Newer version Matlab provides a kdb+ integration plugin to easily load data from KDB+ database into Matlab. But not everyone has a new version Matlab. Still want to access KDB+ data and utilize Matlab’s great data analysis power? No problem. It is easy!
Basically, you simply need to use Matlab’s Java compatibility (or other compatibility) to use java2kdb API.
- Compile the official c.java code and put all the *.class file into your Matlab java classpath. Or use ‘javaaddpath /the/path/totheclassfile/’
- Create connector: >> conn = c(‘server’,port);
- Query: >> v = conn.k(‘select time, price from quote’);
- The v is a Java c$Flip object where v.x is column names, v.y are the values
- Then you simply need to convert the Java objects, no matter string or double or timestamp, into Matlab’s internal data types. Simple, right? Some more hint, use cell(), cellfun().
