GPU-Accelerated Query Execution in KDB-X

See how KDB-X GPU Acceleration uses GPU-resident data structures and CUDA-accelerated execution to run time-series queries across NVIDIA GPUs. Explore the module’s architecture, q-level API, execution model, and performance across joins, sorts, windowed aggregations, filters, and scans.

Understand Where GPU Acceleration Delivers The Most Value

Large time-series workloads often combine operations with very different execution characteristics. Joins, sorts, and windowed aggregations can map efficiently to thousands of parallel GPU threads. Other operations may remain faster on a CPU, particularly when they depend on index shortcuts or require frequent transfers between host and device memory.

This whitepaper examines both sides of that performance equation. It explains how the KDB-X GPU module works, where it delivers substantial speedups today, and why workload shape and data residency determine the result.

What The Whitepaper Covers

  • How the GPU module integrates CUDA with KDB-X through the C API
  • How to move data between CPU and GPU memory
  • How KDB-X executes qSQL-style queries against GPU-resident tables
  • The GPU execution model behind joins, sorts, reductions, sliding
    windows, and filters
  • Benchmark results from the KX NYSE TAQ query suite
  • Where GPU execution outperforms the CPU today
  • How transfer costs and current indexing limitations affect performance
  • How performance scales from one GPU to four GPUs
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See How Query Design Affects GPU Performance

The paper connects its benchmark results to the underlying GPU architecture. Learn why:

As-of joins can run as independent parallel searches

Filter performance depends on survival rate and memory access patterns

Sorts and windowed aggregations map well to GPU execution

Sorted and grouped access patterns can still favor CPU execution

Keeping data on the device can reduce repeated transfer overhead

Multi-GPU efficiency improves as the workload per device grows

Who This Whitepaper Is For

Quant developers

working with large tick datasets

Platform architects

assessing CPU and GPU workload placement

KDB-X and q developers

evaluating GPU execution

Research, risk, and trading teams

with compute-intensive analytical
pipelines

Data engineers

responsible for time-series analytics infrastructure

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