I have a use-case where I would like to have the ability for a Prometheus 
write metrics locally while being able to also stream the same metrics to 
another type of external database.  The goal is to ship these metrics as 
they're scraped so queries on the remote database can be executed with the 
most up to date data as something like receiving a compacted/completed 2h 
block wouldn't be sufficient for our needs.   It would be great if we could 
use both local storage and remote write a the same time although from what 
I can see that's not possible.  I'm sure there's a good reason for this 
although it would be great if someone could share some lower level 
knowledge as to why this isn't possible?

So far I can't seem to find anything out-of-the-box to allow us to ship 
incoming metrics remotely as they come in but I suspect we could likely 
accomplish this by reading the WAL with the wal package?  I'm not 
completely familiar with all the internals of the WAL and the Prometheus 
storage so I'm trying to figure how I could accomplish this efficiently in 
a reasonable amount of time.

I appreciate any help.


Thanks

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