We found that the strategy works really well on paper but there are significant scaling issues on the querying side when you throw massive amounts of data at it. A simple sales report over cities for one of our larger shops under moderate load would could take 5-10 seconds to generate, which is pretty unacceptable. Caching would only take us so far because of how much data gets ETL'd every moment.

I definitely don't discount the dimensionally modelled strategy, but to make it proper fast, and not 1990's let-me-hit-report-and-go-get-a-coffee fast, you might need to write your own OLAP stack that's optimized for what you need[0]. I'd also do it in go or c.

Once we ship, we'll do a technical post on what worked and what didn't.

[0]I'd love to be proven wrong on this, so if you can generate fast reports with massive amounts of data ETL'd in real time, I'd love to hear from you. oren.mazor@shopify.com