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In the fast-paced world of high-frequency and quantitative trading, every microsecond counts. Financial firms are constantly on the lookout for data platforms that offer better performance, scalability, and reliability for their quant analysts, data scientists, risk managers, and others supporting their trading teams. 

Pure Storage, a leader in cloud-ready solutions, has recently submitted a solution for benchmark testing by STAC® (Strategic Technology Analysis Center) to demonstrate the unparalleled capabilities of our FlashBlade//S500 series. 

This blog post unveils the groundbreaking results and showcases Pure Storage’s commitment to delivering best-in-class solutions for the financial sector.

financial services

Benchmark Testing Overview

STAC recently conducted baseline and scaling STAC-M3 Benchmarks on a comprehensive stack that involved Pure Storage’s FlashBlade//S500¹. The stack featured KX’s kdb+ 4.0 DBMS, utilizing NFS version 3 to access an impressive 266TiB of total usable data across a single FlashBlade//S500 chassis (10x FlashBlades with two 24TB flash modules per blade). The kdb+ software was distributed across eight Dell PowerEdge R740xd servers, each equipped with two Intel Xeon Platinum 8260 CPUs and 256GiB of memory.

The STAC-M3 Benchmark suite is an industry standard for tick-analytics benchmarks, specifically designed for database software/hardware stacks managing large time series of market data. The results from both the baseline (Antuco) and scaling (Kanaga) suites demonstrate Pure Storage’s commitment to delivering exceptional performance.

This is the first solution Pure Storage has submitted for a STAC-M3 audit. Many participants tune their infrastructure stack and operating system extensively to get the best benchmarks possible. In contrast, Pure Storage chose to have the benchmark harness run with a baseline FlashBlade//S500, a common server and network architecture, and minimal configuration tuning to demonstrate that our customers can achieve maximum performance and simplicity when choosing Pure Storage as their time-series or tick-by-tick market data platform.

STAC-M3 and Pure Storage Audit Results

Faster Performance

Pure Storage’s solution involving kdb+ 4.0, Compatibility Rev I of the kdb+ STAC Pack, and eight database servers accessing a Pure Storage® FlashBlade//S500 via NFSv3 showcased remarkable speed gains versus a solution involving the same number of database servers, three network attached flash storage nodes, and Compatibility Rev H of the STAC Pack²:

  • 13 of 17 STAC-M3 Antuco mean-response time benchmarks witnessed improvements, including a 7x speedup in the 10-user theoretical P&L (STAC-M3.β1.10T.THEOPL.TIME).
  • 17 of 24 STAC-M3 Kanaga mean-response time benchmarks exhibited enhancements, such as a 1.3x-1.5x speedup in 50-user 12-day VWAB (STAC-M3.β1.50T.YR{1,2,3,4,5}VWAB-12D-HO.TIME).

Additionally, when compared to a cloud-based solution³, Pure Storage FlashBlade//S500 outperformed in 9 of 17 Antuco benchmarks and 12 of 24 Kanaga benchmarks, showcasing significant speed advantages.

Scalability

These results validate the FlashBlade//S500 series’ performance for financial sector tick data and time series-driven workloads. The platform enables firms to run complex queries across data sets of any scale with maximum throughput and minimum latency.

As workloads increased in volume and thread count, Pure Storage FlashBlade//S500 demonstrated the ability to handle highly parallel workloads efficiently. The architecture allowed for seamless scalability, crucial for the demanding requirements of quant and high-frequency trading.

Jack Gidding, CEO of STAC, said: “We are pleased to welcome Pure Storage to the ranks of technology providers who submit solutions for independent testing against the customer-developed STAC Benchmark standards. Financial firms on the STAC Benchmark Council designed STAC-M3 to test a representative range of business use cases, and the need for fast and efficient time-series analysis has never been higher.”

STAC-M3 Antuco results were obtained with the entire data set centralized in a single directory, showcasing the efficiency that firms can gain by eliminating the necessity to distribute data across multiple, specific directories for optimal performance. This approach underscores the streamlined and effective data management facilitated by Pure Storage’s solution.

FlashBlade//S500: Unmatched Performance for Quantitative and High-performance Trading

The benchmarked system featured FlashBlade//S500, a purpose-built, all-QLC flash, unified fast file and object (UFFO) storage platform. FlashBlade//S™ is designed to deliver exceptional performance, throughput, and continuous uptime—critical requirements for data scientists and quantitative analysts running multi-threaded, time-series workloads.

Key features of FlashBlade//S500 include:

  • Performance and throughput: FlashBlade//S500, equipped with the most advanced version of the Purity//FB software, ensures maximum performance for analysis, backtesting, and execution in the world of quant and high-frequency trading.
  • Modular architecture: The unique modular architecture enables independent scaling of capacity and performance. This flexibility allows organizations to efficiently scale their infrastructure to meet the demands of varying workloads.
  • Unified platform: FlashBlade//S500 combines compute, storage, and networking onto a single unified platform, simplifying deployment, management, and upgrades.
  • Native multi-protocol access: Supporting NFS, S3 object, and SMB in a single system, FlashBlade//S500 provides native multi-protocol access, enhancing its versatility.
  • Space, power, and cooling efficiency: Consuming only five rack units initially, the disaggregated architecture scales out capacity and performance linearly to multiple chassis, offering industry-leading space, power, and cooling efficiency.
  • Pure Storage DirectFlash® Modules: Pure Storage differentiates itself with DirectFlash Modules, eliminating the need for SSDs or HDs in arrays, ensuring peak performance, reliability, expandability, security, and simplicity.

Pure Storage Solutions Optimize Your Trading 

In addition to FlashBlade//S, Pure Storage offers many solutions ideally suited to meet the intensive data demands of high-frequency trading. These solutions include: 

FlashBlade//E™: Economics without Compromise

FlashBlade//E provides all the benefits of all-flash with better economics than disk. It’s a capacity-optimized unified file and object storage platform designed to optimize massive unstructured data growth. It offers optimal energy and capacity efficiency at multi-petabyte scale, making it ideal for repository workloads required for quant trading, data protection, AI/ML, and more.

FlashArray//XL™: Scale Up and Scale Out with Native NVMe

FlashArray//XL offers 100% native NVMe storage optimized for performance at scale. With exceptional performance density, it allows organizations to consolidate more business services—bigger databases, more applications, more users—on fewer arrays.

Portworx®: Leading Kubernetes Data Platform

Portworx is the industry’s leading Kubernetes data platform for building, automating, protecting, and securing cloud-native applications. It enables the management of mission-critical applications across any cloud and any infrastructure with zero downtime or data loss while dramatically lowering infrastructure costs. 

Evergreen®: Future-proof Your Infrastructure

Evergreen provides a non-disruptive extensible architecture for upgrades and expansions, eliminating worries about service interruptions, functionality decreasing over time, or expensive and risky data and hardware migrations. It ensures organizations can adopt the best and newest technology seamlessly while the Evergreen as-a-service portfolio offers unequaled flexibility in purchasing and consuming data storage.

Conclusion

In the competitive landscape of high-frequency and quant trading, the Pure Storage FlashBlade//S500 series stands out as a reliable and high-performance solution. The STAC-M3 benchmark testing results clearly demonstrate the platform’s capability to deliver faster performance and scalability, addressing the unique needs of the financial sector. 

Trading firms and financial institutions seeking cutting-edge data solutions should explore the detailed benchmark results in the STAC Report and visit the Pure Storage quant trading web page for a comprehensive understanding of the innovative capabilities offered by Pure Storage all-flash solutions.

¹www.STACresearch.com/news/KDB231122
²www.STACresearch.com/KDB220506
³www.STACresearch.com/KDB210507