Vault report: STAC-M3 (tick analytics) with kdb+ on Microsoft Azure

First STAC-M3 results on Microsoft Azure

2 May 2019

Microsoft and Kx recently performed unaudited STAC-M3™ Shasta benchmarks on a stack consisting of kdb+ 3.6 on a Microsoft Azure M128ms virtual machine with 128 vCPUs and 4TB of RAM. The database was loaded from an NFS volume provided by Azure Netapp Files service, though storage was not involved in the benchmark operations. This deployment was made using Azure Resource Manager within a VNET and all infrastructure within the same availability zone.

STAC-M3 is the set of industry standard benchmarks for enterprise tick-analytics. Specified by financial institutions in the STAC Benchmark Council, STAC-M3 assesses database solutions that manage large time series of market data (tick data).

STAC-M3 Shasta is similar to the baseline STAC-M3 Antuco suite except that under Shasta, the stack under test (SUT) may pre-load data into memory, and there is no requirement to clear the filesystem cache between benchmarks. In this test, the entire database was pre-loaded into memory and all database operations were performed on data in memory.

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