Kdb+ and Intel® Optane™ SSDs Break More Performance Records

1 November 2017 | 2 minutes

FD (AIM:FDP.L, ESM:FDP.I) announces that its KX Systems division is proud to be part of Intel’s latest record-breaking tick analytics benchmark run on the Intel Skylake processor in conjunction with the brand new Intel ® Optane™ SSD DC P4800X.

The Intel® Optane™ SSD uses an entirely new memory media, 3D XPoint technology, rather than traditional NAND. Configured on a single server, instead of the usual cluster, this kdb+ powered test broke 11 out of 17 of the existing response time records for performance on a single server, using the STAC M3 Antuco benchmark. The improvements ranged between 7.5 times and 2.5x the results previously achieved.

Of particular note are the large improvements in performance of the four Antuco functions, Market Snap, Week High Bid, Theoretical P&L and VWAB. This reflects significant improvement in response times for these tests which focus on small random reads across recent times and market symbols, as well as parallel queries over a larger time frame of several days’ worth of market data. For example, the big improvement to Market Snap shows that the Optane device removes storage operational latencies, allowing kdb+ to exhibit its exceptional underlying memory performance.

Glenn Wright, KX lead systems architect said: “These results are of particular interest to KX’s financial services customers who demand top query times on both post-trade analytics and real-time surveillance. Our customers often require high speed analytics for real-time intraday data combined with very recent hot historical data from non-volatile storage.”

A summary of the results from STAC are:

  • Compared to previous publicly reported results for single-node 2-socket servers running kdb+, this solution set records in 11 of the 17 mean response-time benchmarks.
  • Compared to a nearly identical system with previous-generation technology (NAND flash) drives, the performance of this solution was:
  • 7.5x in the market snap benchmark (STAC-M3.β1.10T.MKTSNAP.TIME)
  • 3.0x in the week-high bid benchmark (STAC-M3.β1.1T.WKHIBID.TIME)
  • 2.6x in the theoretical P&L benchmark (STAC-M3.β1.10T.THEOPL.TIME)
  • 2.5x in the multi-user VWAB benchmark (STAC-M3.β1.100T.VWAB-12D-NO.TIME)

Kdb+ is the preferred technology for leading hardware vendors seeking to prove the excellence of their equipment, chosen by the vast majority of companies running STAC M-3 tick database benchmarks.