Time Series Data and MongoDB: Part 1 – An Introduction

Robert Walters

Technical
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Time-series data is increasingly at the heart of modern applications - think IoT, stock trading, clickstreams, social media, and more. With the move from batch to real time systems, the efficient capture and analysis of time-series data can enable organizations to better detect and respond to events ahead of their competitors, or to improve operational efficiency to reduce cost and risk. Working with time series data is often different from regular application data, and there are best practices you should observe. This blog series seeks to provide these best practices as you build out your time series application on MongoDB:

  1. Introduce the concept of time-series data, and describe some of the challenges associated with this type of data
  2. How to query, analyze and present time-series data
  3. Provide discovery questions that will help you gather technical requirements needed for successfully delivering a time-series application.

What is time-series data?

While not all data is time-series in nature, a growing percentage of it can be classified as time-series – fueled by technologies that allow us to exploit streams of data in real time rather than in batches. In every industry and in every company there exists the need to query, analyze and report on time-series data. Consider a stock day trader constantly looking at feeds of stock prices over time and running algorithms to analyze trends in identify opportunities. They are looking at data over a time interval, e.g. hourly or daily ranges. A connected car company might obtain telemetry such as engine performance and energy consumption to improve component design, and monitor wear rates so they can schedule vehicle servicing before problems occur. They are also looking at data over a time interval.

Why is time-series data challenging?

Time-series data can include data that is captured at constant time intervals – like a device measurement per second – or at irregular time intervals like those generated from alerts and auditing event use cases. Time-series data is also often tagged with attributes like the device type and location of the event, and each device may provide a variable amount of additional metadata. Data model flexibility to meet diverse and rapidly changing data ingestion and storage requirements make it difficult for traditional relational (tabular) database systems with a rigid schema to effectively handle time-series data. Also, there is the issue of scalability. With a high frequency of readings generated by multiple sensors or events, time series applications can generate vast streams of data that need to be ingested and analyzed. So platforms that allow data to be scaled out and distributed across many nodes are much more suited to this type of use case than scale-up, monolithic tabular databases.

Time series data can come from different sources, with each generating different attributes that need to be stored and analyze. Each stage of the data lifecycle places different demands on a database – from ingestion through to consumption and archival.

  • During data ingestion, the database is primarily performing write intensive operations, comprising mainly inserts with occasional updates. Consumers of data may want to be alerted in real time when an anomaly is detected in the data stream during ingestion, such as a value exceeding a certain threshold.
  • As more data is ingested consumers may want to query it for specific insights, and to uncover trends. At this stage of the data lifecycle, the workload is read, rather than write heavy, but the database will still need to maintain high write rates as data is concurrently ingested and then queried.
  • Consumers may want to query historical data and perform predictive analytics leveraging machine learning algorithms to anticipate future behavior or identify trends. This will impose additional read load on the database.
  • In the end, depending on the application’s requirements, the data captured may have a shelf life and needs to be archived or deleted after a certain period of time.

As you can see working with time-series data is not just simply storing the data, but requires a wide range of data platform capabilities including handling simultaneous read and write demands, advanced querying capabilities, and archival to name a few.

Who is using MongoDB for time-series data?

MongoDB provides all the capabilities needed to meet the demands of a highly performing time-series applications. One company that took advantage of MongoDB’s time series capabilities is Quantitative Investment Manager Man AHL.

Man AHL’s Arctic application leverages MongoDB to store high frequency financial services market data (about 250M ticks per second). The hedge fund manager’s quantitative researchers (“quants”) use Arctic and MongoDB to research, construct and deploy new trading models in order to understand how markets behave. With MongoDB, Man AHL realized a 40x cost saving when compared to an existing proprietary database. In addition to cost savings, they were able to increase processing performance by 25x over the previous solution. Man AHL open sourced their Arctic project on GitHub.

Bosch Group is a multinational engineering conglomerate with nearly 300,000 employees and is the world’s largest automotive components manufacturer. IoT is a strategic initiative at Bosch, and so the company selected MongoDB as the data platform layer in its IoT suite. The suite powers IoT applications both within the Bosch group and in many of its customers in industrial internet applications, such as automotive, manufacturing, smart city, precision agriculture, and more. If you want to learn more about the key challenges presented by managing diverse, rapidly changing and high volume time series data sets generated by IoT platforms, download the Bosch and MongoDB whitepaper.

Siemens is a global company focusing on the areas of electrification, automation and digitalization. Siemens developed “Monet,” a platform backed by MongoDB that provides advanced energy management services. Monet uses MongoDB for real time raw data storage, querying and analytics.

Focus on application requirements

When working with time-series data it is imperative that you invest enough time to understand how data is going to be created, queried, and expired. With this information you can optimize your schema design and deployment architecture to best meet the application’s requirements.

You should not agree to performance metrics or SLAs without capturing the application’s requirements.

As you begin your time-series project with MongoDB you should get answers to the following questions:

Write workload

  • What will the ingestion rate be? How many inserts and updates per second?
  • As the rate of inserts increases, your design may benefit from horizontal scaling via MongoDB auto-sharding, allowing you to partition and scale your data across many nodes
  • How many simultaneous client connections will there be?
  • While a single MongoDB node can handle many simultaneous connections from tens of thousands of IoT devices, you need to consider scaling those out with sharding to meet the expected client load.
  • Do you need to store all raw data points or can data be pre-aggregated? If pre-aggregated, what summary level of granularity or interval is acceptable to store? Per minute? Every 15 minutes?
  • MongoDB can store all your raw data if you application requirements justify this. However, keep in mind that reducing the data size via pre-aggregation will yield lower dataset and index storage and an increase in query performance.
  • What is the size of data stored in each event?
  • MongoDB has an individual document size limit of 16 MB. If your application requires storing larger data within a single document, such as binary files you may want to leverage MongoDB GridFS. Ideally when storing high volume time-series data it is a best practice to keep the document size small around 1 disk block size.

Read workload:

  • How many read queries per second?
  • A higher read query load may benefit from additional indexes or horizontal scaling via MongoDB auto-sharding.
    As with write volumes, reads can be scaled with auto-sharding. You can also distribute read load across secondary replicas in your replica set.
  • Will clients be geographically dispersed or located in the same region?
  • You can reduce network read latency by deploying read-only secondary replicas that are geographically closer to the consumers of the data.
  • What are the common data access patterns you need to support? For example, will you retrieve data by a single value such as time, or do you need more complex queries where you look for data by a combination of attributes, such as event class, by region, by time?
  • Query performance is optimal when proper indexes are created. Knowing how data is queried and defining the proper indexes is critical to database performance. Also, being able to modify indexing strategies in real time, without disruption to the system, is an important attribute of a time-series platform.
  • What analytical libraries or tools will your consumers use?
  • If your data consumers are using tools like Hadoop or Spark, MongoDB has a MongoDB Spark Connector that integrates with these technologies. MongoDB also has drivers for Python, R, Matlab and other platforms used for analytics and data science.
  • Does your organization use BI visualization tools to create reports or analyze the data?
  • MongoDB integrates with most of the major BI reporting tools including Tableau, QlikView, Microstrategy, TIBCO, and others via the MongoDB BI Connector. MongoDB also has a native BI reporting tool called MongoDB Charts, which provides the fastest way to visualize your data in MongoDB without needing any third-party products.
Data retention and archival:
  • What is the data retention policy? Can data be deleted or archived? If so, at what age?
  • If archived, for how long and how accessible should the archive be? Does archive data need to be live or can it be restored from a backup?
  • There are various strategies to remove and archive data in MongoDB. Some of these strategies include using TTL indexes, Queryable Backups, zoned sharding (allowing you to create a tiered storage pattern), or simply creating an architecture where you just drop the collection of data when no longer needed.

Security:

  • What users and roles need to be defined, and what is the least privileged permission needed for each of these entities?
  • What are the encryption requirements? Do you need to support both in-flight (network) and at-rest (storage) encryption of time series data?
  • Do all activities against the data need to be captured in an audit log?
  • Does the application need to conform with GDPR, HIPAA, PCI, or any other regulatory framework?
  • The regulatory framework may require enabling encryption, auditing, and other security measures. MongoDB supports the security configurations necessary for these compliances, including encryption at rest and in flight, auditing, and granular role-based access control controls.

While not an exhaustive list of all possible things to consider, it will help get you thinking about the application requirements and their impact on the design of the MongoDB schema and database configuration. In the next blog post, "Part 2: Schema design for time-series data in MongoDB” we will explore a variety of ways to architect a schema for different sets of requirements, and their corresponding effects on the application’s performance and scale. In part 3, "Time Series Data and MongoDB: Part 3 – Querying, Analyzing, and Presenting Time-Series Data", we will show how to query, analyze and present time-series data.