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

A-Team Insight Blogs

STAC Redline and Kx Benchmarks Illustrate Leverage of Hardware Advances

Subscribe to our newsletter

Two benchmark tests from STAC relating to low-latency trade execution and analytics illustrate how applications are benefiting from hardware advances to boost performance. The tests – on Redline Trading Solutions’ InRush market data platform, and on Kx Systems’ kdb+ database – demonstrate different approaches to leveraging hardware functionality related to Intel’s latest Xeon “Sandy Bridge” microprocessors.

In the case of the latest STAC-T1 proposed ‘tick-to-trade’ benchmark tests, while Redline’s InRush 3 platform is continuously optimised to run on Intel multi-core chips as they are improved, configuring the server hardware to implement Dell Processor Acceleration Technology (DPAT) contributed to the low latency and jitter observed.

DPAT is a free optional bios firmware update available exclusively for select Dell servers allowing control of the Turbo Boost feature of Intel chips, allowing a higher processing frequency to be locked in for a set number of active cores. Processing speed is increased, reducing latency, and jitter is reduced because the chip frequency is consistent, unlike the normal usage of Turbo boost.

Running on a Dell PowerEdge R720 server, with a total of 16 cores operating continuously at 3.3GHz (boosted from a nominal 2.9GHz), STAC benchmarked InRush 3 with mean latency of 5.2 microseconds and a standard deviation of 1.2 microseconds, handling a simulated market data feed running at 8x normal messaging rate. An earlier STAC-T1 benchmark conducted on an HP server running without Turbo Boost, delivered mean latency of 6.1 microseconds, with a standard deviation of 1.4 microseconds.

In contrast to the performance boost provided by the straightforward implementation of DPAT, Kx Systems put considerable effort into optimising the latest 3.1 release of its kdb+ database to take advantage of parallel multi-core processing and new instructions that are built into Intel’s latest processors.

STAC exercised kdb+ 3.1 using tests related to its STAC-M3 ‘time series analysis’ benchmark standard. In particular, the latest kdb+ performed the NBBO test (which creates a daily national best/bid offer across U.S. exchanges for all symbols – requiring heavy read/write activity) in just 32.6 seconds, down from the 5.2 minutes that kdb+ 2.7 took in 2011 (on a similar hardware stack).

Kx’s chief strategist Simon Garland notes that the NBBO test in particular benefits from multi-core processing, since processing of symbols can be parallelised across cores.

Garland also points to performance boosts from the leverage of new Intel instructions in 3.1. These include Streaming SIMD Extensions (SSE), which increase performance when the same set of operations is repeated on multiple data objects, and Advanced Vector Instructions (AVX), designed to improve floating point computation.

Instead of relying on compiler support for these new instructions, Garland says that Kdb+ makes use of them in specific optimised ways, and has been built to auto-configure itself to work across servers that may or may not support them.

These latest benchmarks – for both Redline and Kx – illustrate how mainstream – i.e. Intel x86 architecture – platforms are boosting application performance, reducing the need to adopt more exotic hardware acceleration techniques, such as FPGA or GPU deployment.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Best Practices for Building High-Performance Data Infrastructures

Date: 23 June 2022 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes The requirement for high-performance data systems to support trading analytics for hedge funds, high-frequency trading firms and electronic liquidity providers is well established. But the explosion in Big Data over the past several years has expanded the scope of...

BLOG

Pico Launches Corvil Electronic Trading Data Warehouse for Real-Time Execution Analytics

Trading technology and infrastructure specialist Pico has launched the Corvil Electronic Trading Data Warehouse, which aims to provide visibility into transaction execution quality to correlate client trading behaviour with execution path and counterparty performance. The solution, offered as a standalone software product, streams nanosecond-timestamped data from Corvil network instrumentation, to deliver real-time visibility at a...

EVENT

Data Management Summit Boston (Redirected)

As investment management firms take on more responsibility and control over core operational functions, A-Team has seen demand for a more buy-side oriented event focused on data and data management. The inaugural DMS Boston will take place in June 2020, and will focus on topics of interest to buy-side practitioners.

GUIDE

Managing Valuations Data for Optimal Risk Management

The US corporate actions market has long been characterised as paper-based and manually intensive, but it seems that much progress is being made of late to tackle the lack of automation due to the introduction of four little letters: XBRL. According to a survey by the American Institute of Certified Public Accountants (AICPA) and standards...