Interfacing KDB with Matlab without Matlab plugin

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().

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Tags: convert, java, KDB+, matlab, q