QuestDB – Review 2023
Our latest product Pulse is for displaying real-time interactive data direct from any database. To get most benefit, the underlying databases need to be fast (<200ms queries). For our purposes databases fall into 2 categories:
- Really really fast, can handle queries every 200ms or less and seamlessly show data scrolling in
- All Other Databases. The 95%+.
It’s very exciting when we find a new database that meets that speed requirement. I went to the website, downloaded QuestDB and ran it. Coming from kdb+ imagine my excitement at seeing this UI:
Good News:
- A very tiny download (7MB .jar file)
- There’s a free open source version
- They are focussed on time-series queries
- Did I mention it’s fast
I wanted to take it for a spin and to test the full ingestion->store->query cycle. So I decided to prototype a crypto dashboard. Consume data from various exchanges and produce a dashboard of latest prices, trades and a nice bid/ask graph as shown below.
Good Points
- It simply worked.
- QuestDB chose to be PostgreSQL wire and query compatible. A great technical choice as:
- It will work with many tools including Pulse without complication
- Many people already know SQL. I’ve been teaching q/kdb for years and when people learn it, you can use it for absolutely amazing things that standard SQL is terrible at. However most people do not reach that level of expertise. By using standard SQL more people can reuse their existing knowledge.
- They then added Time-series specific extensions ontop for querying, including:
- “Latest on” – that’s equivalent to kdbs “last by”. It’s used to generate the “latest prices” table in the dashboard with a 1/5/15 minute lag.
- ASOF Joins
- QuestDB can automatically create tables when you first send data, there’s no need to send “Create Table …”. This was useful when I was tweaking the data layout from the crypto feeds.
- At parts my SQL was rusty and I asked for help on their slack channel. Within an hour I got helpful responses to both questions.
Within a very short time, I managed to get the database populated and the dashboard live running. This is the first in a long time that a database has gotten me excited. It seems these guys are trying to solve the same user problems and ideas that I’ve seen everywhere. There were however some significant feature gaps.
Feature Gaps
- No nested arrays. If I want to store bid/asks, I can only currently do it with columns bid1/bid2/bid3, no arbitrary length arrays.
- Very limited window analytics. Other than “LATEST ON” QuestDB won’t let me perform analysis within that time window or within arrays in general.
- I really missed my
`time xasc (uj/)(table1;table2)pattern for combining multiple tables into one. For the graph I had to use a lengthy SQL UNION.
In general kdb+ has array types and amazingly lets you use all the same functions that work on columns on nested structures. I missed that power. - No security on connections. It seems security integration will be an enterprise feature.
Open Source Alternative to kdb+ ?
Overall I would say not yet but they seem to be aiming at a similar market and they are moving fast.
In fact, if you look at their architecture on the right, it’s obvious some of their team have used kdb+. Data is partitioned on date, with a separate folder per table and a column per file. Data is mapped in when read and appended when new data arrives.
In some ways this architecture predates kdb+ and originates from APL. It’s good to see new entrants like QuestDB and apache arrow pick up these ideas, make them their own and take them to new heights. I think kdb+ and q are excellent, I was always frustrated that it has remained niche while inferior technical solutions became massively popular, if QuestDB can take time-series databases and good technical ideas to new audiences, I wish them the best of luck!
Please leave any of your thoughts or comments below as I would love to hear what others think.
If you want to see how to setup QuestDB and a crypto dashboard yourself, we have a video tutorial:
