Kdb vs Rockset
A detailed comparison
Compare Kdb and Rockset 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 Kdb and Rockset so you can quickly see how they compare against each other.
The primary purpose of this article is to compare how Kdb and Rockset 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 vs Rockset Breakdown
Database Model | Time series and columnar database |
Real time database |
Architecture | Kdb can be deployed on-premises, in the cloud, or as a hybrid solution. |
Rockset is a real-time analytics database built for modern cloud applications, designed to enable developers to create real-time, event-driven applications and run complex queries on structured, semi-structured, and unstructured data with low-latency. Rockset uses a cloud-native, distributed architecture that separates storage and compute, allowing for horizontal scalability and efficient resource utilization. Data is automatically indexed and served by a distributed, auto-scaled set of query processing nodes. |
License | Closed source |
Closed source |
Use Cases | High-frequency trading, financial services, market data analysis, IoT, real-time analytics |
Real-time analytics, event-driven applications, search and aggregations, personalized user experiences, IoT data analysis |
Scalability | Highly scalable with multi-threading and multi-node support, suitable for large-scale data processing |
Horizontally scalable with distributed storage and compute |
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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.
Rockset Overview
Rockset is a real-time indexing database designed for fast, efficient querying of structured and semi-structured data. Founded in 2016 by former Facebook engineers, Rockset aims to provide a serverless search and analytics solution that enables users to build powerful applications and data-driven products without the complexities of traditional database management.
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.
Rockset for Time Series Data
Rockset’s real-time indexing and low-latency querying capabilities make it an excellent choice for time series data analysis. Its schemaless ingestion and support for complex data types enable effortless handling of time series data, while its Converged Index ensures efficient querying of both historical and real-time data. Rockset is particularly suitable for applications that demand real-time analytics, such as IoT monitoring and anomaly detection.
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.
Rockset Key Concepts
- Converged Index: Rockset uses a unique indexing approach that combines both an inverted index and a columnar index, allowing the database to optimize for both search and analytics use cases.
- Schemaless Ingestion: Rockset automatically infers schema on ingestion, making it easy to work with semi-structured data formats like JSON.
- Virtual Instances: Rockset uses the concept of virtual instances to provide isolation and resource allocation to different workloads, ensuring predictable performance.
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.
Rockset Architecture
Rockset uses a cloud-native, serverless architecture that is built on top of a distributed, shared-nothing system. It is a NoSQL database, which allows for greater flexibility and scalability compared to traditional relational databases. The core components of Rockset’s architecture include the Ingestion Service, Storage Service, and Query Service. The Ingestion Service is responsible for ingesting data from various sources, while the Storage Service maintains the Converged Index. The Query Service processes queries and provides APIs for developers to interact with the database.
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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.
Rockset Features
Serverless Scaling
Rockset automatically scales resources based on the workload, which means users don’t need to manage any infrastructure or capacity planning. ### Full-Text Search Rockset’s Converged Index supports full-text search, making it an ideal choice for applications that require advanced search capabilities. ### Integration with BI tools Rockset provides native integrations with popular business intelligence (BI) tools like Tableau, Looker, and Redash, allowing users to visualize and analyze their data without any additional setup.
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.
Rockset Use Cases
Real-Time Analytics
Rockset’s low-latency querying and real-time ingestion capabilities make it ideal for building real-time analytics dashboards for applications like IoT monitoring, social media analysis, and log analytics.
Full-Text Search
With its Converged Index and support for advanced search features, Rockset is an excellent choice for building full-text search applications, such as product catalogs or document search systems.
Machine Learning
Rockset’s ability to ingest and query large-scale, semi-structured data in real-time makes it a suitable choice for machine learning applications.
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.
Rockset Pricing Model
Rockset offers a usage-based pricing model that charges customers for the amount of data ingested, the number of virtual instances, and the volume of queries executed. The pricing model is designed to be transparent and flexible, allowing users to only pay for the resources they consume. Rockset also provides a free tier with limited resources for developers to explore the platform. Users can choose between on-demand and reserved instances, depending on their needs.
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