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Making Sense of
Time Series Data in
MongoDB
Matan Zohar
CTO, Matrix Open Source
2
Whoami?
• Helping customers with MongoDB & Data intensive architectures for the past 3 years.
Anything from MongoDB, Kafka, Spark, Nifi, Hadoop to Docker, Kubernetes / Openshift
and the mix of them together.
• Experienced in designing and running production Data-driven, Messaging & Event-
driven architectures for more than 10 years.
• Looking constantly for new software projects to make our work life smarter and
easier.
• Loves chatting about martial arts, dogs, and philosophical thoughts.
3
Agenda
• What is time series data?
• Why MongoDB for time series?
• Time series challenges and patterns
• Querying time series data in MongoDB
• Tools of the trade
4
What is time series data?
5
Actually it’s quite simple…
• Timestamp
• value
• data tags (optional)
6
Why MongoDB?
• Flexible document model
• Transactional
• Easily horizontally scalable
• Optimized indexes
• Native analytics + reporting tools
• Mobile, On-prem, SaaS
• Massive community 30M+ downloads
7
Somebody did that?
https://www.mongodb.com/customers/bosch
8
Connected Cow
Pedometer Sensor
9
Connected Cow
10
Rich query functionality
11
Transactions are here
What is the right pattern for time series?
13
Key to successful time series app
• Writes per second?
• Read patterns?
• Read intensive?
• Data retention?
• Security requirements?
Know the
application
14
General structure of time series apps
1. Write fast
2. Aggregate
1. Load to memory
2. Optimize aggregation for query pattern
3. Save to file / store
3. Query
15
Pattern #1 : One document per data point
Tick per second
16
Pattern #2 : Time-based bucketing
Bucket per minute
17
Pattern #3 : Size-based bucketing
Update last point index
last point index
18
Bucketing impact example
1 675 678
4 608 156
7 542 468
10 475 596
28 399 78 102 127 836 177 550
-
2 000 000
4 000 000
6 000 000
8 000 000
10 000 000
12 000 000
7 14 21 28
NumofDocuments
Days
Document Count
Document per sec Document per min
19
Bucketing impact example
96,84
266,32
435,90
605,42
29,83
83,90
135,64
190,64
20,46
56,28
92,12
127,94
8,10
23,18
37,48
52,71
-
100,00
200,00
300,00
400,00
500,00
600,00
700,00
7 14 21 28
Size(MB)
Days
Collection size (storage)
Data size (per sec) Disk storage (per sec) Data size (per min) Disk storage (per min)
20
Bucketing impact example
25,37
46,66
73,95
103,03
0,40 0,91 1,37 1,86
-
20,00
40,00
60,00
80,00
100,00
120,00
7 14 21 28
Size(MB)
Days
Index Size (memory)
Document per second Document per minute
I’ve heard that LSM is just better
than that B+ tree…
22
Is LSM better than B+ tree?
• It depends if you only write and save or actually query…
• LSM is better for fast writes but bad for reads, that means you will usually do the reads elsewhere…
• B+ tree is better for reads but trades off on write performance.
LSM tree B+ tree
But I want fast writes + reads,flexibility,
and rich queries!
24
Take the best for every step of the way
Fast ingest Aggregate /
bucket
Store and query
So how will I query time series?
26
Aggregation pipeline
27
Not that complicated
SELECT cust_id, SUM(amount) AS total
FROM orders
GROUP BY cust_id
db.orders.aggregate([
{ $match: { status: “A"} } },
{ $group: { _id: "$cust_id", total: { $sum: "$amount" } }
])
SQL:
MongoDB:
See statistics on documents
Run explain on queries
Build & Debug aggregation pipeline
Add new steps to pipeline
Preview every step change in sample documents
Preview every step change in sample documents
Preview every step change in sample documents
Export to selected language
36
MongoDB connector for BI
37
MongoDB Charts (beta)
But what about heavy lifting
data science?
39
Analytics at scale with Spark connector
40
MongoDB R driver
Monitor,monitor,monitor!
42
Can you sum it up?
44
Key takeaways
• Think about your end goal (business need)
• Know your application requirements
• Choose the right pattern (bucket time / size)
• Plan for retention and cleanup
• Write intensive? Buffer with Kafka
• Use aggregation and all the tools (compass, charts, BI connector)
• Don’t forget to monitor and tune it as you go
Thank you for your
time!
open@matrix.co.il

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