Kdb+ Sets Benchmark for GCP in First-Ever Cloud STAC-M3 Tests

(Newry, Northern Ireland, 29 October 2018) KX announces excellent results for the kdb+ database system in the first-ever cloud benchmark tests performed by the Securities Trading Analysis Center (STAC). Two recent STAC-M3 tests, run on Google Cloud Platform (GCP), validate the use of kdb+ for massive amounts of market data, trade data and database-of-record applications on the cloud.

Kdb+ is the world’s fastest time-series database, at the forefront of high-performance streaming, real-time and historical analytics. Its unified, elegant q language includes first-class tables, functions and time-series features. Its tiny footprint efficiently scales vertically and horizontally.

Powered by Google’s own internal infrastructure, GCP allows customers to build, test and deploy applications on a highly scalable and reliable infrastructure with offerings that span storage, networking, data, analytics, app development and machine learning tools and APIs.

STAC-M3 benchmarks are the industry standard for real-world financial market data analytics.  These two recent audits run on GCP span the Shasta, Antuco and Kanaga suites of STAC M3 tests. Together these demonstrate the extreme speed and performance of kdb+ when running market data analytics either in-memory or against historical market data, with both audits notable for using only standard compute and storage components from GCP.

Mark Sykes, COO of KX said:

“We are delighted with the results of the two STAC-M3 benchmarks run on GCP because they validate for our customers the viability of running significant time-series based kdb+ applications in the cloud. These first ever cloud-based STAC-M3 results show that kdb+ maintains its excellent performance characteristics with large datasets when the data is held either in memory or on disk.

The combination of these two STAC-M3 benchmarks show that not only can we execute in-memory real-time queries on a single Google Cloud instance using a large memory footprint, but we can also achieve good results using a widely distributed set of instances, using one common set of historical data contained on standard Google persistent disks, shared amongst all compute nodes.”

To learn more about KX, please visit us at kx.com. For more information about the two benchmarks run with kdb+ on GCP visit stacresearch.com.

About KX

KX is a division of FD, a global technology provider with 20 years of experience working with some of the world’s largest finance, technology, retail, pharma, manufacturing and energy institutions. KX technology, incorporating the kdb+ time-series database, is a leader in high-performance, in-memory computing, streaming analytics and operational intelligence. KX delivers the best possible performance and flexibility for high-volume, data-intensive analytics and applications across multiple industries. The Group operates from 14 offices across Europe, North America and Asia Pacific, including its headquarters in Newry, and employs more than 2,400 people worldwide.

For more information about KX please visit www.kx.com. For general enquiries, write to info@kx.com. For press inquiries, write to pr@firstderivatives.com.