Different data sources are better suited for different types of data transformations and provide access to different data quantities at different freshnesses
Comparison of data sources

- Data warehouses / lakes (such as Snowflake or Redshift) tend to hold a lot of information but with low data freshness (hours or days). They can be a gold mine, but are most useful for large-scale batch aggregations with low freshness requirements, such as “number of lifetime transactions per user.”
- Transactional data sources (such as MongoDB or MySQL) usually store less data at a higher freshness and are not built to process large analytical transformations. They’re better suited for small-scale aggregations over limited time horizons, like the number of orders placed by a user in the past 24 hrs.
- Data streams (such as Kafka) store high-velocity events and provide them in near real-time (within milliseconds). In common setups, they retain 1-7 days of historical data. They are well-suited for aggregations over short time-windows and simple transformations with high freshness requirements, like calculating that “trailing count over the last 30 minutes” feature described above.
- Prediction request data is raw event data that originates in real-time right before an ML prediction is made, e.g. the query a user just entered into the search box. While the data is limited, it’s often as “fresh” as can be and contains a very predictive signal. This data is provided with the prediction request and can be used for real-time calculations like finding the similarity score between a user’s search query and documents in a search corpus.