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q_Wind

kdb+/q interface for Wind APIs (non-COM version)

This project provides kdb+/q support for 3 distinct sets of APIs provided by Wind Information Co., Ltd, a Chinese financial information and solutions provider:

  • Wind Quant API, a Quants API that also provides some market data feeds;
  • Wind TDF API, a read-time data feed API for Chinese financial market data;
  • Wind TDB API, a historical database API for what is provided by TDF API at real-time.

Wind 万得 kdb+/q 数据接口(non-COM version)

本项目提供了三个kdb+/q的接口,用于连接万得Wind几个不同的编程接口:

本项目是使用Visual Studio 2013编译的工程。与zwz的《WindKdb+数据及交易接口V1.1》不同,本工程对Wind Quant API的支持直接使用WindQuantData.dll的API而不须使用基于COM的WAPIWrapperCpp.dll。虽然没有使用WAPIWrapperCpp.dll,不过本接口已经把所有接数的函数封装为同步函数(.wind.WSQ除外),以方便在q程序内使用。

License

Apache License v2.0

Build

如果您使用正版的Visual Studio 2013,则本工程只需要Kxk.hq.lib即可编译通过。

如果您使用的是免费版的Visual Studio Express 2013,则本工程还额外需要Windows Driver Kit (WDK) v7.1.0中的头文件和库方可编译。为方便直接使用,压缩包里还包括了工程编译后生成的DLL(在Release目录中)。

Change Log

  • 2015.02.27
    • Initial version to support most APIs in WindQuantData.dll
  • 2015.03.06
    • Initial merge into GitHub
    • Added missing support for WST function
    • Fixed problem with WSQ subscribers being not able to modify global data in q
  • 2015.03–04
    • Various bug fixes
  • 2015.07
    • Added support for Wind TDF/TDB APIs -- Only part of the APIs have been implemented, still work in progress...

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About Wind万得

About kdb+/q

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kdb+/q interface library for Wind Quant API.

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  • C++ 78.6%
  • C 21.2%
  • Objective-C 0.2%