Azure Data Explorer vs Kdb
A detailed comparison
Compare Azure Data Explorer and Kdb for time series and OLAP workloads
Learn About Time Series DatabasesChoosing the right database is a critical choice when building any software application. All databases have different strengths and weaknesses when it comes to performance, so deciding which database has the most benefits and the most minor downsides for your specific use case and data model is an important decision. Below you will find an overview of the key concepts, architecture, features, use cases, and pricing models of Azure Data Explorer and Kdb so you can quickly see how they compare against each other.
The primary purpose of this article is to compare how Azure Data Explorer and Kdb perform for workloads involving time series data, not for all possible use cases. Time series data typically presents a unique challenge in terms of database performance. This is due to the high volume of data being written and the query patterns to access that data. This article doesn’t intend to make the case for which database is better; it simply provides an overview of each database so you can make an informed decision.
Azure Data Explorer vs Kdb Breakdown
 |
 |
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| Database Model | Columnar database |
Time series and columnar database |
| Architecture | ADX can be deployed in the Azure cloud as a managed service and is easily integrated with other Azure services and tools for seamless data processing and analytics. |
Kdb can be deployed on-premises, in the cloud, or as a hybrid solution. |
| License | Closed source |
Closed source |
| Use Cases | Log and telemetry data analysis, real-time analytics, security and compliance analysis, IoT data processing |
High-frequency trading, financial services, market data analysis, IoT, real-time analytics |
| Scalability | Highly scalable with support for horizontal scaling, sharding, and partitioning |
Highly scalable with multi-threading and multi-node support, suitable for large-scale data processing |
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Azure Data Explorer Overview
Azure Data Explorer is a cloud-based, fully managed, big data analytics platform offered as part of the Microsoft Azure platform. It was announced by Microsoft in 2018 and is available as a PaaS offering. Azure Data Explorer provides high-performance capabilities for ingesting and querying telemetry, logs, and time series data.
Kdb Overview
kdb+ is a high-performance columnar, time series database developed by Kx Systems. Released in 2003, kdb+ is designed to efficiently manage large volumes of data, with a primary focus on financial data, such as stock market trades and quotes. It is built on the principles of the q programming language, which is a descendant of APL and K. The database is known for its speed, scalability, and ability to process both real-time and historical data.
Azure Data Explorer for Time Series Data
Azure Data Explorer is well-suited for handling time series data. Its high-performance capabilities and ability to ingest large volumes of data make it suitable for analyzing and querying time series data in near real-time. With its advanced query operators, such as calculated columns, searching and filtering on rows, group by-aggregates, and joins, Azure Data Explorer enables efficient analysis of time series data. Its scalable architecture and distributed nature ensure that it can handle the velocity and volume requirements of time series data effectively.
Kdb for Time Series Data
kdb+ is designed to store time series data, making it a natural fit for applications that require high-speed querying and analysis of large volumes of data. Its columnar storage format allows for efficient compression and retrieval of time series data, while its q language provides a powerful and expressive means to manipulate and analyze the data. kdb+ is especially strong for financial data, though it can be used for other types of time series data as well.
Azure Data Explorer Key Concepts
- Relational Data Model: Azure Data Explorer is a distributed database based on relational database management systems. It supports entities such as databases, tables, functions, and columns. Unlike traditional RDBMS, Azure Data Explorer does not enforce constraints like key uniqueness, primary keys, or foreign keys. Instead, the necessary relationships are established at query time.
- Kusto Query Language (KQL): Azure Data Explorer uses KQL, a powerful and expressive query language, to enable users to explore and analyze their data with ease.
- Extents: In Azure Data Explorer, data is organized into units called extents, which are immutable, compressed sets of records that can be efficiently stored and queried.
Kdb Key Concepts
- q language: A high-level, domain-specific programming language used for querying and manipulating data in kdb+. It combines SQL-like syntax with a functional programming style.
- Columnar storage: kdb+ stores data in columns, rather than rows, which allows for faster querying and analysis of time series data.
- Tables: kdb+ stores data in tables, which are similar to relational tables, but with a focus on columnar storage and time series data.
- Splayed tables: A table storage format where each column is stored in a separate file, further enhancing query performance.
Azure Data Explorer Architecture
Azure Data Explorer is built on a cloud-native, distributed architecture that supports both NoSQL and SQL-like querying capabilities. It is a columnar storage-based database that leverages compressed, immutable data extents for efficient storage and retrieval. The core components of Azure Data Explorer’s architecture include the Control Plane, Data Management, and Query Processing. The Control Plane is responsible for managing resources and metadata, while the Data Management component handles data ingestion and organization. Query Processing is responsible for executing queries and returning results to users.
Kdb Architecture
kdb+ is a columnar, time series database that employs a custom data model tailored for efficient storage and querying of time series data. It does not use traditional SQL, but instead relies on the q language for querying and data manipulation. The architecture of kdb+ is designed for both in-memory and on-disk storage, with the ability to scale horizontally across multiple machines. The primary components of kdb+ are the database engine, the q language interpreter, and the built-in web server.
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Azure Data Explorer Features
High-performance data ingestion
Azure Data Explorer can ingest data at a rate of 200 MB per second per node, offering fast and efficient data ingestion capabilities.
Data visualization
Azure Data Explorer integrates seamlessly with popular data visualization tools like Power BI, Grafana, and Jupyter Notebooks, allowing users to easily visualize and analyze their data.
Advanced analytics
The Kusto Query Language (KQL) supports advanced analytics features such as time series analysis, pattern recognition, and anomaly detection, enabling users to gain deeper insights from their data.
Flexible schema
Unlike traditional relational databases, Azure Data Explorer does not enforce constraints like key uniqueness, primary keys, or foreign keys. This flexibility allows for dynamic schema changes and the ability to handle semi-structured and unstructured data.
Kdb Features
High performance
kdb+ is known for its speed and performance, with its columnar storage format and q language allowing for rapid querying and analysis of time series data.
Scalability
kdb+ is designed to scale horizontally, making it suitable for handling large volumes of data across multiple machines.
q language
The q language is a powerful, expressive, and high-level language used for querying and manipulating data in kdb+. It combines SQL-like syntax with a functional programming style.
Azure Data Explorer Use Cases
Log analytics
Azure Data Explorer is commonly used for log analytics, where it can ingest, store, and analyze large volumes of log data generated by applications, servers, and infrastructure. Organizations can use Azure Data Explorer to monitor application performance, troubleshoot issues, detect anomalies, and gain insights into user behavior. The ability to analyze log data in near real-time enables proactive issue resolution and improved operational efficiency.
Telemetry analytics
Azure Data Explorer is well-suited for telemetry analytics, where it can process and analyze data generated by IoT devices, sensors, and applications. Organizations can use Azure Data Explorer to monitor device health, optimize resource utilization, and detect anomalies in telemetry data. The platform’s scalability and high-performance capabilities make it ideal for handling the large volumes of data generated by IoT devices.
Time series analysis
Azure Data Explorer is used for time series analysis, where it can ingest and analyze time-stamped data points collected over time. This use case is applicable in various industries, including finance, healthcare, manufacturing, and energy. Organizations can use Azure Data Explorer to analyze trends, detect patterns, and forecast future events based on historical time series data. The platform’s advanced query operators and real-time analysis capabilities enable organizations to derive valuable insights from time series data.
Kdb Use Cases
Financial data analysis
kdb+ is widely used in the financial industry for the storage and analysis of stock market trades, quotes, and other time series financial data.
High-frequency trading
kdb+ is a popular choice for high-frequency trading applications due to its high performance and ability to handle large volumes of real-time data.
IoT and sensor data
kdb+ can be used to store and analyze large volumes of time series data generated by IoT devices and sensors, though its primary focus remains on financial data.
Azure Data Explorer Pricing Model
Azure Data Explorer’s pricing model is based on a pay-as-you-go approach, where customers are billed based on their usage of the service. The pricing is determined by factors such as the amount of data ingested, the amount of data stored, and the number of queries executed. Additionally, customers can choose between different pricing tiers that offer varying levels of performance and features. Azure Data Explorer also provides options for reserved capacity, which allows customers to reserve resources for a fixed period of time at a discounted rate.
Kdb Pricing Model
kdb+ is a commercial product, with pricing depending on the deployment model and the number of cores or servers used. Kx Systems offers a free 32-bit version of kdb+ for non-commercial use, with limitations on the amount of memory that can be used. For commercial deployments and full-featured versions, users must contact Kx Systems for pricing details.
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