2018.07.04 10:35 PM
2018.07.05 12:05 AM
Hi everyone,
I'm new to kdb+. What I have now is huge amount of intraday equity data stored in sql server database, and I would like to store them in kdb+ dababase format. I learned that the best way to do it is through partitioned tables with date or trading code as my partition domain.
My question is that is it really necessary to convert from sql server format to kdb+ format? And if so, is it simple like "query from sql server and save the fields into different columns" or do I get something wrong?
Thanks in advance,
Michael
2018.07.05 06:42 PM
Looks like you'll have some study to catch up first. You've got to understand the basic conceptual differences between a traditional RDBMS and kdb+ in order to effectively work out the work flow you need.The short answer is: From kdb+, you can indeed run sql queries on you existing data in order to extract data into kdb+ for further processing. But in order to make full use of kdb+'s power, you'd have to make use of a database in kdb+'s native format.Recommended starters:
- https://code.kx.com/q4m3/
- https://code.kx.com/q/
cookbook/splayed-tables/ - To export from SQL to large CSVs and import into q:
- https://code.kx.com/q/
cookbook/loading-from-large- files/ - https://code.kx.com/q/
cookbook/splaying-large-files/ - Or, to query SQL from within q:
On Thursday, July 5, 2018 at 1:49:45 PM UTC+8, Michael He wrote:Hi everyone,
I'm new to kdb+. What I have now is huge amount of intraday equity data stored in sql server database, and I would like to store them in kdb+ dababase format. I learned that the best way to do it is through partitioned tables with date or trading code as my partition domain.
My question is that is it really necessary to convert from sql server format to kdb+ format? And if so, is it simple like "query from sql server and save the fields into different columns" or do I get something wrong?
Thanks in advance,
Michael
2018.07.06 01:37 AM
2018.07.15 08:11 AM
>csv and odbccsv loading is an alternative to odbc.for odbc, see https://code.kx.com/q/interfaces/q-client-for-odbc/
2018.07.15 03:31 PM
2018.08.02 10:36 PM
2018.07.20 02:14 AM
2018.07.21 03:41 AM
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