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GPU Quickstart

This page shows how to load the GPU module, move data to and from the GPU, and run queries.

Setup

To use the GPU module, you need:

  1. A GPU-enabled environment with CUDA 13.1. Refer to GPU Setup.
  2. KDB-X installed with a GPU-enabled license. Refer to KDB-X Setup.

Basic usage

The following example moves a table to the GPU, runs a VWAP, and retrieves the result.

  1. Run the following in your KDB-X session to load the module and move a table to the GPU:

    q).gpu:use`kx.gpu  / load the module
q)N:10000000
q)trade:([]time:.z.d+N?0D;sym:N?`3;price:N?1f;size:1+N?100)
q)Trade:.gpu.to trade
q)Trade
+`time`sym`price`size!(foreign;foreign;foreign;foreign)

  2. Run a VWAP calculation on CPU vs GPU. The times shown are in milliseconds - the GPU is approximately 4.5x faster in this example:

    q)\t:100 r:?[trade;();([sym:`sym]);enlist[`vwap]!enlist (%;(sum;(*;`size;`price));(sum;`size))]
4405
q)\t:100 R:.gpu.select[Trade;();([sym:`sym]);enlist[`vwap]!enlist (%;(sum;(*;`size;`price));(sum;`size))]
981

  3. Move a table to the CPU (from device to host):

    q)r~1!`sym xasc .gpu.from R
1b

Next steps