Kdb+ is a database and analytics software designed for processing large, diverse financial and market data in real-time. It uses the q programming language which allows for less code and faster execution compared to other languages. Kdb+ includes components for ingesting data from multiple sources, storing real-time and historical data, performing analytics using triggers without slowing performance, and returning query results in various formats. The q language provides SQL-like and time series querying capabilities along with built-in functions to minimize programming and data transferred over networks for efficient analytics. Users can get started with kdb+ by downloading and installing it, then executing queries from the command line or IDE.