I use kdb/Q at work and it’s a fun tool to play with so long as someone else is paying for it. It is quite common in finance (and comparably uncommon outside of it). It’s very expensive of course, and the learning curve is hard. In fact, there are plenty of businesses that have sprung up around kdb that offer consultancy services to help you get started. In an unusual maneuver, one of these consulting businesses actually ended up buying majority of Kx Systems, the developer kdb/Q. Anyway, if you know your Q and C++, you will always have a job in finance.

Part of the reason why it’s hard to learn (unless your job depends on it so you are forced to persist) is that the syntax is very terse. Check out this Java API for example: http://kx.com/q/c/kx/c.java. Yes, that’s the actual code you copy-paste into your Eclipse to get started.