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WekaIO Delivers Record-Breaking Results on 17 STAC-M3 "Tick Analytics" Benchmarks Using HPE Apollo Systems

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David Marshall | Published: June 2, 2020

WekaIO (Weka), the innovation leader in high-performance, scalable file storage for data-intensive applications and a silver partner in the Hewlett Packard Enterprise (HPE) Technology Partner Program, today announced record-breaking performance on the STAC-M3 Benchmark with HPE Apollo 2000 Gen10 systems. The Weka File System (WekaFS) running on these HPE servers delivered record-breaking performance at scale for the STAC-M3 “Tick Analytics” Benchmarks-setting 12 STAC-M3 world records for mean query-response times and 5 world records for throughput. These results affirm that an integrated storage solution from Weka and HPE is the ideal choice for algorithmic trading and quantitative analysis workloads common in financial services.

The STAC-M3 benchmark specifications are maintained by the STAC Benchmark Council, which consists of over 500 financial institutions and vendor organizations. The Council’s purpose is to discuss technical challenges and solutions in financial services and to develop useful technology benchmark standards for financial organizations. User firms include the largest global banks, brokerage houses, exchanges, hedge funds, proprietary trading shops, and other market participants. The STAC-M3 results were audited by the Securities Technology Analysis Center (STAC), which facilitates the Council.

Key benchmark result highlights include:

  • Outperformed all publicly disclosed results in 11 of 24 mean-response time benchmarks in the STAC-M3 Kanaga suite:
    • 100-user 12-day VWAB: all 5 benchmark years (STAC-M3.β1.100T.YR.VWAB-12D-HO.TIME)
    • 50-user 12-day VWAB: benchmark years 4 and 5 (STAC-M3.β1.50T.YR4VWAB-12D-HO.TIME and STAC-M3.β1.50T.YR5VWAB-12D-HO.TIME)
    • Multi-year high bid: all 4 multi-year spans (STAC-M3.β1.1T.YRHIBID.TIME)
  • Outperformed all publicly disclosed results in all 5 throughput benchmarks in the STAC-M3 Kanaga suite (STAC-M3.β1.1T.*.BPS)
  • Outperformed all publicly disclosed results in the 100-user 12-day VWAB (no overlap) benchmark in the STAC-M3 Antuco suite (STAC-M3.β1.100T.VWAB-12D.NO.TIME)

The system under test (SUT) was a Kx kdb+ 3.6 database system distributed across 14 HPE ProLiant XL170r Gen 10 servers with dual Intel® Xeon Gold 6134 CPU @3.2GHz and data stored on HPE servers with WekaFS (v3.6.1) software running on 18 HPE ProLiant XL170r Gen 10 servers, each with 4 NVMe SSDs, using Mellanox SB7790 36-port Non-blocking Managed EDR 100Gb/sec InfiniBand switches. The tests were the baseline benchmark suite (Antuco) and the scaling suite (Kanaga), which uses multiple years of simulated stock market data. STAC-M3 Antuco and Kanaga Benchmark Suites are the industry standard for testing solutions that enable high-speed analytics on time series data such as tick database stacks. The SUT performed faster than a solution using NFS-based NAS and 4 database nodes (KDB190430) on 100% of all the Kanaga multi-year benchmarks and faster than a solution with a single server with direct-attached Optane and 3D NAND on 79% of all Kanaga multi-year mean response time benchmarks. The storage system had a combined performance density of up to 113GB/sec available bandwidth to the client nodes, a maximum observed read throughput of 54.7GB/sec*, and 8.8 million 4K IOPS in 10U, with the ability to fully distribute data, metadata, and system services. In addition, the storage system delivered ultra-low latency by leveraging high-speed networks and NVMe-optimized storage.

The Weka software-defined storage solution is validated for deployment in HPE environments-including those with HPE ProLiant DL360 and the HPE Apollo Gen10 System, which is specifically optimized and purpose-built to serve data storage-centric workloads such as big data analytics and software-defined storage. WekaFS software scales to meet the demanding IOPS and throughput requirements for high-performance data processing, delivering an integrated flash-based parallel file system on HPE servers that can significantly accelerate compute-intensive workloads. For customers, the integrated solution accelerates time-to-market by delivering a low-latency, throughput-optimized environment that provides industry-leading performance, scale, and value.