[R-SIG-Finance] Kdb (Was: high frequency data analysis in R)

Dirk Eddelbuettel edd at debian.org
Thu May 21 19:42:13 CEST 2009

On 21 May 2009 at 11:13, Hae Kyung Im wrote:
| access (query) this huge database. I looked a little bit into kdb but
| you have to pay ~25K to buy the software for one processor. I haven't

True, but you can have "free" (as in beer) 32bit version that times out after
two hours. That's not a bad compromise.    

I looked at it for a bit, and I has an R interface. (My blog has a patch to
fix their then-broken interface to R's Datetime; I think they may have
integrated that by now).  Then again you can also pre-process into RData
files, or use hdf5, or use a gazillion other methods.   But the free trial
version may just help for the odd research project like the one Haky


Three out of two people have difficulties with fractions.

More information about the R-SIG-Finance mailing list