Big Data Kx benchmark

Kx, Intel and HP show impressive results in latest STAC M3 benchmarks

17 Oct 2011 | , , , , ,
Share on:

New York (17 Oct 2011) – Kx Systems, the leader in high-performance database and timeseries analysis, announced impressive new test results from the Securities Technology Analysis Center (STAC) for benchmark testing on timeseries data using Kx’s kdb+, in conjunction with HP and Intel. Using HP’s Intel-based industry standard servers, with 64 high-performance cores and 1 terabyte of memory, STAC ran its M3 vendor-independent market data benchmark suite for large timeseries datasets (tick databases). [NOTE: The benchmarks were carried out using Kx kdb+ v2.7 on the HP ProLiant DL980 G7 with HP StorageWorks Array D2700, using Intel(R) Processor Xeon(R) CPU X7560. The benchmark report is available at]

Says Daryan Dehghanpisheh, Global Sales Director – Financial Services Institutions, at Intel: “The latest set of benchmarks shows substantial improvements in calculation speed. The advances in technology for this space continue to surprise. Five years ago a system with the same specifications as the one used in the STAC benchmarks would have cost four times more, and would not deliver the performance demonstrated. The STAC team has found that optimized configurations can bring firms major performance improvements. This provides an opportunity to apply this new level of performance to other areas such as risk management, for example. With companies like Kx using all of the available system features Intel provides, financial institutions can gain a significant competitive advantage.”

The benchmarks were run using a year of daily NYSE TAQ-like data, approximately 5 terabytes in total. A series of up to 20 complex queries were used in the benchmarking; the queries were defined by financial institutions in order to reflect real business requirements. The benchmarks included calculating the NBBO (National Best Bid and Offer) for a specific day, calculating volume curves over 20 days and a theoretical P&L, among others. The results showed very significant improvements compared to the last set of benchmarks published by STAC in April 2011. For example, the NBBO calculation saw a 50% improvement on the previous test results.

Simon Garland, Kx Chief Strategist, said: “The STAC tests achieved very impressive results. The ability to access and analyze vast quantities of data very quickly has always been important to financial institutions. However, the recent market volatility and record volumes make this an even more pressing requirement. In August we saw NYSE TAQ daily record volumes break through 2bn a day, and reach a new high of 2.4bn, something the markets were not expecting to see for quite a while yet.” He added: “While only a year ago, at the top of the range of commodity hardware, one could get something like 32 cores and 256 gigabytes of memory (off-the-shelf), now 64 cores and 1 terabyte of memory are becoming standard.”

The benchmarks demonstrate that financial institutions can test trading strategies, manage their risk, back-test new trading algorithms etc., very quickly indeed. Regulatory imperatives mean that institutions must have very efficient methods for storing, retrieving and analyzing data. The STAC report proves that, given the right hardware and configuration, institutions can be assured there are affordable solutions for analyzing market data, despite unprecedented volumes.


Kx offers kdb+ on-demand for Cloud and on-premises

Kx offers kdb+ on-demand for Cloud and on-premises

27 Mar 2018 | ,

PALO ALTO, CA (27 March 2018) Kx Systems announces that it has released a subscription-based version of kdb+, its core technology. Kdb+ on demand has a new flexible pricing model which makes it widely accessible to programmers for all uses. This model is available for use on premises, as well as to meet the rising […]

kdb+ breaks STAC benchmark record

Kdb+ and Intel® Optane™ SSDs break more performance records in latest Intel STAC benchmarks

1 Nov 2017 | , , ,

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 tests broke 11 out of 17 of the existing response time records for performance on a single server.