Take a look at openTSDB.
You might want to use that as is, or steal some of the concepts. The major
idea to snitch is the idea of using a single row of hte data base (document
in Lucene or Solr) to hold many data points.
Thus, you could consider having documents with the following fields:
key:
I have a project where the client wants to store time series data
(maybe in SOLR if it can work). We want to store daily "prices" over
last 20 years (about 6000 values with associate dates), for up to
500,000 entities.
This data currently exists in a SQL database. Access to SQL is too
slow for c