About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

McObject, Dell, Mellanox, Kove Set Record STAC-M3 Benchmarks

Subscribe to our newsletter

McObject with its eXtremeDB Financial Edition database has set record STAC-M3 benchmarks running on a hardware platform provided by Dell, Mellanox and Kove.  eXtremeDB is just the second database to be featured in published STAC-M3 benchmarks, the other being Kx Systems’ kdb+. 

STAC-M3 – as administered and audited along with other benchmarks by the Securities Technology Analysis Center – covers the management and processing of financial time series data, such as a history of trade and quote data.

eXtremeDB Financial Edition is an in-memory/hard disk hybrid database, featuring column-oriented data storage and a library of vector-based statistical functions, to store, retrieve and analyse time series data. Its origins are as an embedded database for such diverse uses as set top cable TV boxes to military jets.

For the benchmarks, McObject set out to reconstruct the same ‘Stack Under Test’ used to run earlier benchmarks on kdb+. The stack includes a Dell PowerEdge R910 server, Mellanox InfinBand networking and a Kove XPD L2 RAM storage device.  That combination is offered by Dell as its High Performance Database System.

Running with eXtremeDB, the stack achieved the lowest mean response times reported for 15 of 17 STAC-M3 benchmarks. As one example, the Market Snapshot benchmark with 10 concurrent queries on a set of symbols to return latest trade and quotes, mean latency was 184 milliseconds, compared to 360 milliseconds when the benchmark was run on kdb+. McObject executives suggest that the stack achieved overall performance of around twice that of the kdb+ benchmarks. Standard deviation for benchmarks were also record lows, demonstrating the determinism of the package.

More information on the STAC-M3 eXtremeDB benchmark is here.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

BMLL and Features Analytics Target Surveillance Benchmarking with Level 3 Order Book Data

BMLL and Features Analytics have partnered to develop new trade surveillance benchmarking and market integrity analytics built on reconstructed historical order book data, signalling a shift towards more measurable, performance-driven surveillance frameworks. Under the agreement, Features Analytics will build and commercialise surveillance benchmarking products on top of BMLL’s harmonised historical Level 3, 2 and 1...

EVENT

ExchangeTech Summit London

A-Team Group, organisers of the TradingTech Summits, are pleased to announce the inaugural ExchangeTech Summit London on May 14th 2026. This dedicated forum brings together operators of exchanges, alternative execution venues and digital asset platforms with the ecosystem of vendors driving the future of matching engines, surveillance and market access.

GUIDE

Directory of MiFID II Electronic Trading Venues 2018

The inaugural edition of A-Team Group’s Directory of MiFID II Electronic Trading Venues 2018 offers a guide to the European landscape resulting from new market structure introduced by the January 3, 2018 implementation of Markets in Financial Instruments Directive II (MiFID II). The directory provides detailed profiles of more than 70 venue operators and their...