Can we store two Elastic search indices in different data directory

Can we have multiple indices in different data paths in elastic search? In my application, I want to separate index to keep sensitive data in dm-crypted volume and others on non encrypted volume. So separate indices for both in different data paths. I don't want performance hit due to dm-crypted volume to effect the non sensitive data?

You can specify multiple paths for an Elasticsearch node, but as far as I know not control what is stored where so you may need to run multiple nodes, each with one type of storage and allocate indices to the appropriate nodes using shard allocation filtering.

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Thanks Christian, seems this should solve my problem. Will try.

No, you cannot. You will need to run multiple nodes and use allocation filtering to do this.

It is technically possible, but not documented.
(See: https://github.com/elastic/elasticsearch/issues/34446)

You can configure path.shared_data and then configure specific indices to write to those custom data directories.

I general, however, I would recommend using custom node allocation instead, per the advice from @Christian_Dahlqvist and @warkolm.

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