Any fast options to query large VCF bed intervals?
this:

bedtools intersect -a &lt;myvcf&gt;.vcf.gz -b &lt;myinterval&gt;.bed -wa | \
    java -Xmx10g -jar snpSift.jar filter --set &lt;myrsid&gt;.txt "ID in SET[0]"


can be replaced with one GATK SelectVariants https://software.broadinstitute.org/gatk/documentation/tooldocs/current/org_broadinstitute_gatk_tools_walkers_variantutils_SelectVariants.php

java -jar gatk.jar -T SelectVariants -R ref.fa \
  -L myinterval.bed --keepIDs myrsid.txt -V myvcf.vcf.gz -o out.vcf


and furthermore, you can also work in parallel by splitting your bed file (e.g. by chromosomes), and merge the results.