This library enables an OCaml program to interact with a kdb+ process via IPC.
It provides functions to evaluate q expressions on a kdb+ process and convert the results to OCaml values.
On the OCaml side, the data representation is efficient, using bigarrays for vectors and tables, and raw integers for q types like dates or times.
The OCaml client for kdb+ is built on top of the C client library for kdb+.
You first need to download the files k.h and c.o from kx.com, as they are external dependencies not included in this repository.
To use with the OCaml interactive interpreter type the below in your terminal:
ocamlc -c q.mli
ocamlc -c q.ml
ocamlc -c q_interface.c
ocamlmklib -o q_ocaml c.o q_interface.o q.ml
To use with the native-code Ocaml compiler, type this instead:
ocamlopt -c q.mli
ocamlopt -c q.ml
ocamlopt -c q_interface.c
- First start a kdb+ server listening on a port:
$ rlwrap $QHOME/l64/q -p 5001 - Then start interactive OCaml interpreter and load the library:
$ rlwrap ocaml q_ocaml.cma - Now you can open a connection to the server and send commands (asynchronous messages) or expressions to be evaluated (synchronous messages):
open Q;;
open Bigarray;;
let server = open_connection "localhost" 5001;;
val server : q_conn = <abstr>
eval_async server "xs: til 10";;
\- : unit = ()
let vector = eval server "xs";;10";;
val vector : q_val = V_int64 (<abstr>, A_none)
(* access the int vector component *)
let (V_int64 (ints, _)) = vector;;
Warning 8 [partial-match]: this pattern-matching is not exhaustive.
...
val ints : int64_bigarray = <abstr>
ints.{3};;
\- : int64 = 3L
Here's an example of a select query returning a table:
eval_async server "t: ([] time: 21:00:00.000 21:00:01.000; price: 1.0 1.2)";;
\- : unit = ()
let table = eval server "select from t where time > 21:00:00";;
val table : q_val =
Table
{colnames = V_symbol ([|"time"; "price"|], A_none);
cols = V_mixed [|V_time (<abstr>, A_none); V_float64 (<abstr>, A_none)|];
attrib_t = A_none}
Scalars (integer, float, date, time, ...), vectors of scalars, mixed lists, dictionaries and tables are all supported.
Support for GUIDs is limited to receiving from the kdb+ server (sending not yet supported). Q lambdas, q operators and q partial applications (types 100, 102 and 104 in q) are not supported.