We work a lot with filters in out setup, and it is extremely useful to pin filters by default. Especially because we work with a series of dashboards, where the filters should be carried from one to another.
But...
It's not very useful for us that the filters are pinned across all users. If one user needs to view the dashboards in a certain context always, but another user has another need.
So my question is: Is there a setting that sets all filters to only apply per user, but still maintain that they are pinned by default?
My best idea for a workaround would be a space per user, but it amounts to a lot of duplicate spaces then...
A space per user would certainly to the trick, but as you mentioned, that would result in a lot of duplication.
Kibana recently introduced the concept of a "Saved Query", which allows you to save your current query and filters so that they can be re-used in future sessions, or across applications (Discover, Visualize, & Dashboard): https://www.elastic.co/guide/en/kibana/master/save-load-delete-query.html. This won't pin them, but it would let you easily re-use your filters.
If that doesn't suit your needs, then there's unfortunately not much else I can recommend at the moment. We have an open issue to provide per-user profiles and settings inside Kibana, but it's not implemented yet: https://github.com/elastic/kibana/issues/17888
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