Kx for speed beats benchmarks

Kx’s kdb+ up to 8x faster than previous STAC M3 benchmarks

10 Jun 2013 | , , , , ,
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Palo Alto (10 Jun 2013) – Kx Systems, the leader in high-performance database and time-series analysis, has announced today the release of kdb+ v3.1 as well as its latest benchmark results for the STAC (Securities Technology Analysis Center) summit in Chicago. The results of the STAC M3™ vendor-independent market data benchmark suite demonstrate very significant performance improvements in v3.1, with results up to 8x faster than any previous STAC M3 benchmarks.

STAC ReportThe tests highlighted Kx’s unparalleled performance in such real-world calculations as generating the complete NBBO (National Best Bid and Offer) for one day, on thousands of symbols. Compared to previous best results, v3.1 runs over 4x faster, taking about half a minute to read, calculate, and write the entire table. In other benchmarks, calculations such as VWAPs (Volume Weighted Average Prices) on tick data were more than 8x faster.

“The simplifications introduced in v3.0 have allowed us to build on and enhance the current version,” said Simon Garland, chief strategist at Kx Systems. “The custom code designed to automatically detect and take advantage of Intel’s Advanced Vector Extensions (AVX) and SSE 4.2 instructions, available on the Intel® Xeon® processor 2600/4600 families, provides additional speed-ups. Kx’s q language, combined with the fastest possible DRAM storage, translates directly to optimal performance. Our clients don’t need to make any changes to benefit from the improvements in v3.1; the upgrade from the previous version of kdb+ is seamless.”

John Overton, CEO of storage manufacturer Kove, noted: “This benchmark is an excellent example for demonstrating that it’s no longer necessary for a database architect to design around storage. Users can now achieve optimal application performance more effectively, by simply deploying kdb+ with high-speed storage solutions using the industry’s best determinacy like Kove® XPD™ L2 drives as strategic business tools.”

“Kx’s financial services customers require continuous performance increases to keep pace with the market. The improvements Kx has implemented with kdb+ enhance both scaling with cores and concurrency,” said Garry Thall, Intel Director of Financial Services, North America. He added: “Instruction Set Parallelism delivers improved Floating Point performance through enabling AVX instructions providing critical performance gains for Kx Customers.”

“The number of cores which are seen as ‘standard’ will continue to increase,” noted Kx’s Garland. “Our clients need to be able to make effective use of all cores for numerous applications, including faster algorithmic trading, pre-trade risk, and real-time analytics. The new version extends the ability of kdb+ to work even more efficiently with all available cores, giving our clients plenty of room for future growth.”

The STAC benchmarks were carried out using the latest release kdb+ v3.1, running on industry-standard hardware, with Kove high-performance DRAM storage and Intel Xeon based servers.

This article is modified from a press release issued by Kx on 10 June 2013.

 

© 2017 Kx Systems
Kx® and kdb+ are registered trademarks of Kx Systems, Inc., a subsidiary of First Derivatives plc.

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