletes and new record insertions.
And Just to Know, results for me were Really Good.
My Data
It's primarily monitoring data, passed in the form of Timestamp: Value, for each monitored value, on each monitored appliance. It's regularly collected over many appliances and many monitored values.
Additionally, it has the quirky feature of many of these data values being derived at the source, with the calculation changing from time to time. This means that my data is effectively versioned, and I need to be able to simply call up only data from the most recent version of the calculation. Note: This is not versioning where the old values are overwritten. I simply have timestamp cutoffs, beyond which the data changes its meaning.
My Usage
Downstream, I'm going to have various undefined data mining/machine learning uses for the data. It's not really clear yet what those uses are, but it is clear that I will be writing all of the downstream code in Python. Also, we are a very small shop, so I can really only deal with so much complexity in setup, maintenance, and interfacing to downstream applications. We just don't have that many people.
The Choice
I am not allowed to use a SQL RDBMS to store this data, so I have to find the right NoSQL solution. Here's what I've found so far:
Cassandra
Looks totally fine to me, but it seems like some of the major users have moved on. It makes me wonder if it's just not going to be that much of a vibrant ecosystem. This SE post seems to have good things to say: Cassandra time series data
Accumulo
Again, this seems fine, but I'm concerned that this is not a major, actively developed platform. It seems like this would leave me a bit starved for tools and documentation.
MongoDB
I have a, perhaps irrational, intense dislike for the Mongo crowd, and I'm looking for any reason to discard this as a solution. It seems to me like the data model of Mongo is all wrong for things with such a static, regular structure. My data even comes in (and has to stay in) order. That said, everybody and their mother seems to love this thing, so I'm really trying to evaluate its applicability. See this and many other SE posts: What NoSQL DB to use for sparse Time Series like data?
HBase
This is where I'm currently leaning. It seems like the successor to Cassandra with a totally usable approach for my problem. That said, it is a big piece of technology, and I'm concerned about really knowing what it is I'm signing up for, if I choose it.
OpenTSDB
This is basically a time-series specific database, built on top of HBase. Perfect, right? I don't know. I'm trying to figure out what another layer of abstraction buys me.
My Criteria
Open source
Works well with Python
Appropriate for a small team
Very well documented
Has specific features to take advantage of ordered time series data
Helps me solve some of my versioned data problems
So, which NoSQL database actually can help me address my needs? It can be anything, from my list or not. I'm just trying to understand what platform actually has code, not just usage patterns, that support my super specific, well understood needs. I'm not asking which one is best or which one is cooler. I'm trying to understand which technology can most natively store and manipulate this type of data.
Any thoughts?
It sounds like you are describing one of the most common use cases for Cassandra. Time series data in general is often a very good fit for the cassandra data model. More specifically many people store metric/sensor data like you are describing. See:
http://rubyscale.com/blog/2011/03/06/basic-time-series-with-cassandra/
http://www.datastax.com/dev/blog/advanced-time-series-with-cassandra
http://engineering.rockmelt.com/post/17229017779/modeling-time-series-data-on-top-of-cassandra
As far as your concerns with the community I'm not sure what is giving you that impression, but there is quite a large community (see irc, mailing lists) as well as a growing number of cassandra users.
http://www.datastax.com/cassandrausers
Regarding your criteria:
Open source
Yes
Works well with Python
http://pycassa.github.com/pycassa/
Appropriate for a small team
Yes
Very well documented
http://www.datastax.com/docs/1.1/index
Has specific features to take advantage of ordered time series data
See above links
Helps me solve some of my versioned data problems
If I understand your description correctly you could solve this multiple ways. You could start writing a new row when the version changes. Alternatively you could use composite columns to store the version along with the timestamp/value pair.
I'll also note that Accumulo, HBase, and Cassandra all have essentially the same data model. You will still find small differences around the data model in regards to specific features that each database offers, but the basics will be the same.
The bigger difference between the three will be the architecture of the system. Cassandra takes its architecture from Amazon's Dynamo. Every server in the cluster is the same and it is quite simple to setup. HBase and Accumulo or more direct clones of BigTable. These have more moving parts and will require more setup/types of servers. For example, setting up HDFS, Zookeeper, and HBase/Accumulo specific server types.
Disclaimer: I work for DataStax (we work with Cassandra)
I only have experience in Cassandra and MongoDB but my experience might add something.
So your basically doing time based metrics?
Ok if I understand right you use the timestamp as a versioning mechanism so that you query per a certain timestamp, say to get the latest calculation used you go based on the metric ID or whatever and get ts DESC and take off the first row?
It sounds like a versioned key value store at times.
With this in mind I probably would not recommend either of the two I have used.
Cassandra is too rigid and it's too heirachal, too based around how you query to the point where you can only make one pivot of graph data from (I presume you would wanna graph these metrics) the columfamily which is crazy, hence why I dropped it. As for searching (which Facebook use it for, and only that) it's not that impressive either.
MongoDB, well I love MongoDB and I am an elite of the user group and it could work here if you didn't use a key value storage policy but at the end of the day if your mind is not set and you don't like the tech then let me be the very first to say: don't use it! You will be no good at a tech that you don't like so stay away from it.
Though I would picture this happening in Mongo much like:
{
_id: ObjectID(),
metricId: 'AvailableMessagesInQueue',
formula: '4+5/10.01',
result: NaN
ts: ISODate()
}
And you query for the latest version of your calculation by:
var results = db.metrics.find({ 'metricId': 'AvailableMessagesInQueue' }).sort({ ts: -1 });
var latest = results.getNext();
Which would output the doc structure you see above. Without knowing more of exactly how you wish to query and the general servera and app scenario etc thats the best I can come up with.
I fond this thread on HBase though: http://mail-archives.apache.org/mod_mbox/hbase-user/201011.mbox/%3C5A76F6CE309AD049AAF9A039A39242820F0C20E5#sc-mbx04.TheFacebook.com%3E
Which might be of interest, it seems to support the argument that HBase is a good time based key value store.
I have not personally used HBase so do not take anything I say about it seriously....
I hope I have added something, if not you could try narrowing your criteria so we can answer more dedicated questions.
Hope it helps a little,
Not a plug for any particular technology but this article on Time Series storage using MongoDB might provide another way of thinking about the storage of large amounts of "sensor" data.
http://www.10gen.com/presentations/mongodc-2011/time-series-data-storage-mongodb
Axibase Time-Series Database
Open source
There is a free Community Edition
Works well with Python
https://github.com/axibase/atsd-api-python. There are also other language wrappers, for example ATSD R client.
Appropriate for a small team
Built-in graphics and rule engine make it productive for building an in-house reporting, dashboarding, or monitoring solution with less coding.
Very well documented
It's hard to beat IBM redbooks, but we're trying. API, configuration, and administration is documented in detail and with examples.
Has specific features to take advantage of ordered time series data
It's a time-series database from the ground-up so aggregation, filtering and non-parametric ARIMA and HW forecasts are available.
Helps me solve some of my versioned data problems
ATSD supports versioned time-series data natively in SE and EE editions. Versions keep track of status, change-time and source changes for the same timestamp for audit trails and reconciliations. It's a useful feature to have if you need clean, verified data with tracing. Think energy metering, PHMR records. ATSD schema also supports series tags, which you could use to store versioning columns manually if you're on CE edition or you need to extend default versioning columns: status, source, change-time.
Disclosure - I work for the company that develops ATSD.
Is there any sense to use mongodb in a system with great amount of entities (50+) connected to each other, for example in CRM. Any "success stories"?
There is a need of intensive writing and fast selection from high number of records for the some kind of analytics system.
It is definitely hard to provide a recommendation with such open question; however, you can analyze some of the advantages of MongoDB over other database, most likely you are considering Mongo as an alternative to a relational database like Oracle or SQL Server.
From http://mongodb.org you can see the main characteristics...
Document Oriented Storage: Which basically means you can have a single or multiple documents representing your data structures. One very important think here is that the schema is dynamic, that is you can add more attributes without having to change your database. Pretty useful for adding flexibility to your system.
Full index support: We wouldn't expect any less than full support for indices, right?
Replication and High availability; Sharding: Very critical elements for availability, disaster recovery, and to guarantee the
ability to grow with your system.
Querying: Again, pretty critical requirement. Need to make sure you account for the dynamic schema. You will need to consider in
your queries that some attributes are not defined for all documents
(remember dynamic schema?).
Map/Reduce: Very useful for
analytics. Recommended for aggregating large amounts of data.
Should be used offline, meaning, you don't run a live query against a
map/reduce function, otherwise you will be sitting for a while
waiting. But it is great to run batch analytics on your system.
GridFS: A great way of storing binary data. Automatically generates MD5's for your files, splits them in chunks, and can add
metadata. Your files will stay with your database.
Also, the Geolocation indices are great. You can define lon,lat attributes and do searches on those.
Now it is up to you to see if these features are good for your needs, or you rather stay with a well know relational system.
Before jumping into a solution you should experiment and build some prototypes. You will see very early what challenges you'll have in your design.
Hope this helps.
I currently run a MySQL-powered website where users promote advertisements and gain revenue every time someone completes one. We log every time someone views an ad ("impression"), every time a user clicks an add ("click"), and every time someone completes an ad ("lead").
Since we get so much traffic, we have millions of records in each of these respective tables. We then have to query these tables to let users see how much they have earned, so we end up performing multiple queries on tables with millions and millions of rows multiple times in one request, hundreds of times concurrently.
We're looking to move away from MySQL and to a key-value store or something along those lines. We need something that will let us store all these millions of rows, query them in milliseconds, and MOST IMPORTANTLY, use adhoc queries where we can query any single column, so we could do things like:
FROM leads WHERE country = 'US' AND user_id = 501 (the NoSQL equivalent, obviously)
FROM clicks WHERE ad_id = 1952 AND user_id = 200 AND country = 'GB'
etc.
Does anyone have any good suggestions? I was considering MongoDB or CouchDB but I'm not sure if they can handle querying millions of records multiple times a second and the type of adhoc queries we need.
Thanks!
With those requirements, you are probably better off sticking with SQL and setting up replication/clustering if you are running into load issues. You can set up indexing on a document database so that those queries are possible, but you don't really gain anything over your current system.
NoSQL systems generally improve performance by leaving out some of the more complex features of relational systems. This means that they will only help if your scenario doesn't require those features. Running ad hoc queries on tabular data is exactly what SQL was designed for.
CouchDB's map/reduce is incremental which means it only processes a document once and stores the results.
Let's assume, for a moment, that CouchDB is the slowest database in the world. Your first query with millions of rows takes, maybe, 20 hours. That sounds terrible. However, your second query, your third query, your fourth query, and your hundredth query will take 50 milliseconds, perhaps 100 including HTTP and network latency.
You could say CouchDB fails the benchmarks but gets honors in the school of hard knocks.
I would not worry about performance, but rather if CouchDB can satisfy your ad-hoc query requirements. CouchDB wants to know what queries will occur, so it can do the hard work up-front before the query arrives. When the query does arrive, the answer is already prepared and out it goes!
All of your examples are possible with CouchDB. A so-called merge-join (lots of equality conditions) is no problem. However CouchDB cannot support multiple inequality queries simultaneously. You cannot ask CouchDB, in a single query, for users between age 18-40 who also clicked fewer than 10 times.
The nice thing about CouchDB's HTTP and Javascript interface is, it's easy to do a quick feasibility study. I suggest you try it out!
Most people would probably recommend MongoDB for a tracking/analytic system like this, for good reasons. You should read the „MongoDB for Real-Time Analytics” chapter from the „MongoDB Definitive Guide” book. Depending on the size of your data and scaling needs, you could get all the performance, schema-free storage and ad-hoc querying features. You will need to decide for yourself if issues with durability and unpredictability of the system are risky for you or not.
For a simpler tracking system, Redis would be a very good choice, offering rich functionality, blazing speed and real durability. To get a feel how such a system would be implemented in Redis, see this gist. The downside is, that you'd need to define all the „indices” by yourself, not gain them for „free”, as is the case with MongoDB. Nevertheless, there's no free lunch, and MongoDB indices are definitely not a free lunch.
I think you should have a look into how ElasticSearch would enable you:
Blazing speed
Schema-free storage
Sharding and distributed architecture
Powerful analytic primitives in the form of facets
Easy implementation of „sliding window”-type of data storage with index aliases
It is in heart a „fulltext search engine”, but don't get yourself confused by that. Read the „Data Visualization with ElasticSearch and Protovis“ article for real world use case of ElasticSearch as a data mining engine.
Have a look on these slides for real world use case for „sliding window” scenario.
There are many client libraries for ElasticSearch available, such as Tire for Ruby, so it's easy to get off the ground with a prototype quickly.
For the record (with all due respect to #jhs :), based on my experience, I cannot imagine an implementation where Couchdb is a feasible and useful option. It would be an awesome backup storage for your data, though.
If your working set can fit in the memory, and you index the right fields in the document, you'd be all set. Your ask is not something very typical and I am sure with proper hardware, right collection design (denormalize!) and indexing you should be good to go. Read up on Mongo querying, and use explain() to test the queries. Stay away from IN and NOT IN clauses that'd be my suggestion.
It really depends on your data sets. The number one rule to NoSQL design is to define your query scenarios first. Once you really understand how you want to query the data then you can look into the various NoSQL solutions out there. The default unit of distribution is key. Therefore you need to remember that you need to be able to split your data between your node machines effectively otherwise you will end up with a horizontally scalable system with all the work still being done on one node (albeit better queries depending on the case).
You also need to think back to CAP theorem, most NoSQL databases are eventually consistent (CP or AP) while traditional Relational DBMS are CA. This will impact the way you handle data and creation of certain things, for example key generation can be come trickery.
Also remember than in some systems such as HBase there is no indexing concept. All your indexes will need to be built by your application logic and any updates and deletes will need to be managed as such. With Mongo you can actually create indexes on fields and query them relatively quickly, there is also the possibility to integrate Solr with Mongo. You don’t just need to query by ID in Mongo like you do in HBase which is a column family (aka Google BigTable style database) where you essentially have nested key-value pairs.
So once again it comes to your data, what you want to store, how you plan to store it, and most importantly how you want to access it. The Lily project looks very promising. The work I am involved with we take a large amount of data from the web and we store it, analyse it, strip it down, parse it, analyse it, stream it, update it etc etc. We dont just use one system but many which are best suited to the job at hand. For this process we use different systems at different stages as it gives us fast access where we need it, provides the ability to stream and analyse data in real-time and importantly, keep track of everything as we go (as data loss in a prod system is a big deal) . I am using Hadoop, HBase, Hive, MongoDB, Solr, MySQL and even good old text files. Remember that to productionize a system using these technogies is a bit harder than installing MySQL on a server, some releases are not as stable and you really need to do your testing first. At the end of the day it really depends on the level of business resistance and the mission-critical nature of your system.
Another path that no one thus far has mentioned is NewSQL - i.e. Horizontally scalable RDBMSs... There are a few out there like MySQL cluster (i think) and VoltDB which may suit your cause.
Again it comes to understanding your data and the access patterns, NoSQL systems are also Non-Rel i.e. non-relational and are there for better suit to non-relational data sets. If your data is inherently relational and you need some SQL query features that really need to do things like Cartesian products (aka joins) then you may well be better of sticking with Oracle and investing some time in indexing, sharding and performance tuning.
My advice would be to actually play around with a few different systems. However for your use case I think a Column Family database may be the best solution, I think there are a few places which have implemented similar solutions to very similar problems (I think the NYTimes is using HBase to monitor user page clicks). Another great example is Facebook and like, they are using HBase for this. There is a really good article here which may help you along your way and further explain some points above. http://highscalability.com/blog/2011/3/22/facebooks-new-realtime-analytics-system-hbase-to-process-20.html
Final point would be that NoSQL systems are not the be all and end all. Putting your data into a NoSQL database does not mean its going to perform any better than MySQL, Oracle or even text files... For example see this blog post: http://mysqldba.blogspot.com/2010/03/cassandra-is-my-nosql-solution-but.html
I'd have a look at;
MongoDB - Document - CP
CouchDB - Document - AP
Redis - In memory key-value (not column family) - CP
Cassandra - Column Family - Available & Partition Tolerant (AP)
HBase - Column Family - Consistent & Partition Tolerant (CP)
Hadoop/Hive - Also have a look at Hadoop streaming...
Hypertable - Another CF CP DB.
VoltDB - A really good looking product, a relation database that is distributed and might work for your case (may be an easier move). They also seem to provide enterprise support which may be more suited for a prod env (i.e. give business users a sense of security).
Any way thats my 2c. Playing around with the systems is really the only way your going to find out what really works for your case.
I would like to test the NoSQL world. This is just curiosity, not an absolute need (yet).
I have read a few things about the differences between SQL and NoSQL databases. I'm convinced about the potential advantages, but I'm a little worried about cases where NoSQL is not applicable. If I understand NoSQL databases essentially miss ACID properties.
Can someone give an example of some real world operation (for example an e-commerce site, or a scientific application, or...) that an ACID relational database can handle but where a NoSQL database could fail miserably, either systematically with some kind of race condition or because of a power outage, etc ?
The perfect example will be something where there can't be any workaround without modifying the database engine. Examples where a NoSQL database just performs poorly will eventually be another question, but here I would like to see when theoretically we just can't use such technology.
Maybe finding such an example is database specific. If this is the case, let's take MongoDB to represent the NoSQL world.
Edit:
to clarify this question I don't want a debate about which kind of database is better for certain cases. I want to know if this technology can be an absolute dead-end in some cases because no matter how hard we try some kind of features that a SQL database provide cannot be implemented on top of nosql stores.
Since there are many nosql stores available I can accept to pick an existing nosql store as a support but what interest me most is the minimum subset of features a store should provide to be able to implement higher level features (like can transactions be implemented with a store that don't provide X...).
This question is a bit like asking what kind of program cannot be written in an imperative/functional language. Any Turing-complete language and express every program that can be solved by a Turing Maching. The question is do you as a programmer really want to write a accounting system for a fortune 500 company in non-portable machine instructions.
In the end, NoSQL can do anything SQL based engines can, the difference is you as a programmer may be responsible for logic in something Like Redis that MySQL gives you for free. SQL databases take a very conservative view of data integrity. The NoSQL movement relaxes those standards to gain better scalability, and to make tasks that are common to Web Applications easier.
MongoDB (my current preference) makes replication and sharding (horizontal scaling) easy, inserts very fast and drops the requirement for a strict scheme. In exchange users of MongoDB must code around slower queries when an index is not present, implement transactional logic in the app (perhaps with three phase commits), and we take a hit on storage efficiency.
CouchDB has similar trade-offs but also sacrifices ad-hoc queries for the ability to work with data off-line then sync with a server.
Redis and other key value stores require the programmer to write much of the index and join logic that is built in to SQL databases. In exchange an application can leverage domain knowledge about its data to make indexes and joins more efficient then the general solution the SQL would require. Redis also require all data to fit in RAM but in exchange gives performance on par with Memcache.
In the end you really can do everything MySQL or Postgres do with nothing more then the OS file system commands (after all that is how the people that wrote these database engines did it). It all comes down to what you want the data store to do for you and what you are willing to give up in return.
Good question. First a clarification. While the field of relational stores is held together by a rather solid foundation of principles, with each vendor choosing to add value in features or pricing, the non-relational (nosql) field is far more heterogeneous.
There are document stores (MongoDB, CouchDB) which are great for content management and similar situations where you have a flat set of variable attributes that you want to build around a topic. Take site-customization. Using a document store to manage custom attributes that define the way a user wants to see his/her page is well suited to the platform. Despite their marketing hype, these stores don't tend to scale into terabytes that well. It can be done, but it's not ideal. MongoDB has a lot of features found in relational databases, such as dynamic indexes (up to 40 per collection/table). CouchDB is built to be absolutely recoverable in the event of failure.
There are key/value stores (Cassandra, HBase...) that are great for highly-distributed storage. Cassandra for low-latency, HBase for higher-latency. The trick with these is that you have to define your query needs before you start putting data in. They're not efficient for dynamic queries against any attribute. For instance, if you are building a customer event logging service, you'd want to set your key on the customer's unique attribute. From there, you could push various log structures into your store and retrieve all logs by customer key on demand. It would be far more expensive, however, to try to go through the logs looking for log events where the type was "failure" unless you decided to make that your secondary key. One other thing: The last time I looked at Cassandra, you couldn't run regexp inside the M/R query. Means that, if you wanted to look for patterns in a field, you'd have to pull all instances of that field and then run it through a regexp to find the tuples you wanted.
Graph databases are very different from the two above. Relations between items(objects, tuples, elements) are fluid. They don't scale into terabytes, but that's not what they are designed for. They are great for asking questions like "hey, how many of my users lik the color green? Of those, how many live in California?" With a relational database, you would have a static structure. With a graph database (I'm oversimplifying, of course), you have attributes and objects. You connect them as makes sense, without schema enforcement.
I wouldn't put anything critical into a non-relational store. Commerce, for instance, where you want guarantees that a transaction is complete before delivering the product. You want guaranteed integrity (or at least the best chance of guaranteed integrity). If a user loses his/her site-customization settings, no big deal. If you lose a commerce transation, big deal. There may be some who disagree.
I also wouldn't put complex structures into any of the above non-relational stores. They don't do joins well at-scale. And, that's okay because it's not the way they're supposed to work. Where you might put an identity for address_type into a customer_address table in a relational system, you would want to embed the address_type information in a customer tuple stored in a document or key/value. Data efficiency is not the domain of the document or key/value store. The point is distribution and pure speed. The sacrifice is footprint.
There are other subtypes of the family of stores labeled as "nosql" that I haven't covered here. There are a ton (122 at last count) different projects focused on non-relational solutions to data problems of various types. Riak is yet another one that I keep hearing about and can't wait to try out.
And here's the trick. The big-dollar relational vendors have been watching and chances are, they're all building or planning to build their own non-relational solutions to tie in with their products. Over the next couple years, if not sooner, we'll see the movement mature, large companies buy up the best of breed and relational vendors start offering integrated solutions, for those that haven't already.
It's an extremely exciting time to work in the field of data management. You should try a few of these out. You can download Couch or Mongo and have them up and running in minutes. HBase is a bit harder.
In any case, I hope I've informed without confusing, that I have enlightened without significant bias or error.
RDBMSes are good at joins, NoSQL engines usually aren't.
NoSQL engines is good at distributed scalability, RDBMSes usually aren't.
RDBMSes are good at data validation coinstraints, NoSQL engines usually aren't.
NoSQL engines are good at flexible and schema-less approaches, RDBMSes usually aren't.
Both approaches can solve either set of problems; the difference is in efficiency.
Probably answer to your question is that mongodb can handle any task (and sql too). But in some cases better to choose mongodb, in others sql database. About advantages and disadvantages you can read here.
Also as #Dmitry said mongodb open door for easy horizontal and vertical scaling with replication & sharding.
RDBMS enforce strong consistency while most no-sql are eventual consistent. So at a given point in time when data is read from a no-sql DB it might not represent the most up-to-date copy of that data.
A common example is a bank transaction, when a user withdraw money, node A is updated with this event, if at the same time node B is queried for this user's balance, it can return an outdated balance. This can't happen in RDBMS as the consistency attribute guarantees that data is updated before it can be read.
RDBMs are really good for quickly aggregating sums, averages, etc. from tables. e.g. SELECT SUM(x) FROM y WHERE z. It's something that is surprisingly hard to do in most NoSQL databases, if you want an answer at once. Some NoSQL stores provide map/reduce as a way of solving the same thing, but it is not real time in the same way it is in the SQL world.