DDSketch gives the first fully mergeable quantile sketch whose estimates carry formal relative-error guarantees, using logarithmic buckets and bounded memory for heavy-tailed data.
To get a sense of the scale, some of our customers have endpoints that handle over 10M points per second, and DDSketch provides accurate latency quan- tiles for these endpoints
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DDSketch: A fast and fully-mergeable quantile sketch with relative-error guarantees
DDSketch gives the first fully mergeable quantile sketch whose estimates carry formal relative-error guarantees, using logarithmic buckets and bounded memory for heavy-tailed data.