Re: best db schema for time series data?

On Tue, Nov 16, 2010 at 12:18:35PM +0100, Arjen van der Meijden wrote:
> On 16-11-2010 11:50, Louis-David Mitterrand wrote:
> >I have to collect lots of prices from web sites and keep track of their
> >changes. What is the best option?
> >
> >1) one 'price' row per price change:
> >
> > create table price (
> > id_price primary key,
> > id_product integer references product,
> > price integer
> > );
> >
> >2) a single 'price' row containing all the changes:
> >
> > create table price (
> > id_price primary key,
> > id_product integer references product,
> > price integer[] -- prices are 'pushed' on this array as they change
> > );
> >
> >Which is bound to give the best performance, knowing I will often need
> >to access the latest and next-to-latest prices?
>
> If you mostly need the last few prices, I'd definitaly go with the
> first aproach, its much cleaner. Besides, you can store a date/time
> per price, so you know when it changed. With the array-approach
> that's a bit harder to do.
>
> If you're concerned with performance, introduce some form of a
> materialized view for the most recent price of a product. Or reverse
> the entire process and make a "current price"-table and a "price
> history"-table.

That's exactly my current 'modus operandi'. So it's nice to have
confirmation that I'm not using the worst schema out there :)