I've just loaded the provided hdt file on a big machine (32 GiB wasn't
enough to build the index but ten times this is more than enough)
Could you please share a bit about your setup? Do you have a machine with 320GB of RAM? Could you please also try to convert wikidata.ttl to hdt using "rdf2hdt"? I'd be interested to read your results on this too. Thank you!
I'll try to run a few queries to see how it behaves.
I don't think there is a command-line tool to parse SPARQL queries, so you probably have to setup a Fuseki endpoint which uses HDT as a data source.