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Quantitative Trading File Storage Solution

Intelligent storage architecture designed specifically for high-frequency trading and quantitative strategy backtesting, supporting million-level IOPS order flow processing per second, meeting millisecond access requirements for Tick-level data

Industry Challenges and Pain Points

CategoryTraditional Solution DefectsQuantitative RequirementsBusiness Impact
Data ManagementSingle protocol storage (S3 only/POSIX only)Cross-protocol unified access (S3+POSIX+NFS)Strategy iteration cycle ↑20%
Performance Metrics≤500k IOPS (small file random read)3M+ IOPS <0.5ms latencyHigh-frequency strategy slippage ↓0.3bps
Storage CostCold data > $0.05/GB/monthIntelligent tiering ≤$0.015/GB/monthAnnual storage budget growth ↓65%

Why Choose Us

Ultra-Fast Response

  • Adopts RDMA network acceleration and GPU direct storage, latency ≤500μs, throughput up to 200 Gbps
  • High-frequency trading backtesting speed improved by 300%

Massive File Support

  • Intelligently aggregates small files into logical large objects, single cluster supports 400 billion files
  • Metadata retrieval efficiency improved by 40%

Elastic Scaling

  • Supports hybrid cloud deployment, hot data local SSD acceleration, cold data automatic cloud archiving
  • Capacity can linearly scale to EB level

Financial Security

  • National security SM4 hardware encryption, performance loss ❤️%
  • Supports three-region five-center disaster recovery, RTO <1 minute

Scenario-Based Solutions

High-Frequency Strategy Development

Provides memory-mapped file interface (mmap), supporting C++/Python strategy code direct access to raw trading data

Measured Metrics

Single strategy backtesting of 1 billion order data takes only 4 hours (traditional solutions require 24+ hours)

AI Factor Mining

Integrates TensorFlow/PyTorch plugins, automatically mapping feature datasets to S3 object storage paths

Case Study

Jufund achieved 3000+ factor parallel computing, storage throughput improved 8x

Regulatory Compliance Storage

Built-in WORM (Write Once Read Many) mode, meeting non-tamperable trading record requirements

Automatically generates CFCA-compatible audit logs (processing 100k+ operation records per second)

Industry Compliance and Security

Financial-Grade Encryption (Required)

FIPS 140-2 certified national security dual algorithm support

Cross-Regional Synchronization (Required)

Meets SEC 17a-4 off-site disaster recovery specifications

Audit Interface (Required)

Direct integration with Splunk, Elastic regulatory modules

Core Advantage Comparison

DimensionTraditional SolutionsrustFS SolutionsBusiness Value Manifestation
Order Flow Processing≤500k IOPS✅ 2.3M IOPSEliminates order accumulation risk during market peaks
Data Compression Ratio3:1✅ 11:1 (ZSTD+FPGA acceleration)PB-level backtesting data storage cost reduced by 67%
Failover Time15–30 seconds✅ 82msAvoids SEC regulation penalties for system interruptions

Service Guarantee System

Deployment Services

Provides storage-computing integrated machines (pre-installed RustFS) or pure software delivery

Performance Optimization

Free provision of "Quantitative Data Lake Design White Paper" and data governance consulting services

Ecosystem Cooperation

Already completed certification with 20+ quantitative platforms (including JoinQuant, Nuggets Quantitative, etc.)

Released under the Apache License 2.0.