Choosing 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 M3 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 M3 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 M3 Breakdown


 
Database Model

Columnar database

Time series 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.

The M3 stack can be deployed on-premises or in the cloud, using containerization technologies like Kubernetes or as a managed service on platforms like AWS or GCP

License

Closed source

Apache 2.0

Use Cases

Log and telemetry data analysis, real-time analytics, security and compliance analysis, IoT data processing

Monitoring, observability, IoT, Real-time analytics, large-scale metrics processing

Scalability

Highly scalable with support for horizontal scaling, sharding, and partitioning

Horizontally scalable, designed for high availability and large-scale deployments

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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.

M3 Overview

M3 is a distributed time series database written entirely in Go. It is designed to collect a high volume of monitoring time series data, distribute storage in a horizontally scalable manner, and efficiently leverage hardware resources. M3 was initially developed by Uber as a scalable remote storage backend for Prometheus and Graphite and later open-sourced for broader use.


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.

M3 for Time Series Data

M3 is specifically designed for time-series data. It is a distributed and scalable time-series database optimized for handling large volumes of high-resolution data points, making it an ideal solution for storing, querying, and analyzing time-series data.

M3’s architecture focuses on providing fast and efficient querying capabilities, as well as high ingestion rates, which are essential for working with time-series data. Its horizontal scalability and high availability ensure that it can handle the demands of large-scale deployments and maintain performance as data volumes grow.


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.

M3 Key Concepts

  • Time Series Compression: M3 has the ability to compress time series data, resulting in significant memory and disk savings. It uses two compression algorithms, M3TSZ and protobuf encoding, to achieve efficient data compression.
  • Sharding: M3 uses virtual shards that are assigned to physical nodes. Timeseries keys are hashed to a fixed set of virtual shards, making horizontal scaling and node management seamless.
  • Consistency Levels: M3 provides variable consistency levels for read and write operations, as well as cluster connection operations. Write consistency levels include One (success of a single node), Majority (success of the majority of nodes), and All (success of all nodes). Read consistency level is One, which corresponds to reading from a single nod


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.

M3 Architecture

M3 is designed to be horizontally scalable and handle high data throughput. It uses fileset files as the primary unit of long-term storage, storing compressed streams of time series values. These files are flushed to disk after a block time window becomes unreachable. M3 has a commit log, equivalent to the commit log or write-ahead-log in other databases, which ensures data integrity. Client Peer streaming is responsible for fetching blocks from peers for bootstrapping purposes. M3 also implements caching policies to optimize efficient reads by determining which flushed blocks are kept in memory.

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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.

M3 Features

Commit Log

M3 uses a commit log to ensure data integrity, providing durability for write operations.

Peer Streaming

M3’s client peer streaming fetches data blocks from peers for bootstrapping purposes, optimizing data retrieval and distribution.

Caching Mechanisms

M3 implements various caching policies to efficiently manage memory usage, keeping frequently accessed data blocks in memory for faster reads.


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.

M3 Use Cases

Monitoring and Observability

M3 is particularly suitable for large-scale monitoring and observability tasks, as it can store and manage massive volumes of time-series data generated by infrastructure, applications, and microservices. Organizations can use M3 to analyze, visualize, and detect anomalies in the metrics collected from various sources, enabling them to identify potential issues and optimize their systems.

IoT and Sensor Data

M3 can be used to store and process the vast amounts of time-series data generated by IoT devices and sensors. By handling data from millions of devices and sensors, M3 can provide organizations with valuable insights into the performance, usage patterns, and potential issues of their connected devices. This information can be used for optimization, predictive maintenance, and improving the overall efficiency of IoT systems.

Financial Data Analysis

Financial organizations can use M3 to store and analyze time-series data related to stocks, bonds, commodities, and other financial instruments. By providing fast and efficient querying capabilities, M3 can help analysts and traders make more informed decisions based on historical trends, current market conditions, and potential future developments.


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.

M3 Pricing Model

M3 is an open source database and can be used freely, although you will have to account for the cost of managing your infrastructure and the hardware used to run M3. Chronosphere is the co-maintainer of M3 along with Uber and also offers a hosted observability that uses M3 as the backend storage layer.