Earlier quoted context omitted.
I was really surprised duckdb choked on 500GB. That's maybe a week's worth of data. The partitioning of partquet files might be an issue as not all data are neatly partitioned by date. We have trades with different execution dates, clearance dates and other date values that we need query on.
It doesn’t usually choke on 500 gb of data. I query 600 gb (equivalent to a few TBs of CSVs?) of parquets daily. It’s not the size of the data. It’s the type of data. If date partitioning doesn’t work, just find another chunking key. The key is to get it into parquet format. CSV is just hugely inefficient. Or spin up a larger compute instance with more memory. I have 256gb on mine. I tried running an Apache Spark job…
The problem with disk based partition is keys are difficult to manage properly.