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  1. Do zonemaps exists only in memory? Or its populated in memory from disk where its stored persistently? Is it stored along with the 1MB block, or in a separate place?
  2. We are migrating from oracle to redshift, there are bunch of indexes to cater to reporting needs. The nearest equivalent of index in Redshift is sortkeys. For bunch of tables, the total number of cols of all the indexes are between 15-20 (some are composite indexes, some are single col indexes). Interleaved keys seems to be best fit, but there cannot be more than 8 cols in an interleaved sortkey. But if I use compound sortkey, it wont be effective since the queries might not have prefix colums. Whats the general advice in such cases - which type of sort key to use? How to convert many indexes from rdbms to sort keys in redshift?
  3. Are high cardinality cols such as identity cols, dates and timestamps not good fit with interleaved keys? Would it be same with compound sortkeys? Any disadvanatges with interleaved sortkeys to keep in consideration?
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I'm going to call out something that @BillWeiner said: there are diminishing returns from interleaved sort keys. In my experience with Redshift and other parallel databases (going back to the 1990s), you usually get better performance just letting the database distribute the query. That doesn't mean get rid of sortkeys altogether, but recognize that they are not a direct equivalent to an index.kdgregory

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You are asking the right questions so let's take these down one at a time. First, zonemaps are located on the leader node and stored on disk and the table data is stored on the compute nodes. They are located separate from each other. The zonemaps store the min and max values for every column for every 1MB block in a table. No matter if a column is in your sortkey list or not, there will be zonemap data for the block. When a column shows up in a WHERE clause Redshift will first compare to the zonemap data to decide if the block is needed for the query. If a block is not needed it won't be read from disk resulting in significant performance improvements for very large tables. I call this "block rejection". A few key points - This really only makes a difference on tables will 10s of millions of rows and when there are selective WHERE predicates.

So you have a number of reports each of which looks at the data by different aspects - common. You want all of these to work well, right? Now the first thing to note is that each table can have it's own sortkeys, they aren't linked. What is important is how does the choice of sortkeys affect the min and max values in the zonemaps for the columns you will use as WHERE clauses. With composite sortkeys you have to think about what impact later keys will have on the composition of the block - not much after the 3rd or 4th key. This is greatly impacted by the ordinality of the data but you get the idea. The good news is that sorting on one column will impact the zonemaps of all the columns so you don't always have to have a column in the sortkey list to get the benefit.

The question of compound vs interleaved sortkeys is a complicated one but remember you want to get high levels of block rejection as often as possible (and on the biggest tables). When different queries have different WHERE predicates it can be tricky to get a good mix of sortkeys to make this happen. In general compound sortkeys are easier to understand and have less table maintenance implications. You can inspect the zonemaps and see what impacts your sortkey choices are having and make informed decisions on how to adjust. If there are columns with low ordinality put those first so that the next sortkeys can have impact on the overall row order and therefore make block with different value ranges for these later keys. For these reasons I like compound keys over interleaved but there are cases where things will improve with interleaved keys. When you have high ordinality for all the columns and they are all equally important interleaved may be the right answer. I usually learn about the data trying to optimize compound keys that even if I end up with interleaved keys I can make smart choices about what columns I want in the sortkeys.

Just some metrics to help in you choice. Redshift can store 200,000 row elements in a single block and I've seen columns with over 2M elements per block. Blocks are distributed across the cluster so you need a lot of rows to fill up enough blocks that rejecting a high percentage of them is even possible. If you have a table of 5 million rows and you are sweating the sortkeys you are into the weeds. (Yes sorting can impact other aspects of the query like joining but these are sub-second improvements not make or break performance impacts.) Compression can have a huge impact on the number of row elements per block and therefore how many rows are represented in an entry in the zonemap. This can increase block rejection but will increase the read data needed to scan the entire table - a tradeoff you will want to make sure you are winning (1 query gets faster by 10 get slower is likely not a good tradeoff).

Your question about ordinality is a good one. If I sort my a high ordinality column first in a compound sortkey list this will set the overall order of the rows potentially making all other sortkeys impotent. However if I sort by a low ordinality column first then there is a lot of power left for other sortkeys to change the order of the rows and therefore the zonemap contents. For example if I have Col_A with only 100 unique values and Col_B which is a timestamp with 1microsecond resolution. If I sort by Col_B first all the rows are likely order just by sorting on this column. But if I sort by Col_A first there are lots of rows with the same value and the later sortkey (Col_B) can order these rows. Interleaved works the same way except which column is "first" changes by region of the table. If I interleave sort base on the same Col_A and Col_B above (just 2 sortkeys), then half the table will be sorted by Col_A first and half by Col_B first. For this example Col_A will be useless half of the time - not the best answer. Interleave sorting just modifies which column is use as the first sortkey throughout the table (and second and third if more keys are used). High ordinality in a sort key makes later sortkeys less powerful and this independent of sort style - it's just the interleave changes up which columns are early and which are late by region of the table.

Because ordinality of sortkeys can be such an important factor in gaining block rejection across many WHERE predicates that it is common to add derived columns to tables to hold lower ordinality versions of other columns. In the example above I might add Col_B2 to the table and have if just hold the year and month (month truncated date) of Col_B. I would use Col_B2 in my sortkey list but my queries would still be referencing Col_B. It "roughly" sorts based on Col_B so that Col_A can have some sorting power if it was to come later in the sortkey list. This is a common reason for making data model changes when moving Redshift.

It is also critical that "block rejecting" WHERE clauses on written against the fact table column, not applied to a dimension table column after the join. Zonemap information is read BEFORE the query starts to execute and is done on the leader node - it can't see through joins. Another data model change is to denormalize some key information into the fact tables so these common where predicates can be applied to the fact table and zonemaps will be back in play.

Sorry for the tome but this is a deep topic which I've spent year optimizing. I hope this is of use to you and reach out if anything isn't clear (and I hope you have the DISTKEYS sorted out already :) ).