SQL often struggles when it comes to managing massive amounts of time series data, but it’s not because of the language itself. The main culprit is the architecture that SQL typically works in, namely relational databases, which quickly become inefficient because they’re not designed for analytical queries of large volumes of time series data.
Traditionally, SQL is used with relational database management systems (RDBMS) that are inherently transactional. They are structured around the concept of maintaining and updating records based on a rigid, predefined schema. For a long time, the most widespread type of database was relational, with SQL as its inseparable companion, so it’s understandable that many developers and data analysts are comfortable with it.
However, the arrival of time series data brings new challenges and complexities to the field of relational databases. Applications, sensors, and an array of devices produce a relentless stream of time series data that does not neatly fit into a fixed schema, as relational data does. This ceaseless data flow creates colossal data sets, leading to analytical workloads that demand a unique type of database. It is in these situations where developers tend to shift toward NoSQL and time series databases to handle the vast quantities of semi-structured or unstructured data generated by edge devices.
While the design of traditional SQL databases is ill-suited for handling time series, using a purpose-built time series database that accommodates SQL has offered developers a lifeline. SQL users can now utilize this familiar language to develop real-time applications, and effectively collect, store, manage, and analyze the burgeoning volumes of time series data.
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However, despite this new capability, SQL users must consider certain characteristics of time series data to avoid potential issues or challenges down the road. Below I discuss four key considerations to keep in mind when diving head-first into SQL queries of time series data.
Time series data is inherently non-relational
That means it may be necessary to reorient the way we think about using time series data. For example, an individual time series data point on its own doesn’t have much use. It is the rest of the data in the series that provides the critical context for any single datum. Therefore, users look at time series observations in groups, but individual observations are all discrete. To quickly uncover insights from this data, users need to think in terms of time and be sure to define a window of time for their queries.
Since the value of each data point is directly influenced by other data points in the sequence, time series data is increasingly used to perform real-time analytics to identify trends and patterns, allowing developers and tech leaders to make informed decisions very quickly. This is much more challenging with relational data due to the time and resources it can take to query related data from multiple tables.
