How to Create SQL Percentile Aggregates and Rollups With Postgresql and t-digest
When it comes to data, let’s start with the obvious. Averages suck. As developers, we all know that percentiles are much more useful. Metrics like P90, P95, P99 give us a much better indication of how our software is performing. The challenge, historically, is how to track the underlying data and calculate the percentiles. Today I will show you how amazingly easy it is to aggregate and create SQL based percentile rollups with Postgresql and t-digest histograms!