Axel Naumann’s research while affiliated with CERN and other places

The RNTuple I/O subsystem is ROOT’s future event data file format and access API. It is driven by the expected data volume increase at upcoming HEP experiments, e.g. at the HL-LHC, and recent opportunities in the storage hardware and software landscape such as NVMe drives and distributed object stores. RNTuple is a redesign of the TTree binary format and API and has shown to deliver substantially faster data throughput and better data compression both compared to TTree and to industry standard formats. In order to let HENP computing workflows benefit from RNTuple’s superior performance, however, the I/O stack needs to connect efficiently to the rest of the ecosystem, from grid storage to (distributed) analysis frameworks to (multithreaded) experiment frameworks for reconstruction and ntuple derivation. With the RNTuple binary format soon arriving at its first production release, we present RNTuple’s feature set, integration efforts, and its performance impact on the time-to-solution. We show the latest performance figures of RDataFrame analysis code of realistic complexity, comparing RNTuple and TTree as data sources. We discuss RNTuple’s approach to functionality critical to the HENP I/O (such as multithreaded writes, fast data merging, schema evolution) and we provide an outlook on the road to its use in production.

The recent evolutions of the analysis frameworks and physics data formats of the LHC experiments provide the opportunity of using central analysis facilities with a strong focus on interactivity and short turnaround times, to complement the more common distributed analysis on the Grid. In order to plan for such facilities, it is essential to know in detail the performance of the combination of a given analysis framework, of a specific analysis and of the installed computing and storage resources. This contribution describes performance studies performed at CERN, using the EOS disk-based storage, either directly or through an XCache instance, from both batch resources and highperformance compute nodes which could be used to build an analysis facility. A variety of benchmarks, both synthetic and based on real-world physics analyses and their corresponding input datasets, are utilized. In particular, the RNTuple format from the ROOT project is put to the test and compared to the latest version of the TTree format, and the impact of caches is assessed. In addition, we assessed the difference in performance between the use of storage system specific protocols, like XRootd, and FUSE. The results of this study are intended to be a valuable input in the design of analysis facilities, at CERN and elsewhere.

RDataFrame is ROOT’s high-level interface for Python and C++ data analysis. Since it first became available, RDataFrame adoption has grown steadily and it is now poised to be a major component of analysis software pipelines for LHC Run 3 and beyond. Thanks to its design inspired by declarative programming principles, RDataFrame enables the development of highperformance, highly parallel analyses without requiring expert knowledge of multi-threading and I/O: user logic is expressed in terms of self-contained, small computation kernels tied together by a high-level API. This design completely decouples analysis logic from its actual execution, and opens several interesting avenues for workflow optimization. In particular, in this work we explore the benefits of moving internal data processing from an event-by-event to a bulkby-bulk loop. This refactoring dramatically reduces the framework’s runtime overheads; in collaboration with the I/O layer it improves data access patterns; it exposes information that optimizing compilers might use to auto-vectorize the invocation of user-defined computations; finally, while existing user-facing interfaces remain unaffected, it becomes possible to additionally offer interfaces that explicitly expose bulks of events, useful e.g. for the injection of GPU kernels into the analysis workflow. In order to inform similar future R&D, design challenges will be presented, as well as an investigation of the relevant timememory trade-off backed by novel performance benchmarks.

In recent years, RDataFrame, ROOT’s high-level interface for data analysis and processing, has seen widespread adoption on the part of HEP physicists. Much of this success is due to RDataFrame’s ergonomic programming model that enables the implementation of common analysis tasks more easily than previous APIs, without compromising on application performance. Nonetheless, RDataFrame’s interfaces have been further improved by the recent addition of several major HEP-oriented features: in this contribution we will introduce for instance a dedicated syntax to define systematic variations, per-data-sample call-backs useful to define quantities that vary on a per-sample basis, simplifications of collection operations and the injection of just-in-time-compiled Python functions in the optimized C++ event loop.

High-frequency financial market data is conceptually distinct from high energy physics (HEP) data. Market data is a time series generated by market participants, while HEP data is a set of independent events generated by collisions between particles. However, there are similarities within the data structure and required tools for data analysis, and both fields share a similar set of problems facing the increasing size of data generated. This paper describes some of the core concepts of financial markets, discusses the data similarities and differences with HEP, and provides an implementation to use ROOT, an open-source data analysis framework in HEP, with financial market data. This implementation makes it possible to take advantage of the rich set of features available in ROOT and extends research in finance.

ROOT is high energy physics' software for storing and mining data in a statistically sound way, to publish results with scientific graphics. It is evolving since 25 years, now providing the storage format for more than one exabyte of data; virtually all high energy physics experiments use ROOT. With another significant increase in the amount of data to be handled scheduled to arrive in 2027, ROOT is preparing for a massive upgrade of its core ingredients. As part of a review of crucial software for high energy physics, the ROOT team has documented its R&D plans for the coming years.

This document discusses the state, roadmap, and risks of the foundational components of ROOT with respect to the experiments at the HL-LHC (Run 4 and beyond). As foundational components, the document considers in particular the ROOT input/output (I/O) subsystem. The current HEP I/O is based on the TFile container file format and the TTree binary event data format. The work going into the new RNTuple event data format aims at superseding TTree, to make RNTuple the production ROOT event data I/O that meets the requirements of Run 4 and beyond.

On September 29, 2020, JPMorgan was ordered to pay a settlement of $920.2 million for spoofing the metals and Treasury futures markets from 2008 to 2016. We examine these cases using a visualization method developed in particle physics (CERN) and the messages that the exchange receives about market activity rather than time‐based snapshots. This approach allows to examine multiple indicators related to market manipulation and complement existing research methods, thereby enhancing the identification and understanding of, as well as the motivation for, market manipulation. In the JPMorgan cases, we offer an alternative motivation for spoofing than moving the price. This article is protected by copyright. All rights reserved.