Suppose there are two types of messages, QUOTE and TRADE. Both have different fields. For example TRADE has only a single price. QUOTE has both a bid and ask price. I want process messages in time order to do something like the following:
if (QUOTE) {
...
}
if (TRADE) {
...
}
My problem is the two messages are in different formats so I can't get them into the same database table. If I can't get them into the same database table how do I process sequentially? Any ideas for a suitable design?
The answer depends entirely on what you're doing and on where your app plugs into the data streams.
At one extreme, you might merely be answering customer quotes that you're pulling from an API, and basically implementing a cache. In this case two tables are fine.
At the other extreme, you might be monitoring real-time quotes for a high frequency trading platform, in which case the throughput will probably rule out using a database at all (things built around lisp, such as allegrograph, might be more appropriate), except to periodically collect aggregate statistics.
The short answer is, 'not really' For stock market and other time series data a key value store like Berkley DB or Mongo is pretty good. Also, a data format like NetCDF (http://en.wikipedia.org/wiki/NetCDF) will likely serve you better in the long run. It also depends on what kind of access you want and how much time you want to store.
You didn't indicate what you were doing with the data, which should inform your choices of storage more than anything. For example, a high-speed trading application will have different storage tradeoffs than a historical batch processing system (where Hadoop + NetCDF would be great). YMMV
Kdb+/q
Is a very good option for tick data. Used by major banks.
here is the info about that.
You can install a trail version and play with it.
Related
I know that ETL stands for Extract, Transform and Load data into a new target database. But in what scope does it still count as ETL? For example, if i want to move a contact database with 7000 records into a CRM software, does this process count as ETL as well?
ETL stands for Extract, Transform, Load stages for the data. Extract from a data source, TRANSFORM the extracted data and LOAD into target data source.
Whenever you do EXTRACT in one place and LOAD in another place, your process still comes into ETL. ETL may not involve TRANSFORM in every scenario, where it is straight forward data load. Most of the scenarios, there will be TRANSFORM to the data to suit the target environment/schema.
To answer your question, yes. your loading of records fall under the purview of ETL. But, in your case, it is not having TRANSFORM stage.
As stated by Venkataraman R, you don't have a transform stage that is why your job can't really be considered ETL.
Normally the transform portion would include some sort of data mapping (EG. standardize country codes or extract country codes USA -> US; TUR -> TR). Aside from lots of lookup verification and mapping you would do some general cleaning like removal of bad data, proper formatting like title caps, reworking of keys in the case of data warehouse). You can also do imputation, binning and normalization in the case of preparation of machine learning training. But i think the most important one would be removal of duplicates as it can cause issues regarding aggregation.
It is also considered transformation if you derive a new set of data from your existing data into aggregate form. This means that you have somehow group your data together (SUM/AVG/MAX) so that when a tool uses the data, it would no longer need to perform the aggregation themselves minimizing the computational and bandwidth requirements.
I think it's interesting that, since this question was asked, a whole new set of tools has emerged that call themselves "Reverse ETL" and they sync data in the direction you are talking about: from the database/warehouse into things like CRM systems. For example, out of Postgres and into Salesforce or Marketo.
The "Reverse" piece seems to be a acknowledgement that this is going in the opposite direction as ETL usually went in historically.
I was exposed to the world of tables and data structures in R before the RDBMS systems and other database systems. It is quite elegant in R/Python to create tables and lists from stuctured data (.csv or other formats) and then do data manipulations programmatically.
Last year, I attended a course in Database management and learnt all about structured and unstructured databases. I also noticed that it is the norm to feed data from multiple sources of data into databases rather than directly use them in R (for convenience and discipline?).
For research purposes, R seems to suffice, for joining, appending or even complicated data manipulations.
The questions that keeps arising is:
When to use R directly by using commands such as read.csv, when to use R by creating database and querying from tables using the R-SQL interface?
For instance, if I have a multi-source data, like (a) Person level information (age, gender, smoking habits), (b) Outcome variables (such as surveys taken by them in real time), (c) Covariate information (environment characteristics), (d) Treatment input (occurrence of an event that modifies the outcome - survey response) (d) Time and space information of participants taking survey
How to approach the data collection and processing in this case. There may be standard industry procedures, but I put this question forward here, to understand list of feasible and optimal approaches that individuals and small group of researchers can adopt.
What you're describing when you say "that it is the norm to feed data from multiple sources of data into databases" sounds more specifically like a data warehouse. Databases are used for many reasons, and in plenty of situations they will hold data from one source - for instance, a database used as the data store of a transactional system will often only hold the data needed to run that system, and the data produced by that system.
The process you're describing is commonly called Extract, Transform, Load (ETL), and you might find looking up information about ETL and data warehousing helpful if you decide to go in the direction of combining your data prior to working with it in R.
I can't tell you which you should choose, or the optimal way of accomplishing it, because it will vary in different situations and might even come down to opinion. What I can tell you are some of the reasons why people create data warehouses, and you can decide for yourself whether it might be useful in your situation:
A data warehouse can provide a central location to hold combined data. This means that people do not need to combine the data themselves each time they need to use that specific combination of data. Unlike something like a simple one-off report or extract of combined data, it should provide some flexibility, letting people obtain the combined set of data they need for a specific task. Very often, in enterprise situations, multiple things are then be run on top of the same combined set of data - multidimensional data analysis tools (cubes), reports, data mining, etc.
Some of the benefits of this might include:
Individuals saving time when they otherwise would have needed to combine the data themselves.
If the data which needs to be combined is complex, or some people do not have proficiency at handling that part of the process, then there is less risk of data being combined incorrectly; you can be sure that different pieces of work have used the same source data.
If the data suffers from data quality issues, you resolve this once in the data warehouse, rather than working around it or resolving it repeatedly in code.
If new data is constantly being received, collection and integration of this into the data warehouse can be carried out automatically.
Like I say, I can't decide for you whether this is a useful direction or not - as with any decision of this kind you'll need to weigh up the costs of implementing such a solution against the benefits, and both will be specific to your individual case. But hopefully this answers your core question of why someone might choose to do this work in a database instead of in their code, and gives you a starting point to work from.
I'm designing a PostgreSQL database that takes in readings from many sensor sources. I've done a lot of research into the design and I'm looking for some fresh input to help get me out of a rut here.
To be clear, I am not looking for help describing the sources of data or any related metadata. I am specifically trying to figure out how to best store data values (eventually of various types).
The basic structure of the data coming in is as follows:
For each data logging device, there are several channels.
For each channel, the logger reads data and attaches it to a record with a timestamp
Different channels may have different data types, but generally a float4 will suffice.
Users should (through database functions) be able to add different value types, but this concern is secondary.
Loggers and channels will also be added through functions.
The distinguishing characteristic of this data layout is that I've got many channels associating data points to a single record with a timestamp and index number.
Now, to describe the data volume and common access patterns:
Data will be coming in for about 5 loggers, each with 48 channels, for every minute.
The total data volume in this case will be 345,600 readings per day, 126 million per year, and this data needs to be continually read for the next 10 years at least.
More loggers & channels will be added in the future, possibly from physically different types of devices but hopefully with similar storage representation.
Common access will include querying similar channel types across all loggers and joining across logger timestamps. For example, get channel1 from logger1, channel4 from logger2, and do a full outer join on logger1.time = logger2.time.
I should also mention that each logger timestamp is something that is subject to change due to time adjustment, and will be described in a different table showing the server's time reading, the logger's time reading, transmission latency, clock adjustment, and resulting adjusted clock value. This will happen for a set of logger records/timestamps depending on retrieval. This is my motivation for RecordTable below but otherwise isn't of much concern for now as long as I can reference a (logger, time, record) row from somewhere that will change the timestamps for associated data.
I have considered quite a few schema options, the most simple resembling a hybrid EAV approach where the table itself describes the attribute, since most attributes will just be a real value called "value". Here's a basic layout:
RecordTable DataValueTable
---------- --------------
[PK] id <-- [FK] record_id
[FK] logger_id [FK] channel_id
record_number value
logger_time
Considering that logger_id, record_number, and logger_time are unique, I suppose I am making use of surrogate keys here but hopefully my justification of saving space is meaningful here. I have also considered adding a PK id to DataValueTable (rather than the PK being record_id and channel_id) in order to reference data values from other tables, but I am trying to resist the urge to make this model "too flexible" for now. I do, however, want to start getting data flowing soon and not have to change this part when extra features or differently-structured-data need to be added later.
At first, I was creating record tables for each logger and then value tables for each channel and describing them elsewhere (in one place), with views to connect them all, but that just felt "wrong" because I was repeating the same thing so many times. I guess I'm trying to find a happy medium between too many tables and too many rows, but partitioning the bigger data (DataValueTable) seems strange because I'd most likely be partitioning on channel_id, so each partition would have the same value for every row. Also, partitioning in that regard would require a bit of work in re-defining the check conditions in the main table every time a channel is added. Partitioning by date is only applicable to the RecordTable, which isn't really necessary considering how relatively small it will be (7200 rows per day with the 5 loggers).
I also considered using the above with partial indexes on channel_id since DataValueTable will grow very large but the set of channel ids will remain small-ish, but I am really not certain that this will scale well after many years. I have done some basic testing with mock data and the performance is only so-so, and I want it to remain exceptional as data volume grows. Also, some express concern with vacuuming and analyzing a large table, and dealing with a large number of indexes (up to 250 in this case).
On a very small side note, I will also be tracking changes to this data and allowing for annotations (e.g. a bird crapped on the sensor, so these values were adjusted/marked etc), so keep that in the back of your mind when considering the design here but it is a separate concern for now.
Some background on my experience/technical level, if it helps to see where I'm coming from: I am a CS PhD student, and I work with data/databases on a regular basis as part of my research. However, my practical experience in designing a robust database for clients (this is part of a business) that has exceptional longevity and flexible data representation is somewhat limited. I think my main problem now is I am considering all the angles of approach to this problem instead of focusing on getting it done, and I don't see a "right" solution in front of me at all.
So In conclusion, I guess these are my primary queries for you: if you've done something like this, what has worked for you? What are the benefits/drawbacks I'm not seeing of the various designs I've proposed here? How might you design something like this, given these parameters and access patterns?
I'll be happy to provide clarification/details where needed, and thanks in advance for being awesome.
It is no problem at all to provide all this in a Relational database. PostgreSQL is not enterprise class, but it is certainly one of the better freeware SQLs.
To be clear, I am not looking for help describing the sources of data or any related metadata. I am specifically trying to figure out how to best store data values (eventually of various types).
That is your biggest obstacle. Contrary to program design, which allows decomposition and isolated analysis/design of components, databases need to be designed as a single unit. Normalisation and other design techniques need to consider both the whole, and the component in context. The data, the descriptions, the metadata have to be evaluated together, not as separate parts.
Second, when you start off with surrogate keys, implying that you know the data, and how it relates to other data, it prevents you from genuine modelling of the data.
I have answered a very similar set of questions, coincidentally re very similar data. If you could read those answers first, it would save us both a lot of typing time on your question/answer.
Answer One/ID Obstacle
Answer Two/Main
Answer Three/Historical
I did something like this with seismic data for a petroleum exploration company.
My suggestion would be to store the meta-data in a database, and keep the sensor data in flat files, whatever that means for your computer's operating system.
You would have to write your own access routines if you want to modify the sensor data. Actually, you should never modify the sensor data. You should make a copy of the sensor data with the modifications so that you can show later what changes were made to the sensor data.
I have implicitly made this a community wiki seeing that the answers can be quite broad.
I'm working with a start-up company to accomplish the following goal.
In a medical research, a patient medical record can have infinite amount of data regarding a patient for a specific diagnosis, e.g. a smoker has a higher chance of catching lung cancer but that doesn't necessarily mean that a non-smoker can catch lung cancer. My goal is to create/use a database model that can deal with such parameters.
Now, I also have to come up with ways to data mine these parametrized data to create statistical data e.g. see the trends on all 40 year old female who suffered from lung cancer. That report can be generic, (graph, tabular, etc.) where doctors can see trends or analyse possible solutions that can work....
My questions are:
1) Which Database systems allows for parametrized backend storage (e.g. Cassandra) that can easily be used in java, and is very efficient in data retrieval, linkage, etc. We are dealing with high amount of patient records per states.
2) What algorithms or AI techniques can I use for data mining? Is there any mining techniques out there that can help me do this?
PS How does Google Analytics deal with parametrised data?
PPS A parametrized data is data which has a key, and data where data can be value, another key-value pair, a list of value, a set of parametrized data (organized, unorganized)
I'm looking forward for suggestive answers! :-D
I'll try to answer your first question only.
Cassandra is a key-value datastore (in your case parametrized). If you use Cassandra, you need higher computation time to derive complex reports. The reason being - it stores data in raw format. Cassandra like NOSQL databases are good if you want to scale very very big. They are eventually consistent and compromise on data replication and latency.
In your case as a patient can have data in infinitely any form, try to fit the model of a Triple Store (Semantic Web frameworks like Jena, OpenSesame, etc). They allow you to have a lousy data structures and can be molded at runtime. Also, their querying engines (SPARQL, SeRQL) give you more power than NOSQL stores (like Cassandra), but these querying capabilities are obviously lesser than RDBMS.
For this question, this is how we have implemented this.
We created a keyspace called medical and a supercolumn family called patient.
under the supercolumn family, we have a general supercolumn which basically store the patient details, and another supercolumn called operation to keep recording of the user occupation.
Don't forget that the general supercolumn keeps record of the patient as he/she comes to the doctor. That way, we know exactly the patient's exact condition before, during and after operation.
I know some data can be duplicates, but no supercolumns can be identical as there is no way that you can have exactly 2 different patient of identical attributes and sickness.
So basically, Cassandra allows 3 layers of abstraction, Keyspace, Column/Supercolumn family, Column/Supercolumn.
Hope this can help somebody.
Recently I’ve found myself in a database tangle where management wants the ability to remove data from the database, but still wants that data to appear in other places. Example: They want to remove all instances of the product whizbang, but they still want whizbang to appear in sales reports. (if they ran one for a previous date).
Now I can add a field, say is_deleted, that will track whether that product has been deleted and thus still keep all my references, but over a period of time, I have the potential of housing a lot of dead data. (data that is never accessed again). How to handle this is not my question.
I’m curious to find out, in your experience what is the average life span of data? That is, on average how long is data alive or good for before it gets either replaced or deleted? I understand that this is relative to the type of data you are housing, but certainly all data has some sort of life span?
Data lives forever...or often it should. One common practice is to have end and/or start dates for a record. So for your whizbang, you have a start date (so that it won't appear on sales reports before it's official launch), and an end date (so that it drops off of reports after it's been end-of-lifed). Using the proper dates as criteria for your reporting as well as your applications, you won't see the whizbang except for when you should, and the data still exists (which it should, theoretically infinitely).
As Koistya Navin mentions, moving data to a data warehouse at a certain point is also an option, but this depends in large part on how large your 'old' data is, and how long you need to keep it readily available for access.
Many of our customers keep data online for 2 years. After that it's moved to backup disks, but it can be put online if needed.
Consider adding a column "expiration" or "effective date". This will allow you mark a product as obsolete, but reports will return that product if the time range is satisfied.
Usually it's better to move such data into seporate database (database warehouse) and keep working database clean. At data warehouse your data can be kept for many years without impacting your application.
Reference: Data Warehouse at Wikipedia
I've always gone by what is the ruling body looking for. Example the IRS wants you to keep 7 years of history or for security reasons we keep 3 years of log information, etc. So I guess you could do 2 things, determine what the life span of your data is I would say 3 years would be enough and then you could add the is_deleted flag along with a date that way you would be able to flag some data to delete sooner than later.
Yes, all data has a lifespan. And yes, it is relative to the type of data you have.
Some data has a lifespan measured in seconds (authentication tokens, for instance), some other data virtual eternity (more than the medium and formats it is stored into, like for instance ownership records).
You will have to either be more specific as to the type of data you are envisioning, or do a census in your own organization as to the usual lifespan of stuff.
Our particular flavor varies. We have some data (a vast majority) which goes stale after 3 months (hard product limit) but can be revived at any later date.
We have other data that is effectively immortal.
In practice, most of the data we serve up is fresh and frequently requested for a few weeks, at most a month, before falling to sporadic use.
How much is "a lot of dead data"?
With processing power and data storage so cheap, I wouldn't purge old data unless there's a really good reason to. You also need to consider the legal implications. Large (and even small) companies may have incredibly long retention policies for old data, to save themselves millions down the road when they are subpoenaed for it by a judge.
I would check with whatever legal department you have and find out how long the data needs to be stored. That's the safest bet.
Also, ask yourself what the benefit of removing the old data is. Is the only benefit a tidier database? If so, I wouldn't do it. Are you going to see a 10X performance increase? If so, I'd do it. This really is a complex question though, and it's tough for us to have all the information required to give you good advice.
I have a few projects where the customer wants all the historical data (going back over 19 years). Quite a bit of the really old data is malformed and is going to be a nightmare to import into the new system. We convinced them that they won't need records going back any further than 10 years, but like you said it's all relative to the type of data you're housing.
On a side note, data storage is extremely cheap right now, and if it isn't affecting the performance of your application, I would just leave it where it is.
[...] but certainly all data has some sort of life span?
Not any kind of life span we can talk about meaningfully. A lot of data is useless as soon as it's created or recorded. Such data could be discarded immediately with no effect. On the other hand, some data has enough value that it will outlive the current system that hosts it. If Amazon were to completely replace their current infrastructure, the customer histories they have stored would still be immensely valuable.
As you said, it's relative. Each type of data has its own life span that has no relation to another type of data's life span. There's no meaningful "average life span of data".
I have the potential of housing a lot of dead data. (data that is never accessed again).
But they will when they perform those reports then they are accessing that data.
Until then you'll need to keep the data in some form. Move to another table or have a switch like you mentioned.
uh...at the risk of oversimplifying...it sounds like using DateDeleted instead of a bit would solve your how-long-to-keep issue.