Prometheus exporter with historical data

Question

Is it possible for a Prometheus exporter to save historical data and not only devliver the value while scraping?

My goal is that my exporter is reading a value (let's say a sensor) every 1ms and saving it. Every 15 seconds now Prometheus pulls the data and gets the list of values since last scraping.

Is this possible/intenden to be done with an exporter?
Because if i get it correctly the exporter is not intended to save values, only to read a value when Prometheus scrapes it.
Scheduling of scraping

If it is not possible to solve this with an exporter i only see the solution to add a timeseries database between the node and the exporter. And the exporter then only pulls the data from the tsdb.
|Node| --[produces value each ms] --> |InfluxDB| --> |Exporter| --> |Prometheus|

Do i miss something here?

Answer 1

There are the following options:

• To push data directly to Prometheus-compatible remote storage such as VictoriaMetrics , so the data could be queried later with PromQL from Grafana.
• To scrape data from the exporter with vmagent with short scrape interval, so it could push the scraped data to remote storage when it is available.
• To collect the data at exporter side in Histograms , so they are scraped later by Prometheus, vmagent or VictoriaMetrics. This approach may lead to the lowest amounts of storage space requred for metrics and the highest query speed.

Answer 2

You can use prometheus pushgateway for that. You can push your metrics as frequent as you want, pushgateway will expose these metrics for prometheus