Kdb vs MongoDB

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 Kdb and MongoDB so you can quickly see how they compare against each other.

The primary purpose of this article is to compare how Kdb and MongoDB 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.

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.

MongoDB Overview

MongoDB is a popular, open-source NoSQL database launched in 2009. Designed to handle large volumes of unstructured and semi-structured data, MongoDB offers a flexible, schema-less data model, horizontal scalability, and high performance. Its ease of use, JSON-based document storage, and support for a wide range of programming languages have contributed to its widespread adoption across various industries and applications.

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.

MongoDB for Time Series Data

Although MongoDB is a general-purpose NoSQL database, it can be used for storing and processing time series data. The flexible data model of MongoDB allows for easy adaptation to the evolving structure of time series data, such as the addition of new metrics or the modification of existing ones. MongoDB provides built-in support for time-to-live (TTL) indexes, which automatically expire old data after a specified time period, making it suitable for managing large volumes of time series data with a limited storage capacity. MongoDB has also recently added a custom columnar storage engine and time series collection for time series use cases, meant to improve performance over the default MongoDB storage engine in terms of data compression and query performance.

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.

MongoDB Key Concepts

Some key terminology and concepts specific to MongoDB include:

• Database: A MongoDB database is a container for collections, which are groups of related documents.
• Collection: A collection in MongoDB is analogous to a table in relational databases, holding a set of documents.
• Document: A document in MongoDB is a single record, stored in a JSON-like format called BSON (Binary JSON). Documents within a collection can have different structures.
• Field: A field is a key-value pair within a document, similar to an attribute or column in a relational database.
• Index: An index in MongoDB is a data structure that improves the query performance on specific fields within a collection.

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.

MongoDB Architecture

MongoDB’s architecture is centered around its flexible, document-based data model. As a NoSQL database, MongoDB supports a schema-less structure, which allows for the storage and querying of diverse data types, such as nested arrays and documents. MongoDB can be deployed as a standalone server, a replica set, or a sharded cluster. Replica sets provide high availability through automatic failover and data redundancy, while sharded clusters enable horizontal scaling and load balancing by distributing data across multiple servers based on a shard key.