Re: best db schema for time series data?

On Tue, Nov 16, 2010 at 05:28:19PM +0100, Harald Fuchs wrote:
> In article <4CE2688B(dot)2050000(at)tweakers(dot)net>,
> Arjen van der Meijden <acmmailing(at)tweakers(dot)net> writes:
>
> > 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.
>
> I'd probably use a variant of this:
>
> CREATE TABLE prices (
> pid int NOT NULL REFERENCES products,
> validTil timestamp(0) NULL,
> price int NOT NULL,
> UNIQUE (pid, validTil)
> );
>
> The current price of a product is always the row with validTil IS NULL.
> The lookup should be pretty fast because it can use the index of the
> UNIQUE constraint.

Hi,

The validTil idea is nice, but you have to manage that field with a
trigger, right?