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In the basic kdb+ tick the RDB does do the write at EOD.
No data is lost, it will buffer in the outbound queue from the TP process.
As long as you have a safe memory overhead for this buffer then the system will continue to run.
Queries will also buffer while the RDB is performing the write.
More advanced architectures avoid the RDB being blocked, such as all the KX platforms. .e.g https://code.kx.com/insights/1.1/