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Loading from large files

Elsewhere we show how to load a CSV file into a table in memory and save a table to disk in native format. However, when the data in the CSV file is too large to fit into memory, those techniques fail.

Instead, we need to break the large CSV file into manageable chunks and process them in sequence. Doing this by hand is quite tiresome. Fortunately, q provides a function (.Q.fs) that automates part of this process. .Q.fs loops over a file and grabs conveniently-sized lumps of complete records (\n delimited) and allows you to apply a function to each record. This allows you to implement a streaming algorithm to convert a large CSV file into an on-disk database without holding the data in memory all at once.

Using .Q.fs

Assume that our CSV file contains the following:

2006-10-03, 24.5,  24.51, 23.79, 24.13, 19087300, AMD
2006-10-03, 27.37, 27.48, 27.21, 27.37, 39386200, MSFT
2006-10-04, 24.1,  25.1,  23.95, 25.03, 17869600, AMD
2006-10-04, 27.39, 27.96, 27.37, 27.94, 82191200, MSFT
2006-10-05, 24.8,  25.24, 24.6,  25.11, 17304500, AMD
2006-10-05, 27.92, 28.11, 27.78, 27.92, 81967200, MSFT
2006-10-06, 24.66, 24.8,  23.96, 24.01, 17299800, AMD
2006-10-06, 27.76, 28,    27.65, 27.87, 36452200, MSFT

If you call .Q.fs with the function 0N!, you get a list with the rows as elements:


You can get a list with the columns as elements like this:

(2006.10.03 2006.10.03 2006.10.04 2006.10.04 2006.10.05 2006.10.05 2006.10.06..

Having that, the next step is to table it:

q).Q.fs[{0N! flip `date`open`high`low`close`volume`sym!("DFFFFIS";",")0:x}]`:file.csv
+`date`open`high`low`close`volume`sym!(2006.10.03 2006.10.03 2006.10.04 2006...

And finally we can insert each row into a table

q).Q.fs[{`trade insert flip `date`open`high`low`close`volume`sym!("DFFFFIS";",")0:x}]`:file.csv
date       open  high  low   close volume   sym
2006.10.03 24.5  24.51 23.79 24.13 19087300 AMD
2006.10.03 27.37 27.48 27.21 27.37 39386200 MSFT
2006.10.04 24.1  25.1  23.95 25.03 17869600 AMD
2006.10.04 27.39 27.96 27.37 27.94 82191200 MSFT
2006.10.05 24.8  25.24 24.6  25.11 17304500 AMD
2006.10.05 27.92 28.11 27.78 27.92 81967200 MSFT
2006.10.06 24.66 24.8  23.96 24.01 17299800 AMD
2006.10.06 27.76 28    27.65 27.87 36452200 MSFT

The above sequence has created the table in memory. As explained above, sometimes the data is too large to fit in RAM. What we can do is insert the rows directly into a table on disk, like this:

q)colnames: `date`open`high`low`close`volume`sym
q).Q.fs[{`:newfile upsert flip colnames!("DFFFFIS";",")0:x}]`:file.csv
q)value `:newfile
date       open  high  low   close volume   sym
2006.10.03 24.5  24.51 23.79 24.13 19087300 AMD
2006.10.03 27.37 27.48 27.21 27.37 39386200 MSFT
2006.10.04 24.1  25.1  23.95 25.03 17869600 AMD
2006.10.04 27.39 27.96 27.37 27.94 82191200 MSFT
2006.10.05 24.8  25.24 24.6  25.11 17304500 AMD
2006.10.05 27.92 28.11 27.78 27.92 81967200 MSFT
2006.10.06 24.66 24.8  23.96 24.01 17299800 AMD
2006.10.06 27.76 28    27.65 27.87 36452200 MSFT


Variants of .Q.fs extend it to named pipes and control chunk size.

.Q.fsn for chunk size
.Q.fps, .Q.fpn for named pipes

Data-loading example

Q makes it easy to load data from files (CSV, TXT, binary etc.) into a database. The simplest case is to read a file completely into memory and save it to a table on disk using .Q.dpft or set. However, this is not always possible and different techniques may be required, depending on how the data is presented.

In an ideal scenario, data should be presented in a way consistent with how it is stored in the database and in file sizes which can be easily read into memory all at once. The loading performance is maximized when the number of different writes to different database partitions is minimized. An example of this in a date-partitioned database with financial data would be a single file per date and per instrument, or a single file per date. A slightly different example might have many small files to be loaded (e.g. minutely bucketed data per date and per instrument), in which case the performance would be maximized by reading many files for the same date at once, and writing in one block to a single date partition.

Unfortunately it is not always possible or is too expensive to structure the input data in a convenient way. The example below will consider the techniques required to load data from multiple large CSV files. Each CSV file contains one month of trade data for all instruments, sorted by time. We want to load it into a date-partitioned database with the data parted by instrument. We will assume that we cannot read the full file into memory.

The example will require us to

  • read data in chunks using .Q.fsn
  • append data to splayed tables using manual enumerations and upsert
  • re-sort and set attributes on disk when all the data is loaded
  • generate a daily statistics table to be stored as a splayed table at the top level of the database

Test data for this example can be generated using the CSV generator KxSystems/cookbook/dataloader/gencsv.q. The full loader is at KxSystems/cookbook/dataloader/loader.q. The loader could be made more generic, though has not been, for reasons of code clarity.

It should be noted that, unlike other database technologies, you do not have to define the table schema before you load the data (i.e. there is no separate “create” step). The schema is defined by the format of the written data, so in a lot of cases the schema is defined by the data loaders.

Loader structure

The example loader essentially falls into three main parts:


A function to load in a chunk of data and write it out to the correct table structures


A function to do the final tasks once the load is complete e.g. to re-sort tables, set attributes, build any view tables required etc.


A function to get the list of files to load, load each one in chunks using .Q.fsn, then finalise the database structures when complete

This is a fairly common structure for loaders.

Data loader

Data loaders should always have plenty of meaningful debug information. Each step of the dataloader may take considerable time (either reading from disk or writing to disk), so it is good practice to have information on what the loader is doing rather than just a blank console.


loads data into the table partitions. The main load is done using 0:, which can take either data or the name of a file as its right argument. loaddata builds a list of partitions that it has modified during the load.


is used to re-sort and re-apply attributes after the main load is done. It will only re-sort each partitioned table if it has to. It uses the list of partitions built by loaddata to know which tables to modify. It will create a top-level view table (daily) from each partition it has modified


is the wrapper function which generates the list of files to load, loads them, then invokes final. It takes a directory as its argument, to find the files to load.


Run gencsv.q to build the raw data files. You can modify the config to change the size, location or number of files generated.

$ q gencsv.q 
KDB+ 3.1 2014.02.08 Copyright (C) 1993-2014 Kx Systems
2014.02.25T14:21:00.477 writing 1000000 rows to :examplecsv/trades2014_01.csv for date 2014.01.01
2014.02.25T14:21:02.392 writing 1000000 rows to :examplecsv/trades2014_01.csv for date 2014.01.02
2014.02.25T14:21:04.049 writing 1000000 rows to :examplecsv/trades2014_01.csv for date 2014.01.03
2014.02.25T14:21:05.788 writing 1000000 rows to :examplecsv/trades2014_01.csv for date 2014.01.04
2014.02.25T14:21:07.593 writing 1000000 rows to :examplecsv/trades2014_01.csv for date 2014.01.05
2014.02.25T14:21:09.295 writing 1000000 rows to :examplecsv/trades2014_01.csv for date 2014.01.06
2014.02.25T14:23:30.795 writing 1000000 rows to :examplecsv/trades2014_03.csv for date 2014.03.28
2014.02.25T14:23:32.611 writing 1000000 rows to :examplecsv/trades2014_03.csv for date 2014.03.29
2014.02.25T14:23:34.404 writing 1000000 rows to :examplecsv/trades2014_03.csv for date 2014.03.30
2014.02.25T14:23:36.113 writing 1000000 rows to :examplecsv/trades2014_03.csv for date 2014.03.31

Run loader.q to load the data. You might want to modify the config at the top of the loader to change the HDB destination, compression options, and the size of the data chunks read at once.

$ q loader.q 
KDB+ 3.1 2014.02.08 Copyright (C) 1993-2014 Kx Systems
2014.02.25T14:24:54.201 **** LOADING :examplecsv/trades2014_01.csv ****
2014.02.25T14:24:55.116 Reading in data chunk
2014.02.25T14:24:55.899 Read 1896517 rows
2014.02.25T14:24:55.899 Enumerating
2014.02.25T14:24:56.011 Writing 1000000 rows to :hdb/2014.01.01/trade/
2014.02.25T14:24:56.109 Writing 896517 rows to :hdb/2014.01.02/trade/
2014.02.25T14:24:56.924 Reading in data chunk
2014.02.25T14:24:57.671 Read 1896523 rows
2014.02.25T14:24:57.671 Enumerating
2014.02.25T14:24:57.759 Writing 103482 rows to :hdb/2014.01.02/trade/
2014.02.25T14:24:57.855 Writing 1000000 rows to :hdb/2014.01.03/trade/
2014.02.25T14:24:57.953 Writing 793041 rows to :hdb/2014.01.04/trade/
2014.02.25T14:24:58.741 Reading in data chunk
2014.02.25T14:24:59.495 Read 1896543 rows
2014.02.25T14:24:59.495 Enumerating
2014.02.25T14:24:59.581 Writing 206958 rows to :hdb/2014.01.04/trade/
2014.02.25T14:24:59.679 Writing 1000000 rows to :hdb/2014.01.05/trade/
2014.02.25T14:24:59.770 Writing 689585 rows to :hdb/2014.01.06/trade/
2014.02.25T14:27:50.205 Sorting and setting `p# attribute in partition :hdb/2014.01.01/trade/
2014.02.25T14:27:50.328 Sorting table
2014.02.25T14:27:52.067 `p# attribute set successfully
2014.02.25T14:27:52.067 Sorting and setting `p# attribute in partition :hdb/2014.01.02/trade/
2014.02.25T14:27:52.322 Sorting table
2014.02.25T14:27:55.787 `p# attribute set successfully
2014.02.25T14:27:55.787 Sorting and setting `p# attribute in partition :hdb/2014.01.03/trade/
2014.02.25T16:10:26.912 **** Building daily stats table ****
2014.02.25T16:10:26.913 Building dailystats for date 2014.01.01 and path :hdb/2014.01.01/trade/
2014.02.25T16:10:27.141 Building dailystats for date 2014.01.02 and path :hdb/2014.01.02/trade/
2014.02.25T16:10:27.553 Building dailystats for date 2014.01.03 and path :hdb/2014.01.03/trade/
2014.02.25T16:10:27.790 Building dailystats for date 2014.01.04 and path :hdb/2014.01.04/trade/

Handling duplicates

The example data loader appends data to existing tables. This may cause potential issues with duplicates – partitioned/splayed tables cannot have keys, and any file loaded more than once will cause the data to be inserted multiple times. There are a few approaches to preventing duplicates:

  • Maintain a table of files which have already been loaded, and do a pre-load check to see if the file has already been loaded. If not already loaded, load it and update the table. The duplicate detection can be done on the file name and/or by generating a MD5 hash for the supplied file. This gives a basic level of protection
  • For each table, define a key and check for duplicates based on that key. This will probably greatly increase the loading time, and may be prone to error. (It is perfectly valid for some datasets to have duplicate rows.)
  • Depending on how the data is presented, it may be possible to do basic duplicate detection by counting the rows already in the database based on certain key fields and comparing with those present in the file.

An example approach to removing duplicates can be seen in the builddailystats function in loader.q.

Parallel loading

The key consideration when doing parallel loading is to ensure that separate processes do not touch the same table structures at the same time. The enumeration operation .Q.en enforces a locking mechanism to ensure that two processes do not write to the sym file at the same time. Apart from that, it is up to the programmer to manage.

In this example we can load different files in parallel as we know that the files do not overlap in terms of the partitioned tables that they will write to, provided that we set the builddaily flag in the loadallfiles function to false. This will ensure parallel loaders do not write to the daily table concurrently. (The daily table would then have to be built in a separate step). Loaders which may write data to the same tables (in the same partitions) at the same time cannot be run safely in parallel.

Aborting the load

Aborting the load (e.g. Ctrl-c, kill -9, and errors such as wsfull) is generally not good. The loader may have written some but not all of the data to the database. Usually the side effects can be corrected with some manual work, such as re-saving the table without the partially loaded data and running the loader again. However, if the data loader is aborted while it is writing to the database (as opposed to reading from the file) then the effects may be trickier to correct as the affected table may have some columns written to and some not, leaving the table as an invalid structure. In this instance it may be possible to recover the data by manually truncating the column files individually.

In-memory enumeration

With some loader scripts the enumeration step can become a bottleneck. One approach to this is to enumerate in-memory only, write the data to disk, then update the sym file on disk when done. The below function will enumerate in-memory rather than on-disk and can replace the call to .Q.en.

enm:{@[x;f where 11h=type each x f:key flip 0!x;`sym?]}  

This may improve performance, but has the side effect that the loading is no longer parallelizable, and if the loader fails before it completes then all the newly loaded data must be deleted (as the enumerations will have been lost).


A utility script KxSystems/kdb/utils/csvguess.q allows CSV loader scripts to be generated automatically. This is especially useful for very wide or long CSV files where it is time-consuming to specify the correct types for each column. This also includes an optimized on-disk sorter, and the ability to create a loader to load and enumerate quickly all the symbol columns, allowing parallel loading processes to have only to read the sym file.

Mass ingestion through data loaders