Master kdb+/q Programming
Step-by-step docs, 189 practice questions and a rapid quiz — all free, no account needed. When you are ready, book a live mock interview.
/ Create a trades table
trades: ([]
time: 09:30:00.000 09:31:05.231 09:32:10.875;
sym: `AAPL`GOOG`AAPL;
price: 182.50 2840.75 183.10;
size: 100 50 200)
/ Query with qSQL — find large AAPL trades
select time, price, size
from trades
where sym=`AAPL, size > 100
/ Aggregate by symbol
select avg price, sum size by sym from tradesEverything in one place
Four ways to build your kdb+/q skills — structured for wherever you are in your journey.
Read the docs
Step-by-step coverage of the q language, qSQL and joins, with q code you can run yourself.
Practise questions
189 practice questions across all topics, each with a worked solution.
Take the quiz
80 rapid-fire multiple choice questions. Choose 20, 40 or all 80. Your best score is saved in your browser.
Book a mock interview
When you are ready to test yourself, book a live 1:1 mock interview with feedback.
Comprehensive kdb+/q coverage
From core data structures to qSQL, joins, IPC and memory management.
Dictionaries & Tables
Key-value structures, column-oriented tables, keyed tables, and flipped dictionaries.
qSQL
select, exec, update, delete, grouping and aggregation, and functional form.
IPC
Opening handles, sync and async messages, callbacks, and message handlers.
Joins
Left, inner, union, as-of and window joins — and when to use each.
Memory Management
Caches, virtual memory, memory mapping and q's heap, explained with diagrams.
Attributes
Sorted, unique, parted and grouped attributes — what each does and what it costs.
Your interviewer
Jeremy Lucid
kdb+ consultant and former KX technical lead
I have worked with kdb+ since 2013, building trading platforms and analytics for banks, exchanges and market makers.
- Technical lead at KX for CME Group’s EBSI electronic trading platform
- Built real-time market surveillance and best-execution systems for CME Group, HSBC and a cryptocurrency regulator
- Now consulting for a market maker on low-latency trading analytics in q
- PhD in Computational Physics; MSc in High Performance Computing
All content is free
No subscription and no account needed. Sign up only if you want to track your progress.
- Every documentation topic
- Every practice question, with worked solutions
- The rapid quiz
- Diagrams and runnable examples
Mock interviews
A live 1:1 session that simulates a kdb+/q technical interview: live coding in a q session, questions on architecture, and feedback on what to work on next.
60 minutes, 1:1, over video
Book a session