Does anybody know how to connect to KDB from within R?

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Does anybody know how to connect to KDB from within R?

LosemindL
Please give me some pointers... Thanks a lot!

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

braverock
Michael wrote:
> Does anybody know how to connect to KDB from within R?
> Please give me some pointers... Thanks a lot!
>  
Michael,

KX distributes R glue code with kdb.

http://kx.com/q/interfaces/r/

Talk to them if you need support on using it, your firm presumably paid
enough for the license...

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


Regards,

    - Brian

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

Silika Prohl
Dear all,
I need to compute yield corporate bond yields. I have coupon,
market price and maturity. Could anybody give an advice how
to compute this. I found the package termstr in R.
Is this one which I need?
Best,
Sven


-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of Brian G.
Peterson
Sent: Donnerstag, 24. September 2009 19:39
To: Michael
Cc: [hidden email]; r-help
Subject: Re: [R-SIG-Finance] Does anybody know how to connect to KDB
from within R?

Michael wrote:
> Does anybody know how to connect to KDB from within R?
> Please give me some pointers... Thanks a lot!
>  
Michael,

KX distributes R glue code with kdb.

http://kx.com/q/interfaces/r/

Talk to them if you need support on using it, your firm presumably paid
enough for the license...

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


Regards,

    - Brian

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

LosemindL
In reply to this post by LosemindL
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!



On Thu, Sep 24, 2009 at 2:54 PM, Daniel Cegielka
<[hidden email]> 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
>

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