Gianluca Sartori’s speaking my language:
The TIG software stack (Telegraf, InfluxDB, Grafana) is a very powerful combination of software tools that can help you collect, store and analyze data that has a time attribute. In particular, InfluxDB is a time series database, built with sharding, partitioning and retention policies in mind. It is absolutely fantastic for storing telemetry data, like performance counters from SQL Server or other software products.
In order to store data in InfluxDB, you can use Telegraf, a data collection agent that takes care of extracting telemetry data from the object to observe and upload it to the InfluxDB database. Telegraf is built with the concept of plugins: each object to observe has its own plugin and it’s not surprising at all to find a specialized plugin for SQL Server.
Click through for more details and how to set it up.