databases-timeseries

---
name: databases-timeseries
description: Time-series database implementation for metrics, IoT, financial data, and observability backends. Use when building dashboards, monitoring systems, IoT platforms, or financial applications. Covers TimescaleDB (PostgreSQL), InfluxDB, ClickHouse, QuestDB, continuous aggregates, downsampling (LTTB), and retention policies.
---

# Time-Series Databases

Implement efficient storage and querying for time-stamped data (metrics, IoT sensors, financial ticks, logs).

## Database Selection

Choose based on primary use case:

**TimescaleDB** - PostgreSQL extension
- Use when: Already on PostgreSQL, need SQL + JOINs, hybrid workloads
- Query: Standard SQL
- Scale: 100K-1M inserts/sec

**InfluxDB** - Purpose-built TSDB
- Use when: DevOps metrics, Prometheus integration, Telegraf ecosystem
- Query: InfluxQL or Flux
- Scale: 500K-1M points/sec

**ClickHouse** - Columnar analytics
- Use when: Fastest aggregations needed, analytics dashboards, log analysis
- Query: SQL
- Scale: 1M-10M inserts/sec, 100M-1B rows/sec queries

**QuestDB** - High-throughput IoT
- Use when: Highest write performance needed, financial tick data
- Query: SQL + Line Protocol
- Scale: 4M+ inserts/sec

## Core Patterns

### 1. Hypertables (TimescaleDB)

Automatic time-based partitioning:

```sql
CREATE TABLE sensor_data (
  time        TIMESTAMPTZ NOT NULL,
  sensor_id   INTEGER NOT NULL,
  temperature DOUBLE PRECISION,
  humidity    DOUBLE PRECISION
);

SELECT create_hypertable('sensor_data', 'time');
```

Benefits:
- Efficient data expiration (drop old chunks)
- Parallel query execution
- Compression on older chunks (10-20x savings)

### 2. Continuous Aggregates

Pre-computed rollups for fast dashboard queries:

```sql
-- TimescaleDB: hourly rollup
CREATE MATERIALIZED VIEW sensor_data_hourly
WITH (timescaledb.continuous) AS
SELECT time_bucket('1 hour', time) AS hour,
       sensor_id,
       AVG(temperature) AS avg_temp,
       MAX(temperature) AS max_temp,
       MIN(temperature) AS min_temp
FROM sensor_data
GROUP BY hour, sensor_id;

-- Auto-refresh policy
SELECT add_continuous_aggregate_policy('sensor_data_hourly',
  start_offset => INTERVAL '3 hours',
  end_offset => INTERVAL '1 hour',
  schedule_interval => INTERVAL '1 hour');
```

Query strategy:
- Short range (last hour): Raw data
- Medium range (last day): 1-minute rollups
- Long range (last month): 1-hour rollups
- Very long (last year): Daily rollups

### 3. Retention Policies

Automatic data expiration:

```sql
-- TimescaleDB: delete data older than 90 days
SELECT add_retention_policy('sensor_data', INTERVAL '90 days');
```

Common patterns:
- Raw data: 7-90 days
- Hourly rollups: 1-2 years
- Daily rollups: Infinite retention

### 4. Downsampling for Visualization

Use LTTB (Largest-Triangle-Three-Buckets) algorithm to reduce points for charts.

Problem: Browsers can't smoothly render 1M points
Solution: Downsample to 500-1000 points preserving visual fidelity

```sql
-- TimescaleDB toolkit LTTB
SELECT time, value
FROM lttb(
  'SELECT time, temperature FROM sensor_data WHERE sensor_id = 1',
  1000  -- target number of points
);
```

Thresholds:
- < 1,000 points: No downsampling
- 1,000-10,000 points: LTTB to 1,000 points
- 10,000+ points: LTTB to 500 points or use pre-aggregated data

## Dashboard Integration

Time-series databases are the primary data source for real-time dashboards.

Query patterns by component:

| Component | Query Pattern | Example |
|-----------|---------------|---------|
| KPI Card | Latest value | `SELECT temperature FROM sensors ORDER BY time DESC LIMIT 1` |
| Trend Chart | Time-bucketed avg | `SELECT time_bucket('5m', time), AVG(cpu) GROUP BY 1` |
| Heatmap | Multi-metric window | `SELECT hour, AVG(cpu), AVG(memory) GROUP BY hour` |
| Alert | Threshold check | `SELECT COUNT(*) WHERE cpu > 80 AND time > NOW() - '5m'` |

Data flow:
1. Ingest metrics (Prometheus, MQTT, application events)
2. Store in time-series DB with continuous aggregates
3. Apply retention policies (raw: 30d, rollups: 1y)
4. Query layer downsamples to optimal points (LTTB)
5. Frontend renders with Recharts/visx

Auto-refresh intervals:
- Critical alerts: 1-5 seconds (WebSocket)
- Operations dashboard: 10-30 seconds (polling)
- Analytics dashboard: 1-5 minutes (cached)
- Historical reports: On-demand only

## Database-Specific Details

For implementation guides, see:
- `references/timescaledb.md` - Setup, tuning, compression
- `references/influxdb.md` - InfluxQL/Flux, retention policies
- `references/clickhouse.md` - MergeTree engines, clustering
- `references/questdb.md` - Line Protocol, SIMD optimization

For downsampling implementation:
- `references/downsampling-strategies.md` - LTTB algorithm, aggregation methods

For examples:
- `examples/metrics-dashboard-backend/` - TimescaleDB + FastAPI
- `examples/iot-data-pipeline/` - InfluxDB + Go for IoT

For scripts:
- `scripts/setup_hypertable.py` - Create TimescaleDB hypertables
- `scripts/generate_retention_policy.py` - Generate retention policies

## Performance Optimization

### Write Optimization

Batch inserts:

| Database | Batch Size | Expected Throughput |
|----------|------------|---------------------|
| TimescaleDB | 1,000-10,000 | 100K-1M rows/sec |
| InfluxDB | 5,000+ | 500K-1M points/sec |
| ClickHouse | 10,000-100,000 | 1M-10M rows/sec |
| QuestDB | 10,000+ | 4M+ rows/sec |

### Query Optimization

Rule 1: Always filter by time first (indexed)

```sql
-- BAD: Full table scan
SELECT * FROM metrics WHERE metric_name = 'cpu';

-- GOOD: Time index used
SELECT * FROM metrics
WHERE time > NOW() - INTERVAL '1 hour'
  AND metric_name = 'cpu';
```

Rule 2: Use continuous aggregates for dashboard queries

```sql
-- BAD: Aggregate 1B rows every dashboard load
SELECT time_bucket('1 hour', time), AVG(cpu)
FROM metrics
WHERE time > NOW() - INTERVAL '30 days'
GROUP BY 1;

-- GOOD: Query pre-computed rollup
SELECT hour, avg_cpu
FROM metrics_hourly
WHERE hour > NOW() - INTERVAL '30 days';
```

Rule 3: Downsample for visualization

```typescript
// Request optimal point count
const points = Math.min(1000, chartWidth);
const query = `/api/metrics?start=${start}&end=${end}&points=${points}`;
```

## Use Cases

**DevOps Monitoring** → InfluxDB or TimescaleDB
- Prometheus metrics, application traces, infrastructure

**IoT Sensor Data** → QuestDB or TimescaleDB
- Millions of devices, high write throughput

**Financial Tick Data** → QuestDB or ClickHouse
- Sub-millisecond queries, OHLC aggregates

**User Analytics** → ClickHouse
- Event tracking, daily active users, funnel analysis

**Real-time Dashboards** → Any TSDB + Continuous Aggregates
- Pre-computed rollups, WebSocket streaming, LTTB downsampling