http://kx.com/faq.php seems pretty clear that kdb is multi-threaded. "Does kdb+ support multiple cores and/or multi-threading? Yes, both are built right in to the system and this makes kdb+ extraordinarily fast when compared with traditional applications, as it can make full use of all available cores. "

This ties with my own experience using it.

Any chance you could publish full info on the benchmarks?

For example, where can we find your configurations for the MySQL vs. MemSQL benchmark you show in your video? Or how big the dataset was, etc...?