Check_MK has now a new builtin function for converting legacy-style PNP RRDs from storage type SINGLE, which had been the default for many years, to MULTIPLE, which is the current default since about three years. SINGLE means that all metrics of one host or service are stored in a single round robin database, whereas with MULTIPLE each RRD does contain only one single datasource.
Performance tests have revealed that - other then one might guess - MULTIPLE is not significantly slower. But it has the advantage that new datasources can be added on the fly. This is often needed when new versions of Check_MK introduce new metrics. For that reason Check_MK only fully supports storage type MULTIPLE. When using the Check_MK Micro Core then you have to convert to MULTIPLE, if you do not want to loose your historic metrics, because the CMC does not support SINGLE at all.
Converting RRDs - essentially splitting them up - can be done with PNP4Nagios' shipped utility lib/pnp4nagios/rrd_convert.pl, but that is a bit clumsy to use and very slow. If you have thousands of hosts the conversion can take many days.
For that reason Check_MK now can do the splitting into multiple RRDs during the process of the RRD conversion. This is not only simpler for you. It is also much faster because it uses the native C code of the recent RRDTool. This is how to do the conversion. We assume that you are using Nagios as your monitoring core: