[R-SIG-Finance] Does anybody know how to connect to KDB from within R?

Daniel Cegielka daniel.cegielka at gmail.com
Fri Sep 25 00:25:29 CEST 2009


Michael pisze:
> Cool!
>
> I've seen the following files in that folder:
>
> Index of /q/interfaces/r/w32
>
> 	Name	Last modified	Size	Description
> 	Parent Directory	 	 -
> 	R.dll	12-Feb-2009 18:58	2.7M
> 	c.o	12-Feb-2009 18:58	 23K
> 	k.h	12-Feb-2009 18:58	3.3K
> 	kdbplus.R	19-Feb-2009 03:21	420
> 	kdbplus.dll	12-Feb-2009 18:58	 66K
> 	kdbplus.o	11-Feb-2009 08:30	 14K
>
>
> How do I install these files to my R-system?
>
> Thanks!
>   

I have linux. You can keep this files in any place.. and simply paste
localisation in this line

dyn.load("c:/my_files/q/interfaces/r/w32/kdbplus.dll")


edit kdbplus.R

or from R:
> source(kdbplus.R)


daniel


>
>
> On Thu, Sep 24, 2009 at 2:54 PM, Daniel Cegielka
> <daniel.cegielka at gmail.com> wrote:
>   
>> Brian G. Peterson pisze:
>>     
>>> Also, you may wish to read Dirk's post and related posts on the list
>>> archives here regarding POSIXct compatibility:
>>>
>>> http://dirk.eddelbuettel.com/blog/2009/02/03/#kdbplus_datetime_patch
>>>       
>> http://groups.google.com/group/personal-kdbplus/browse_thread/thread/f3271f5cf534c67f
>>
>> This patch is build in kdbplus.c (line: 470-489):
>>
>> https://code.kx.com/trac/browser/kx/kdb%2B/interfaces/r/kdbplus.c
>>
>>
>>     
>>> Re: [R-SIG-Finance] Does anybody know how to connect to KDB from
>>>       
>> within    R?
>>
>> yes:
>>
>> run: ~/q/l32/q -p 5000
>>
>> R session:
>>
>> # dyn.load(file.path("/home/kdeplus/.../q","l64"))
>> # con <-
>> .Call("kx_r_open_connection",list(host="localhost",as.integer(port=5000),user=NULL))
>> # execute <- function(con,query) {
>>  .Call("kx_r_execute",as.integer(con),query)
>>  }
>> # execute(con,"s:([] name:`A`B`C; var:10 20 30)")
>> # execute(con, "select from s")
>>
>>
>> best,
>> daniel cegielka
>>
>>



More information about the R-SIG-Finance mailing list