Merge pull request #489 from vcalescu/update-docs-python-in-kdb-connections

Update docs: Python code against kdb+ connections

Author: vcalescu

README.md

@@ -438,6 +438,11 @@ For any file with a **.q** or **.py** extension there are additional options ava
 
 - **Run q file in new q instance** - If q is installed and executable from the terminal you can execute an entire q script on a newly launched q instance. Executing a file on a new instance is done in the terminal, and allows interrogation of the active q process from the terminal window.
 
+When executing Python code against kdb+ connections, **note** the following:
+
+- A Python variable is defined in the remote process `_kx_execution_context`, which means you need to explicitly accept it to avoid implicit changes to the remote process. It doesn’t make any other change to the remote process.
+- To write and execute Python code against kdb+ connections, make sure that `pykx` is loaded into the q process. If `.pykx` is undefined, it returns the following error: `.pykx is not defined: please load pykx`. PyKX is a Python-first interface to kdb+ and q. It helps users query and analyze huge amounts of in-memory and on-disk time-series data, significantly faster than other libraries. For more information on getting started with pykx, refer to the [pykx quickstart](https://code.kx.com/pykx/3.0/getting-started/quickstart.html).
+
 ### Insights query execution
 
 **kdb Insights Enterprise** offers enhanced connectivity and enterprise level API endpoints, providing additional means to query data and interact with **kdb Insights Enterprise** that are not available with standard kdb processes. You must have an instance of **kdb Insights Enterprise** running, and have created a [connection](#connections) within the **kdb VS Code extension**.