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

[Michael]

Very cool.

I did the source thing. I am using Windows XP.

Are there any sample database/code/project that I could try if this
R-KDB connection works or not?

I would love to explore a bit to see how I could achieve synergy by
combining the power of R and KDB/Q together.

Any pointers?

Thanks a lot!

On Thu, Sep 24, 2009 at 3:25 PM, Daniel Cegielka
<daniel.cegielka at gmail.com> wrote:
> 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
>>>
>>>
>
>