I'm building a component for recording historical data. Initially I expect it to do about 30 writes/second, and less than 1 read/second.
The data will never be modified, only new data will be added. Reads are likely to be done with fresh records.
The demand is likely to increase rapidly, expecting around 80 writes/second in one year time.
I could choose to distribute my component and use a common database such as MySql, or I could go with a distributed database such as MongoDb. Either way, I'd like the database to handle writes very well.
The database must be free. Open source would be a plus :-)
Note: A record is plain text in variable size, typically 50 to 500 words.
Your question can be solved a few different ways, so let's break it down and look at the individual requirements you've laid out:
Writes - It sounds like the bulk of what you're doing is append only writes at a relatively low volume (80 writes/second). Just about any product on the market with a reasonable storage backend is going to be able to handle this. You're looking at 50-500 "words" of data being saved. I'm not sure what constitutes a word, but for the sake of argument let's assume that a word is an average of 8 characters, so your data is going to be some kind of metadata, a key/timestamp/whatever plus 400-4000 bytes of words. Barring implementation specific details of different RDBMSes, this is still pretty normal, we're probably writing at most (including record overhead) 4100 bytes per record. This maxes out at 328,000 bytes per second or, as I like to put it, not a lot of writing.
Deletes - You also need the ability to delete your data. There's not a lot I can say about that. Deletes are deletes.
Reading - Here's where things get tricky. You mention that it's mostly primary keys and reads are being done on fresh data. I'm not sure what either of these mean, but I don't think that it matters. If you're doing key only lookups (e.g. I want record 8675309), then life is good and you can use just about anything.
Joins - If you need the ability to write actual joins where the database handles them, you've written yourself out of the major non-relational database products.
Data size/Data life - This is where things get fun. You've estimated your writes at 80/second and I guess at 4100 bytes per record or 328,000 bytes per second. There are 86400 seconds in a day, which gives us 28,339,200,000 bytes. Terrifying! That's 3,351,269.53125 KB, 27,026 MB, or roughly 26 GB / day. Even if you're keeping your data for 1 year, that's 9633 GB, or 10TB of data. You can lease 1 TB of data from a cloud hosting provider for around $250 per month or buy it from a SAN vendor like EqualLogic for about $15,000.
Conclusion: I can only think of a few databases that couldn't handle this load. 10TB is getting a bit tricky and requires a bit of administration skill, and you might need to look at certain data lifecycle management techniques, but almost any RDBMS should be up to this task. Likewise, almost any non-relational/NoSQL database should be up to this task. In fact, almost any database of any sort should be up to the task.
If you (or your team members) already have skills in a particular product, just stick with that. If there's a specific product that excels in your problem domain, use that.
This isn't the type of problem that requires any kind of distributed magical unicorn powder.
Ok for MySQL I would advice you to use InnoDB without any indexes, expect on primary keys, even then, if you can skip them it would be good, in order to make input flow uninterrupted.
Indexes optimize reading, but descrease the writing capabilities.
You also may use PostgreSQL. Where you also need to skip indexes as well but you wont have a engine selection and its capabilities are also very strong for writing.
This approach you want is actually used in some solutions, but with two db servers, or at least two databases. The first is receiving a lot of new data (your case), while the second communicates with the first and store it in a well-structured database (with indexes, rules, etc). And then when you need to read or make a snapshot of the data you refer the second server (or second database), where you can use transactions and so on.
You should take a look and refer at Oracle Express (I think this was its name) and SQL Server Express Edition. The last two have better performance, but also some limitations. To have more detailed picture.
Related
I have a dataset of 1 minute data of 1000 stocks since 1998, that total around (2012-1998)*(365*24*60)*1000 = 7.3 Billion rows.
Most (99.9%) of the time I will perform only read requests.
What is the best way to store this data in a db?
1 big table with 7.3B rows?
1000 tables (one for each stock symbol) with 7.3M rows each?
any recommendation of database engine? (I'm planning to use Amazon RDS' MySQL)
I'm not used to deal with datasets this big, so this is an excellent opportunity for me to learn. I will appreciate a lot your help and advice.
Edit:
This is a sample row:
'XX', 20041208, 938, 43.7444, 43.7541, 43.735, 43.7444, 35116.7, 1, 0, 0
Column 1 is the stock symbol, column 2 is the date, column 3 is the minute, the rest are open-high-low-close prices, volume, and 3 integer columns.
Most of the queries will be like "Give me the prices of AAPL between April 12 2012 12:15 and April 13 2012 12:52"
About the hardware: I plan to use Amazon RDS so I'm flexible on that
So databases are for situations where you have a large complicated schema that is constantly changing. You only have one "table" with a hand-full of simple numeric fields. I would do it this way:
Prepare a C/C++ struct to hold the record format:
struct StockPrice
{
char ticker_code[2];
double stock_price;
timespec when;
etc
};
Then calculate sizeof(StockPrice[N]) where N is the number of records. (On a 64-bit system) It should only be a few hundred gig, and fit on a $50 HDD.
Then truncate a file to that size and mmap (on linux, or use CreateFileMapping on windows) it into memory:
//pseduo-code
file = open("my.data", WRITE_ONLY);
truncate(file, sizeof(StockPrice[N]));
void* p = mmap(file, WRITE_ONLY);
Cast the mmaped pointer to StockPrice*, and make a pass of your data filling out the array. Close the mmap, and now you will have your data in one big binary array in a file that can be mmaped again later.
StockPrice* stocks = (StockPrice*) p;
for (size_t i = 0; i < N; i++)
{
stocks[i] = ParseNextStock(stock_indata_file);
}
close(file);
You can now mmap it again read-only from any program and your data will be readily available:
file = open("my.data", READ_ONLY);
StockPrice* stocks = (StockPrice*) mmap(file, READ_ONLY);
// do stuff with stocks;
So now you can treat it just like an in-memory array of structs. You can create various kinds of index data structures depending on what your "queries" are. The kernel will deal with swapping the data to/from disk transparently so it will be insanely fast.
If you expect to have a certain access pattern (for example contiguous date) it is best to sort the array in that order so it will hit the disk sequentially.
I have a dataset of 1 minute data of 1000 stocks [...] most (99.9%) of the time I will perform only read requests.
Storing once and reading many times time-based numerical data is a use case termed "time series". Other common time series are sensor data in the Internet of Things, server monitoring statistics, application events etc.
This question was asked in 2012, and since then, several database engines have been developing features specifically for managing time series. I've had great results with the InfluxDB, which is open sourced, written in Go, and MIT-licensed.
InfluxDB has been specifically optimized to store and query time series data. Much more so than Cassandra, which is often touted as great for storing time series:
Optimizing for time series involved certain tradeoffs. For example:
Updates to existing data are a rare occurrence and contentious updates never happen. Time series data is predominantly new data that is never updated.
Pro: Restricting access to updates allows for increased query and write performance
Con: Update functionality is significantly restricted
In open sourced benchmarks,
InfluxDB outperformed MongoDB in all three tests with 27x greater write throughput, while using 84x less disk space, and delivering relatively equal performance when it came to query speed.
Queries are also very simple. If your rows look like <symbol, timestamp, open, high, low, close, volume>, with InfluxDB you can store just that, then query easily. Say, for the last 10 minutes of data:
SELECT open, close FROM market_data WHERE symbol = 'AAPL' AND time > '2012-04-12 12:15' AND time < '2012-04-13 12:52'
There are no IDs, no keys, and no joins to make. You can do a lot of interesting aggregations. You don't have to vertically partition the table as with PostgreSQL, or contort your schema into arrays of seconds as with MongoDB. Also, InfluxDB compresses really well, while PostgreSQL won't be able to perform any compression on the type of data you have.
Tell us about the queries, and your hardware environment.
I would be very very tempted to go NoSQL, using Hadoop or something similar, as long as you can take advantage of parallelism.
Update
Okay, why?
First of all, notice that I asked about the queries. You can't -- and we certainly can't -- answer these questions without knowing what the workload is like. (I'll co-incidentally have an article about this appearing soon, but I can't link it today.) But the scale of the problem makes me think about moving away from a Big Old Database because
My experience with similar systems suggests the access will either be big sequential (computing some kind of time series analysis) or very very flexible data mining (OLAP). Sequential data can be handled better and faster sequentially; OLAP means computing lots and lots of indices, which either will take lots of time or lots of space.
If You're doing what are effectively big runs against many data in an OLAP world, however, a column-oriented approach might be best.
If you want to do random queries, especially making cross-comparisons, a Hadoop system might be effective. Why? Because
you can better exploit parallelism on relatively small commodity hardware.
you can also better implement high reliability and redundancy
many of those problems lend themselves naturally to the MapReduce paradigm.
But the fact is, until we know about your workload, it's impossible to say anything definitive.
Okay, so this is somewhat away from the other answers, but... it feels to me like if you have the data in a file system (one stock per file, perhaps) with a fixed record size, you can get at the data really easily: given a query for a particular stock and time range, you can seek to the right place, fetch all the data you need (you'll know exactly how many bytes), transform the data into the format you need (which could be very quick depending on your storage format) and you're away.
I don't know anything about Amazon storage, but if you don't have anything like direct file access, you could basically have blobs - you'd need to balance large blobs (fewer records, but probably reading more data than you need each time) with small blobs (more records giving more overhead and probably more requests to get at them, but less useless data returned each time).
Next you add caching - I'd suggest giving different servers different stocks to handle for example - and you can pretty much just serve from memory. If you can afford enough memory on enough servers, bypass the "load on demand" part and just load all the files on start-up. That would simplify things, at the cost of slower start-up (which obviously impacts failover, unless you can afford to always have two servers for any particular stock, which would be helpful).
Note that you don't need to store the stock symbol, date or minute for each record - because they're implicit in the file you're loading and the position within the file. You should also consider what accuracy you need for each value, and how to store that efficiently - you've given 6SF in your question, which you could store in 20 bits. Potentially store three 20-bit integers in 64 bits of storage: read it as a long (or whatever your 64-bit integer value will be) and use masking/shifting to get it back to three integers. You'll need to know what scale to use, of course - which you could probably encode in the spare 4 bits, if you can't make it constant.
You haven't said what the other three integer columns are like, but if you could get away with 64 bits for those three as well, you could store a whole record in 16 bytes. That's only ~110GB for the whole database, which isn't really very much...
EDIT: The other thing to consider is that presumably the stock doesn't change over the weekend - or indeed overnight. If the stock market is only open 8 hours per day, 5 days per week, then you only need 40 values per week instead of 168. At that point you could end up with only about 28GB of data in your files... which sounds a lot smaller than you were probably originally thinking. Having that much data in memory is very reasonable.
EDIT: I think I've missed out the explanation of why this approach is a good fit here: you've got a very predictable aspect for a large part of your data - the stock ticker, date and time. By expressing the ticker once (as the filename) and leaving the date/time entirely implicit in the position of the data, you're removing a whole bunch of work. It's a bit like the difference between a String[] and a Map<Integer, String> - knowing that your array index always starts at 0 and goes up in increments of 1 up to the length of the array allows for quick access and more efficient storage.
It is my understanding that HDF5 was designed specifically with the time-series storage of stock data as one potential application. Fellow stackers have demonstrated that HDF5 is good for large amounts of data: chromosomes, physics.
I think any major RDBMS would handle this. At the atomic level, a one table with correct partitioning seems reasonable (partition based on your data usage if fixed - this is ikely to be either symbol or date).
You can also look into building aggregated tables for faster access above the atomic level. For example if your data is at day, but you often get data back at the wekk or even month level, then this can be pre-calculated in an aggregate table. In some databases this can be done though a cached view (various names for different DB solutions - but basically its a view on the atomic data, but once run the view is cached/hardened intoa fixed temp table - that is queried for subsequant matching queries. This can be dropped at interval to free up memory/disk space).
I guess we could help you more with some idea as to the data usage.
Here is an attempt to create a Market Data Server on top of the Microsoft SQL Server 2012 database which should be good for OLAP analysis, a free open source project:
http://github.com/kriasoft/market-data
First, there isn't 365 trading days in the year, with holidays 52 weekends (104) = say 250 x the actual hours of day market is opened like someone said, and to use the symbol as the primary key is not a good idea since symbols change, use a k_equity_id (numeric) with a symbol (char) since symbols can be like this A , or GAC-DB-B.TO , then in your data tables of price info, you have, so your estimate of 7.3 billion is vastly over calculated since it's only about 1.7 million rows per symbol for 14 years.
k_equity_id
k_date
k_minute
and for the EOD table (that will be viewed 1000x over the other data)
k_equity_id
k_date
Second, don't store your OHLC by minute data in the same DB table as and EOD table (end of day) , since anyone wanting to look at a pnf, or line chart, over a year period , has zero interest in the by the minute information.
Let me recommend that you take a look at apache solr, which I think would be ideal for your particular problem. Basically, you would first index your data (each row being a "document"). Solr is optimized for searching and natively supports range queries on dates. Your nominal query,
"Give me the prices of AAPL between April 12 2012 12:15 and April 13 2012 12:52"
would translate to something like:
?q=stock:AAPL AND date:[2012-04-12T12:15:00Z TO 2012-04-13T12:52:00Z]
Assuming "stock" is the stock name and "date" is a "DateField" created from the "date" and "minute" columns of your input data on indexing. Solr is incredibly flexible and I really can't say enough good things about it. So, for example, if you needed to maintain the fields in the original data, you can probably find a way to dynamically create the "DateField" as part of the query (or filter).
You should compare the slow solutions with a simple optimized in memory model. Uncompressed it fits in a 256 GB ram server. A snapshot fits in 32 K and you just index it positionally on datetime and stock. Then you can make specialized snapshots, as open of one often equals closing of the previous.
[edit] Why do you think it makes sense to use a database at all (rdbms or nosql)? This data doesn't change, and it fits in memory. That is not a use case where a dbms can add value.
If you have the hardware, I recommend MySQL Cluster. You get the MySQL/RDBMS interface you are so familiar with, and you get fast and parallel writes. Reads will be slower than regular MySQL due to network latency, but you have the advantage of being able to parallelize queries and reads due to the way MySQL Cluster and the NDB storage engine works.
Make sure that you have enough MySQL Cluster machines and enough memory/RAM for each of those though - MySQL Cluster is a heavily memory-oriented database architecture.
Or Redis, if you don't mind a key-value / NoSQL interface to your reads/writes. Make sure that Redis has enough memory - its super-fast for reads and writes, you can do basic queries with it (non-RDBMS though) but is also an in-memory database.
Like others have said, knowing more about the queries you will be running will help.
You will want the data stored in a columnar table / database. Database systems like Vertica and Greenplum are columnar databases, and I believe SQL Server now allows for columnar tables. These are extremely efficient for SELECTing from very large datasets. They are also efficient at importing large datasets.
A free columnar database is MonetDB.
If your use case is to simple read rows without aggregation, you can use Aerospike cluster. It's in memory database with support of file system for persistence. It's also SSD optimized.
If your use case needs aggregated data, go for Mongo DB cluster with date range sharding. You can club year vise data in shards.
We have flat files (CSV) with >200,000,000 rows, which we import into a star schema with 23 dimension tables. The biggest dimension table has 3 million rows. At the moment we run the importing process on a single computer and it takes around 15 hours. As this is too long time, we want to utilize something like 40 computers to do the importing.
My question
How can we efficiently utilize the 40 computers to do the importing. The main worry is that there will be a lot of time spent replicating the dimension tables across all the nodes as they need to be identical on all nodes. This could mean that if we utilized 1000 servers to do the importing in the future, it might actually be slower than utilize a single one, due to the extensive network communication and coordination between the servers.
Does anyone have suggestion?
EDIT:
The following is a simplification of the CSV files:
"avalue";"anothervalue"
"bvalue";"evenanothervalue"
"avalue";"evenanothervalue"
"avalue";"evenanothervalue"
"bvalue";"evenanothervalue"
"avalue";"anothervalue"
After importing, the tables look like this:
dimension_table1
id name
1 "avalue"
2 "bvalue"
dimension_table2
id name
1 "anothervalue"
2 "evenanothervalue"
Fact table
dimension_table1_ID dimension_table2_ID
1 1
2 2
1 2
1 2
2 2
1 1
You could consider using a 64bit hash function to produce a bigint ID for each string, instead of using sequential IDs.
With 64-bit hash codes, you can store 2^(32 - 7) or over 30 million items in your hash table before there is a 0.0031% chance of a collision.
This would allow you to have identical IDs on all nodes, with no communication whatsoever between servers between the 'dispatch' and the 'merge' phases.
You could even increase the number of bits to further lower the chance of collision; only, you would not be able to make the resultant hash fit in a 64bit integer database field.
See:
http://en.wikipedia.org/wiki/Fowler_Noll_Vo_hash
http://code.google.com/p/smhasher/wiki/MurmurHash
http://www.partow.net/programming/hashfunctions/index.html
Loading CSV data into a database is slow because it needs to read, split and validate the data.
So what you should try is this:
Setup a local database on each computer. This will get rid of the network latency.
Load a different part of the data on each computer. Try to give each computer the same chunk. If that isn't easy for some reason, give each computer, say, 10'000 rows. When they are done, give them the next chunk.
Dump the data with the DB tools
Load all dumps into a single DB
Make sure that your loader tool can import data into a table which already contains data. If you can't do this, check your DB documentation for "remote table". A lot of databases allow to make a table from another DB server visible locally.
That allows you to run commands like insert into TABLE (....) select .... from REMOTE_SERVER.TABLE
If you need primary keys (and you should), you will also have the problem to assign PKs during the import into the local DBs. I suggest to add the PKs to the CSV file.
[EDIT] After checking with your edits, here is what you should try:
Write a small program which extract the unique values in the first and second column of the CSV file. That could be a simple script like:
cut -d";" -f1 | sort -u | nawk ' { print FNR";"$0 }'
This is a pretty cheap process (a couple of minutes even for huge files). It gives you ID-value files.
Write a program which reads the new ID-value files, caches them in memory and then reads the huge CSV files and replaces the values with the IDs.
If the ID-value files are too big, just do this step for the small files and load the huge ones into all 40 per-machine DBs.
Split the huge file into 40 chunks and load each of them on each machine.
If you had huge ID-value files, you can use the tables created on each machine to replace all the values that remained.
Use backup/restore or remote tables to merge the results.
Or, even better, keep the data on the 40 machines and use algorithms from parallel computing to split the work and merge the results. That's how Google can create search results from billions of web pages in a few milliseconds.
See here for an introduction.
This is a very generic question and does not take the database backend into account. Firing with 40 or 1000 machines on a database backend that can not handle the load will give you nothing. Such a problem is truly to broad to answer it in a specific way..you should get in touch with people inside your organization with enough skills on the DB level first and then come back with a more specific question.
Assuming N computers, X files at about 50GB files each, and a goal of having 1 database containing everything at the end.
Question: It takes 15 hours now. Do you know which part of the process is taking the longest? (Reading data, cleansing data, saving read data in tables, indexing… you are inserting data into unindexed tables and indexing after, right?)
To split this job up amongst the N computers, I’d do something like (and this is a back-of-the-envelope design):
Have a “central” or master database. Use this to mangae the overall process, and to hold the final complete warehouse.
It contains lists of all X files and all N-1 (not counting itself) “worker” databases
Each worker database is somehow linked to the master database (just how depends on RDBMS, which you have not specified)
When up and running, a "ready" worker database polls the master database for a file to process. The master database dolls out files to worker systems, ensuring that no file gets processed by more than one at a time. (Have to track success/failure of loading a given file; watch for timeouts (worker failed), manage retries.)
Worker database has local instance of star schema. When assigned a file, it empties the schema and loads the data from that one file. (For scalability, might be worth loading a few files at a time?) “First stage” data cleansing is done here for the data contained within that file(s).
When loaded, master database is updated with a “ready flagy” for that worker, and it goes into waiting mode.
Master database has it’s own to-do list of worker databases that have finished loading data. It processes each waiting worker set in turn; when a worker set has been processed, the worker is set back to “check if there’s another file to process” mode.
At start of process, the star schema in the master database is cleared. The first set loaded can probably just be copied over verbatim.
For second set and up, have to read and “merge” data – toss out redundant entries, merge data via conformed dimensions, etc. Business rules that apply to all the data, not just one set at a time, must be done now as well. This would be “second stage” data cleansing.
Again, repeat the above step for each worker database, until all files have been uploaded.
Advantages:
Reading/converting data from files into databases and doing “first stage” cleansing gets scaled out across N computers.
Ideally, little work (“second stage”, merging datasets) is left for the master database
Limitations:
Lots of data is first read into worker database, and then read again (albeit in DBMS-native format) across the network
Master database is a possible chokepoint. Everything has to go through here.
Shortcuts:
It seems likely that when a workstation “checks in” for a new file, it can refresh a local store of data already loaded in the master and add data cleansing considerations based on this to its “first stage” work (i.e. it knows code 5484J has already been loaded, so it can filter it out and not pass it back to the master database).
SQL Server table partitioning or similar physical implementation tricks of other RDBMSs could probably be used to good effect.
Other shortcuts are likely, but it totally depends upon the business rules being implemented.
Unfortunately, without further information or understanding of the system and data involved, one can’t tell if this process would end up being faster or slower than the “do it all one one box” solution. At the end of the day it depends a lot on your data: does it submit to “divide and conquer” techniques, or must it all be run through a single processing instance?
The simplest thing is to make one computer responsible for handing out new dimension item id's. You can have one for each dimension. If the dimension handling computers are on the same network, you can have them broadcast the id's. That should be fast enough.
What database did you plan on using with a 23-dimensional starscheme? Importing might not be the only performance bottleneck. You might want to do this in a distributed main-memory system. That avoids a lot of the materalization issues.
You should investigate if there are highly correlating dimensions.
In general, with a 23 dimensional star scheme with large dimensions a standard relational database (SQL Server, PostgreSQL, MySQL) is going to perform extremely bad with datawarehouse questions. In order to avoid having to do a full table scan, relational databases use materialized views. With 23 dimensions you cannot afford enough of them. A distributed main-memory database might be able to do full table scans fast enough (in 2004 I did about 8 million rows/sec/thread on a Pentium 4 3 GHz in Delphi). Vertica might be an other option.
Another question: how large is the file when you zip it? That provides a good first order estimate of the amount of normalization you can do.
[edit] I've taken a look at your other questions. This does not look like a good match for PostgreSQL (or MySQL or SQL server). How long are you willing to wait for query results?
Rohita,
I'd suggest you eliminate a lot of the work from the load by sumarising the data FIRST, outside of the database. I work in a Solaris unix environment. I'd be leaning towards a korn-shell script, which cuts the file up into more managable chunks, then farms those chunks out equally to my two OTHER servers. I'd process the chunks using a nawk script (nawk has an efficient hashtable, which they call "associative arrays") to calculate the distinct values (the dimensions tables) and the Fact table. Just associate each new-name-seen with an incrementor-for-this-dimension, then write the Fact.
If you do this through named pipes you can push, process-remotely, and readback-back the data 'on the fly' while the "host" computer sits there loading it straight into tables.
Remember, No matter WHAT you do with 200,000,000 rows of data (How many Gig is it?), it's going to take some time. Sounds like you're in for some fun. It's interesting to read how other people propose to tackle this problem... The old adage "there's more than one way to do it!" has never been so true. Good luck!
Cheers. Keith.
On another note you could utilize Windows Hyper-V Cloud Computing addon for Windows Server:http://www.microsoft.com/virtualization/en/us/private-cloud.aspx
It seems that your implementation is very inefficient as it's loading at the speed of less than 1 MB/sec (50GB/15hrs).
Proper implementation on a modern single server (2x Xeon 5690 CPUs + RAM that's enough for ALL dimensions loaded in hash tables + 8GB ) should give you at least 10 times better speed i.e at least 10MB/sec.
for a traffic accounting system I need to store large amounts of datasets about internet packets sent through our gateway router (containing timestamp, user id, destination or source ip, number of bytes, etc.).
This data has to be stored for some time, at least a few days. Easy retrieval should be possible as well.
What is a good way to do this? I already have some ideas:
Create a file for each user and day and append every dataset to it.
Advantage: It's probably very fast, and data is easy to find given a consistent file layout.
Disadvantage: It's not easily possible to see e.g. all UDP traffic of all users.
Use a database
Advantage: It's very easy to find specific data with the right SQL query.
Disadvantage: I'm not sure if there is a database engine that can efficiently handle a table with possibly hundreds of millions datasets.
Perhaps it's possible to combine the two approaches: Using an SQLite database file for each user.
Advantage: It would be easy to get information for one user using SQL queries on his file.
Disadvantage: Getting overall information would still be difficult.
But perhaps someone else has a very good idea?
Thanks very much in advance.
First, get The Data Warehouse Toolkit before you do anything.
You're doing a data warehousing job, you need to tackle it like a data warehousing job. You'll need to read up on the proper design patterns for this kind of thing.
[Note Data Warehouse does not mean crazy big or expensive or complex. It means Star Schema and smart ways to handle high volumes of data that's never updated.]
SQL databases are slow, but that slow is good for flexible retrieval.
The filesystem is fast. It's a terrible thing for updating, but you're not updating, you're just accumulating.
A typical DW approach for this is to do this.
Define the "Star Schema" for your data. The measurable facts and the attributes ("dimensions") of those facts. Your fact appear to be # of bytes. Everything else (address, timestamp, user id, etc.) is a dimension of that fact.
Build the dimensional data in a master dimension database. It's relatively small (IP addresses, users, a date dimension, etc.) Each dimension will have all the attributes you might ever want to know. This grows, people are always adding attributes to dimensions.
Create a "load" process that takes your logs, resolves the dimensions (times, addresses, users, etc.) and merges the dimension keys in with the measures (# of bytes). This may update the dimension to add a new user or a new address. Generally, you're reading fact rows, doing lookups and writing fact rows that have all the proper FK's associated with them.
Save these load files on the disk. These files aren't updated. They just accumulate. Use a simple notation, like CSV, so you can easily bulk load them.
When someone wants to do analysis, build them a datamart.
For the selected IP address or time frame or whatever, get all the relevant facts, plus the associated master dimension data and bulk load a datamart.
You can do all the SQL queries you want on this mart. Most of the queries will devolve to SELECT COUNT(*) and SELECT SUM(*) with various GROUP BY and HAVING and WHERE clauses.
I think the proper answer really depends on the definition of a "dataset". As you mention in your question you are storing individual sets of information for each record; timestamp, userid, destination ip, source ip, number of bytes etc..
SQL Server is perfectly capable of handing this type of data storage with hundreds of millions of records without any real difficulty. Granted this type of logging is going to require some good hardware to handle it, but it shouldn't be too complex.
Any other solution in my opinion is going to make reporting very hard, and from the sounds of it that is an important requirement.
So you are in one of the cases where you have much more write activity than read, you want your writes not to block you, and you want your reads to be "reasonably fast" but not critical. It's a typical business intelligence use case.
You should probably use a database and store your data in as a "denormalized" schema to avoid complex joins and multiple inserts for each record. Think of your table as a huge log file.
In this case, some of the "new and fancy" NoSQL databases are probably what you're looking for: they provide relaxed ACID constraints, which you should not terribly mind here (in case of crash, you can loose the last lines of your log), but they perform much better for insertion, because they don't have to sync journals on disk at each transaction.
What I want to create is a huge index over an even bigger collection of data. The data is a huge collection of images (and I mean millions of photos!) and I want to build an index on all unique images.
So I calculate a hash value of every image and append this with the width, height and file size of the image. This would generate a very unique key for every image. This would be combined with the location of the image, or locations in case of duplicates.
Technically speaking, this would fit perfectly in a single database table. An unique index on file name, plus an additional non-unique index on hash-width-height-size would be enough. However, I could use an existing database system to solve this, or just write my own, optimized version. It will be a single-user application anyway and the main purpose is to detect when I add a duplicate image to the collection so it will warn me that I already have it in my collection and display the locations where the other copies are. I can then decide to still add the duplicate or to discard it.
I've written hash-table implementations before and it's not that difficult once you know what you have to be aware of. So I could just implement my own file format for this data. It's unlikely that I'll ever need to add more information to these images and I'm not interested in similar images, just exact images. I'm not storing the original images in this file either, just the hash, size and location.
From experience, I know this could run extremely fast. I've done it before and have been doing similar things for nearly three decades so it's likely that I will chose this solution.
But I do wonder... Doing the same with an existing database system like SQL Server, Oracle, Interbase or MySQL, would performance still be high enough? There would be about 750 TB of images indexed in this database, which roughly translates to around 30 million records in a single, small table. Is it even worth considering the use of a regular database?
I have doubts about the usability of a database for this project. The amount of data is huge, yet the structure is real simple. I don't need multi-user support or most other features that most databases provide. So I don't see a need for a database. But I'm interested in the opinions of other programmers about this. (Although I expect most will agree with me here.)
The project itself, which is still just an idea in my head, is supposed to be some tool or add-on for explorer or whatever. Basically, it builds an index for any external hard disk that I attach to the system and when I copy an image to this disk somewhere, it's supposed to tell me if the image already exists at this disk. It will allow me to avoid filling up my backup disks with duplicates, although I sometimes would like to add duplicates. (E.g. because they're part of a series.) Since I like to create my own rendered artwork I have plenty of images. Plus, I've been taking digital pictures with digital cameras since 1996 so I also have a huge collection of photos. Add some other large collections to this and you'll soon realise that the amount of data will be huge. (And yes, there are already plenty of duplicates in my collection...)
Since it's a single-user application that you are considering, I'd probably have a look at SQLite. It ought to fit your other requirements rather nicely, I'd say.
I just tested the performance of PostgreSQL on my laptop (Core 2 Duo T5800 2.0 GHz 3.0 GiB RAM). I have a table with slightly more than 100M records, 5 columns and some indexes. I performed a range query on one indexed column (not the primary key) and returned all columns. A mean query returned 75 rows and executed in 750ms. You have to decide if this is fast enough.
I would avoid DIY-ing it unless you know all the repocussions of what you're doing.
Transactional Consistency for example, is not trivial.
I would suggest designing your code in such a way the backend can be easily replaced later, and then run with something sane ( SQLite is a good starting choice ), develop it the most sane and rational way possible, and then try slotting in the alternative backing store.
Then profile the differences, and run regression tests against it to make sure your database is not worse than SQLite.
Exisiting database solutions tend to win because they've had years of improvement and fine tuning to get their benefits, an a naïve attempt will likely be slower, buggier, and do less, all the while Increasing your development load to purely MONUMENTAL proportions.
http://fetter.org/optimization.html
The first rule of Optimization is, you do not talk about Optimization.
The second rule of Optimization is, you DO NOT talk about Optimization.
If your app is running faster than the underlying transport protocol, the optimization is over.
One factor at a time.
No marketroids, no marketroid schedules.
Testing will go on as long as it has to.
If this is your first night at Optimization Club, you have to write a test case.
Also, with databases, there is one thing you utterly MUST get ingrained.
Speed is unimportant
Your data being there when you need it, that is important.
When you have the assuredness that your data will always be there, then you may worry about trivial concerns like speed.
Hashes
You also lament that you'll be using image SHA's/MD5's etc to deduplicate images. This is a fallacious notion of its own, Hashes of files are only able to tell if the files are different, not if they're the same.
The logic is akin to asking 30 people to flip a coin, and you see the first one get heads, and thus decide to delete every other person who gets a head, because they're obviously the same person.
https://stackoverflow.com/questions/405628/what-is-the-best-method-to-remove-duplicate-image-files-from-your-computer
Although you may think it unlikely you'd have 2 different files with the same hash, your odds are about as good as winning the lotto. The chances of you winning the lotto are low, but somebody wins the lotto every day. Don't let it be you.
Im trying to work out the best way scale my site, and i have a question on how mssql will scale.
The way the table currently is:
cache_id - int - identifier
cache_name - nvchar 256 - Used for lookup along with event_id
cache_event_id - int - Basicly a way of grouping
cache_creation_date - datetime
cache_data - varbinary(MAX) - Data size will be from 2k to 5k
The data stored is a byte array, thats basically a cached instance (compressed) of a page on my site.
The different ways i see storing i see are:
1) 1 large table, it would contain tens millions of records and easily become several gigabytes in size.
2) Multiple tables to contain the data above, meaning each table would 200k to a million records.
The data will be used from this table to show web pages, so anything over 200ms to get a record is bad in my eyes ( I know some ppl think 1-2 seconds page load is ok, but i think thats slow and want to do my best to keep it lower).
So it boils down to, what is it that slows down the SQL server?
Is it the size of the table ( disk space )
Is the the number of rows
At what point does it stop becoming cost effective to use multiple database servers?
If its close to impossible to predict these things, il accept that as a reply to. Im not a DBA, and im basically trying to design my DB so i dont have to redesign it later when its it contains huge amount of data.
So it boils down to, what is it that slows down the SQL server?
Is it the size of the table ( disk space )
Is the the number of rows
At what point does it stop becoming cost effective to use multiple
database servers?
This is all a 'rule of thumb' view;
Load (and therefore to a considerable extent performance) of a DB is largely a factor of 2 issues data volumes and transaction load, with IMHO the second generally being more relevant.
With regards the data volume one can hold many gigabytes of data and get acceptable access times by way of Normalising, Indexing, Partitioning, Fast IO systems, appropriate buffer cache sizes, etc. Many of these, e.g. Normalisation are the issues that one considers at DB design time, others during system tuning, e.g. additional/less indexes, buffer cache size.
The transactional load is largely a factor of code design and total number of users. Code design includes factors like getting transaction size right (small and fast is the general goal, but like most things it is possible to take it to far and have transactions that are too small to retain integrity or so small as to in itself add load).
When scaling I advise first scale up (bigger, faster server) then out (multiple servers). The admin issues of a multiple server instance are significant and I suggest only worth considering for a site with OS, Network and DBA skills and processes to match.
Normalize and index.
How, we can't tell you, because you haven't told use what your table is trying to model or how you're trying to use it.
1 million rows is not at all uncommon. Again, we can't tell you much in the absence of context only you can, but don't, provide.
The only possible answer is to set it up, and be prepared for a long iterative process of learning things only you will know because only you will live in your domain. Any technical advice you see here will be naive and insufficiently informed until you have some practical experience to share.
Test every single one of your guesses, compare the results, and see what works. And keep looking for more testable ideas. (And don't be afraid to back out changes that end up not helping. It's a basic requirement to have any hope of sustained simplicity.)
And embrace the fact that your database design will evolve. It's not as fearsome as your comment suggests you think it is. It's much easier to change a database than the software that goes around it.