I have a numerous amount of tables stored in memory in KDB. I am hoping to create an HDB of these tables so I can free up memory space. I am a bit confused on the process of creating an HDB - splaying tables, etc. Can someone help me with the process of creating an HDB, and then what needs to be done moving forward - ie to upload whatever new data I have end of day.
Thanks.
There's many ways to create a HDB depending on the scenario. General practices are:
For small tables, just write them as flat/serialised files using
`:/path/to/dbroot/flat set inMemTable;
or
`:/path/to/dbroot/flat upsert inMemTable;
The latter will add new rows while the former overwrites. However since you're trying to free up memory, using flat/serialised won't be all that useful since flat/serialised files will get pulled into memory in full anyway.
For larger tables (10's of millions) that aren't growing too much on a daily basis, you can splay them using set along with .Q.en (enumeration is required when the table is not saved flat/serialised):
`:/path/to/dbroot/splay/ set .Q.en[`:/path/to/dbroot] inMemTable;
or
`:/path/to/dbroot/splay/ upsert .Q.en[`:/path/to/dbroot] inMemTable;
again depending on whether you want to overwrite or add new rows.
For tables that grow on a daily basis and have a natural date separation, you would write as a date-partitioned table. While you can also use set and .Q.en for date partitioned tables (since they are the same as splayed tables, just separated into physical date directories) the easier method might be to use .Q.dpft or dsave if you're using a recent version of kdb. These will do a lot of the work for you.
It's up to you then to maintain the tables, ensure the savedowns occur on a regular basis (usually daily), append to tables if necessary etc etc
Related
I am trying to create dimensional model on a flat OLTP tables (not in 3NF).
There are people who are thinking dimensional model table is not required because most of the data for the report present single table. But that table contains more than what we need like 300 columns. Should I still separate flat table into dimensions and facts or just use the flat tables directly in the reports.
You've asked a generic question about database modelling for data warehouses, which is going to get you generic answers that may not apply to the database platform you're working with - if you want answers that you're going to be able to use then I'd suggest being more specific.
The question tags indicate you're using Amazon Redshift, and the answer for that database is different from traditional relational databases like SQL Server and Oracle.
Firstly you need to understand how Redshift differs from regular relational databases:
1) It is a Massively Parallel Processing (MPP) system, which consists of one or more nodes that the data is distributed across and each node typically does a portion of the work required to answer each query. There for the way data is distributed across the nodes becomes important, the aim is usually to have the data distributed in a fairly even manner so that each node does about equal amounts of work for each query.
2) Data is stored in a columnar format. This is completely different from the row-based format of SQL Server or Oracle. In a columnar database data is stored in a way that makes large aggregation type queries much more efficient. This type of storage partially negates the reason for dimension tables, because storing repeating data (attibutes) in rows is relatively efficient.
Redshift tables are typically distributed across the nodes using the values of one column (the distribution key). Alternatively they can be randomly but evenly distributed or Redshift can make a full copy of the data on each node (typically only done with very small tables).
So when deciding whether to create dimensions you need to think about whether this is actually going to bring much benefit. If there are columns in the data that regularly get updated then it will be better to put those in another, smaller table rather than update one large table. However if the data is largely append-only (unchanging) then there's no benefit in creating dimensions. Queries grouping and aggregating the data will be efficient over a single table.
JOINs can become very expensive on Redshift unless both tables are distributed on the same value (e.g. a user id) - if they aren't Redshift will have to physically copy data around the nodes to be able to run the query. So if you have to have dimensions, then you'll want to distribute the largest dimension table on the same key as the fact table (remembering that each table can only be distributed on one column), then any other dimensions may need to be distributed as ALL (copied to every node).
My advice would be to stick with a single table unless you have a pressing need to create dimensions (e.g. if there are columns being frequently updated).
When creating tables purely for reporting purposes (as is typical in a Data Warehouse), it is customary to create wide, flat tables with non-normalized data because:
It is easier to query
It avoids JOINs that can be confusing and error-prone for causal users
Queries run faster (especially for Data Warehouse systems that use columnar data storage)
This data format is great for reporting, but is not suitable for normal data storage for applications — a database being used for OLTP should use normalized tables.
Do not be worried about having a large number of columns — this is quite normal for a Data Warehouse. However, 300 columns does sound rather large and suggests that they aren't necessarily being used wisely. So, you might want to check whether they are required.
A great example of many columns is to have flags that make it easy to write WHERE clauses, such as WHERE customer_is_active rather than having to join to another table and figuring out whether they have used the service in the past 30 days. These columns would need to be recalculated daily, but are very convenient for querying data.
Bottom line: You should put ease of use above performance when using Data Warehousing. Then, figure out how to optimize access by using a Data Warehousing system such as Amazon Redshift that is designed to handle this type of data very efficiently.
I have data that correspond to 400 millions of rows in a table and it will certainly keep increasing, I would like to know what can I do to have such a table in PostgreSQL in a way that it would still be posible to make complex queries using it. In other words what should I do to have all the data in the most performative way?
Try to find a way to split your data into partitons (e.g. by day/month/week/year).
In Postgres, it is implemented using inheritance.
This way, if your queries are able to just use certain partitions, you'll have to handle less data at a time (e.g. read less data from disk).
You'll have to design your tables/indexes/partitions together with your queries - their struture will depend on how you want to use them.
Also, you could have overnight jobs preparing materialised views based on historical data. This way you don't have to delete you old data and you can deal with an aggregated view and most recent data only.
I am using postgresql db.
my application manages many objects of the same type.
for each object my application performs intense db writing - each object has a line inserted to db at least once every 30 seconds. I also need to retrieve the data by object id.
my question is how it's best to design the database? use one huge table for all the objects (slower inserts) or use table for each object (more complicated retrievals)?
Tables are meant to hold a huge number of objects of the same type. So, your second option, that is one table per object, doesn't seem to look right. But of course, more information is needed.
My tip: start with one table. If you run into problems - mainly performance - try to split it up. It's not that hard.
Logically, you should use one table.
However, so called "write amplification" problem exhibited by PostgreSQL seems to have been one of the main reasons why Uber switeched from PostgreSQL to MySQL. Quote:
"For tables with a large number of secondary indexes, these
superfluous steps can cause enormous inefficiencies. For instance, if
we have a table with a dozen indexes defined on it, an update to a
field that is only covered by a single index must be propagated into
all 12 indexes to reflect the ctid for the new row."
Whether this is a problem for your workload, only measurement can tell - I'd recommend starting with one table, measuring performance, and then switching to multi-table (or partitioning, or perhaps switching the DBMS altogether) only if the measurements justify it.
A single table is probably the best solution if you are certain that all objects will continue to have the same attributes.
INSERT does not get significantly slower as the table grows – it is the number of indexes that slows down data modification.
I'd rather be worried about data growth. Do you have a design for getting rid of old data? Big DELETEs can be painful; sometimes partitioning helps.
My software runs a cronjob every 30 minutes, which pulls data from Google Analytics / Social networks and inserts the results into a Postgres DB.
The data looks like this:
url text NOT NULL,
rangeStart timestamp NOT NULL,
rangeEnd timestamp NOT NULL,
createdAt timestamp DEFAULT now() NOT NULL,
...
(various integer columns)
Since one query returns 10 000+ items, it's obviously not a good idea to store this data in a single table. At this rate, the cronjob will generate about 480 000 records a day and about 14.5 million a month.
I think the solution would be using several tables, for example I could use a specific table to store data generated in a given month: stats_2015_09, stats_2015_10, stats_2015_11 etc.
I know Postgres supports table partitioning. However, I'm new to this concept, so I'm not sure what's the best way to do this. Do I need partitioning in this case, or should I just create these tables manually? Or maybe there is a better solution?
The data will be queried later in various ways, and those queries are expected to run fast.
EDIT:
If I end up with 12-14 tables, each storing 10-20 millions rows, Postgres should be still able to run select statements quickly, right? Inserts don't have to be super fast.
Partitioning is a good idea under various circumstances. Two that come to mind are:
Your queries have a WHERE clause that can be readily mapped onto one or a handful of partitions.
You want a speedy way to delete historical data (dropping a partition is faster than deleting records).
Without knowledge of the types of queries that you want to run, it is difficult to say if partitioning is a good idea.
I think I can say that splitting the data into different tables is a bad idea because it is a maintenance nightmare:
You can't have foreign key references into the table.
Queries spanning multiple tables are cumbersome, so simple questions are hard to answer.
Maintaining tables becomes a nightmare (adding/removing a column).
Permissions have to be carefully maintained, if you have users with different roles.
In any case, the place to start is with Postgres's documentation on partitioning, which is here. I should note that Postgres's implementation is a bit more awkward than in other databases, so you might want to review the documentation for MySQL or SQL Server to get an idea of what it is doing.
Firstly, I would like to challenge the premise of your question:
Since one query returns 10 000+ items, it's obviously not a good idea to store this data in a single table.
As far as I know, there is no fundamental reason why the database would not cope fine with a single table of many millions of rows. At the extreme, if you created a table with no indexes, and simply appended rows to it, Postgres could simply carry on writing these rows to disk until you ran out of storage space. (There may be other limits internally, I'm not sure; but if so, they're big.)
The problems only come when you try to do something with that data, and the exact problems - and therefore exact solutions - depend on what you do.
If you want to regularly delete all rows which were inserted more than a fixed timescale ago, you could partition the data on the createdAt column. The DELETE would then become a very efficient DROP TABLE, and all INSERTs would be routed through a trigger to the "current" partition (or could even by-pass it if your import script was aware of the partition naming scheme). SELECTs, however, would probably not be able to specify a range of createAt values in their WHERE clause, and would thus need to query all partitions and combine the results. The more partitions you keep around at a time, the less efficient this would be.
Alternatively, you might examine the workload on the table and see that all queries either already do, or easily can, explicitly state a rangeStart value. In that case, you could partition on rangeStart, and the query planner would be able to eliminate all but one or a few partitions when planning each SELECT query. INSERTs would need to be routed through a trigger to the appropriate table, and maintenance operations (such as deleting old data that is no longer needed) would be much less efficient.
Or perhaps you know that once rangeEnd becomes "too old" you will no longer need the data, and can get both benefits: partition by rangeEnd, ensure all your SELECT queries explicitly mention rangeEnd, and drop partitions containing data you are no longer interested in.
To borrow Linus Torvald's terminology from git, the "plumbing" for partitioning is built into Postgres in the form of table inheritance, as documented here, but there is little in the way of "porcelain" other than examples in the manual. However, there is a very good extension called pg_partman which provides functions for managing partition sets based on either IDs or date ranges; it's well worth reading through the documentation to understand the different modes of operation. In my case, none quite matched, but forking that extension was significantly easier than writing everything from scratch.
Remember that partitioning does not come free, and if there is no obvious candidate for a column to partition by based on the kind of considerations above, you may actually be better off leaving the data in one table, and considering other optimisation strategies. For instance, partial indexes (CREATE INDEX ... WHERE) might be able to handle the most commonly queried subset of rows; perhaps combined with "covering indexes", where Postgres can return the query results directly from the index without reference to the main table structure ("index-only scans").
I am using a standard splayed format for my trade data where i have directories for each date and each column as separate file in there.
I am reading from csv files and storing using the below code. I am using the trial version 32 bit on win 7, 64 bit.
readDat: {[x]
tmp: read data from csv file(x)
tmp: `sym`time`trdId xasc tmp;
/trd: update `g#sym from trd;
trade:: trd;
.Q.dpft[`:/kdb/ndb; dt; `sym; `trade];
.Q.gc[];
};
\t readDat each 50#dtlist
I have tried both using the `g#sym and without it. Data has typically 1.5MM rows per date. select time for this is from 0.5 to 1 second for a day
Is there a way to improve times for either of the below queries.
\t select from trade where date=x
\t select from trade where date=x, sym=y
I have read the docs on segmentation, partitioning etc. but not sure if anything would help here.
On second thoughts, will creating a table for each sym speed up things? I am trying that out but wanted to know if there are memory/space tradeoffs i should be aware of.
Have you done any profiling to see what the actual bottleneck is? If you find that the problem has to do with disk read speed (using something like iostat) you can either get a faster disk (SSD), more memory (for bigger disk cache), or use par.txt to shard your database across multiple disks such that the query happens on multiple disks and cores in parallel.
As you are using .Q.dpft, you are already partitioning your DB. If your use case is always to pass one date in your queries, then segmenting by date will not provide any performance improvements. You could possibly segment by symbol range (see here), although this is never something I've tried.
One basic way to improve performance would be to select a subset of the columns. Do you really need to read all of the fields when querying? Depending on the width of your table this can have a large impact as it now can ignore some files completely.
Another way to improve performance would be to apply `u# to the sym file. This will speed up your second query as the look up on the sym file will be faster. Although this really depends on the size of your universe. The benefit of this would be marginal in comparison to reducing the number of columns requested I would imagine.
As user1895961 mentioned, selecting only certain columns will be faster.
KDB splayed\partitioned tables are almost exactly just files on the filesystem, the smaller the files and the fewer you have to read, the faster it will be. The balance between the number of folders and the number of files is key. 1.5mln per partition is ok, but is on the large side. Perhaps you might want to partition by something else.
You may also want to normalise you data, splitting it into multiple tables and using linked columns to join it back again on the fly. Linked columns, if set up correctly, can be very powerful and can help avoid reading too much data back from disk if filtering is added in.
Also try converting your data to char instead of sym, i found big performance increases from doing so.