Segmented databases

Partitioned tables can be distributed across multiple storage devices to

• give them more space
• support parallelization

The root of a segmented database contains only the sym list and a file par.txt, which is used to unify the partitions of a database, presenting them as a single database for querying.

par.txt

File par.txt defines the top-level partitioning of the database into directories. Each row of par.txt is a directory path. Each such directory is itself partitioned in the usual way, typically by date. The directories should not be empty.

DISK 0             DISK 1                     DISK 2  
db                 db                        db             
├── par.txt        ├── 2020.10.03            ├── 2020.10.04                         
└── sym            │   ├── quotes            │   ├── quotes                         
                   │   │   ├── price         │   │   ├── price                            
                   │   │   ├── sym           │   │   ├── sym                          
                   │   │   └── time          │   │   └── time                           
                   │   └── trades            │   └── trades                         
                   │       ├── price         │       ├── price                            
                   │       ├── sym           │       ├── sym                          
                   │       ├── time          │       ├── time                           
                   │       └── vol           │       └── vol                          
                   ├── 2020.10.05            ├── 2020.10.06                         
                   │   ├── quotes            │   ├── quotes      
               ..                    ..

par.txt for the above:

/1/db
/2/db

Do not end the paths with a folder delimiter

/0/db is good, but /0/db/ can be bad, depending on the filesystem.

Multithreading

Segmentation is particularly useful in combination with multithreading.

Starting kdb+ with secondary threads, with each partition in par.txt on a separate local disk, the partitions in par.txt are allocated to secondary threads on a round robin. That is, if kdb+ is started with n secondary threads, then partition p is assigned to secondary thread p mod n. This gives maximum parallelization for queries over date ranges.

Each thread gets its own disk or disks, and there should be no disk contention, i.e. not more than one thread issuing commands to any one disk.

Ideally there is one disk per thread. This works best where the disks have fully independent access paths CPU-disk controller-disk, but may be of little use with shared access due to disk contention, e.g. with SAN/RAID.

For example, par.txt might be:

/0/db
/1/db
/2/db
/3/db

with directories :

~$ ls /0/db
2019.06.01 2019.06.05 2019.06.11 ...

~$ ls /1/db
2019.06.02 2019.06.06 2019.06.12 ...

...

Considerations

Partition data correctly: data for a particular date must reside in the partition for that date.

.Q.par

The secondary/directory partitioning is for both read and write.

The directories pointed to in par.txt may contain only appropriate database subdirectories. Any other content (file or directory) will give an error.

The same subdirectory name may be in multiple par.txt partitions. For example, this would allow symbols to be split, as in A-M on /0/db, N-Z on /1/db (e.g. to work around the 2-billion row limit). Aggregations are handled correctly, as long as data is properly split (not duplicated). Note that in this case, the same day would appear on multiple partitions.

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Multithreading primitives
Multi-partitioned kdb+ databases
Multithreading in kdb+
Q for Mortals §14.4 Segmented Tables