How can I make KDB sleep for 5 seconds?

The solutions using system are good for the majority of use cases. If you want an OS-agnostic method, the below lambda can be used, passing the time to wait as an argument:

{t:.z.p;while[.z.p<t+x]} 00:00:05

This approach can also be used if you're making these requests using secondary/slave threads (for example, using peach), whereas attempting to use the system keyword will fail in this case.

You can use

system"sleep 5"

on linux OS

system"timeout 5"

on Windows OS

For reference system lets you run any commands native to the OS. Like doing \ in the terminal e.g. \timeout 5 ~ system"timeout 5"