q_Wind

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

This project provides kdb+/q support for 4 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;
  • Development suspended (prefer utilizing TDF API for any supported languages to construct feedhandler executables directly, which should be much easier than building TDF into a DLL).
• Wind TDB API, a historical database API for what is provided by TDF API at real-time;
• Wind RD Database, a Quants research database for global markets.

Wind 万得 kdb+/q 数据接口（非COM接口版）

本项目提供了四个kdb+/q的接口，用于连接万得Wind几个不同的编程接口：

• Wind Quant API——量化编程接口（机构版）；
• Wind TDF API——实时市场数据流接口；
  • 暂停开发（推荐使用各种语言的TDF API直接写feedhandler程序，这样做远比把TDF封包成DLL要容易得多）
• Wind TDB API——对应TDF API的历史市场数据接口；
• Wind RD Database——量化研究数据库。

本项目是使用Visual Studio 20132015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，但是本接口已经把所有接口的查询函数封装为同步函数（WSQ/TDQ数据订阅函数除外），以方便在q程序内使用。

License

Apache License v2.0

Build

本工程需要使用正版的Visual Studio 2013Visual Studio 2015（包括社区版）进行编译。

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）。

Note

万得金融终端安装时，缺省只会把安装目录下的bin子目录加入到PATH环境变量中。这种情况下只能正常使用32位版的接口。

如果需要使用64位版的接口，请务必在kdb+启动前，先把万得金融终端安装目录下的x64子目录加入到PATH环境变量最前面，以便让q.exe进程能在32位版本之前先找到64位版本的库。

Change Log

• 2019.09m
  • WindQuantData library change caused by Wind WFT upgrade to 'Everest'
  • .wind.login[] no longer require username/password by default (uses WFT credential automatically)
  • Fix compilation issues in 64-bit build
• 2019.05m
  • WindQuantData API data type change caused by Wind WFT upgrade to '泰山' (Mt. Taishan)
• 2018.04m
  • Include dependent headers and libraries into the project
  • Add support for x64 build
  • Add support for the new WSES and WSEE functions
• 2018.01m
  • Upgraded from MSVC 2013 to 2015
  • Various bug fixes for Wind_RD.q module
• 2017.05m
  • Add support for the new h2code function
• 2017.03m
  • Move code documentation to q-doc format
• 2017.01m
  • Upgrade TDB to v3.20161219 API (server-side upgrade)
  • WindQuantAPI queries: missing (N/A) data items return as identities (::) instead of empty lists ()
  • Add preliminary support for COM automation
  • Various bugfixes
• 2016.01m
  • Upgrade TDB to v3 API (on-the-wire data compression, faster access)
  • Merged multiple tick data extraction functions (TDB v3 change)
  • Added support for OHLC (a.k.a. K-line) data extraction
• 2015.12m
  • Added simple ODBC-based wrapper for RD database
• 2015.08m
  • Suspended development for TDF API due to the lack of need
  • More complete API support for TDB
• 2015.07m
  • Added support for Wind TDF/TDB APIs -- Only part of the APIs have been implemented, still work in progress...
• 2015.03m–2015.04m
  • Various bug fixes
• 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
• 2015.02.27
  • Initial version to support most APIs in WindQuantData.dll

References

About Wind万得

• 公司：http://www.wind.com.cn
• 大奖章：http://www.dajiangzhang.com
  • http://www.dajiangzhang.com/q?32571fd0-4861-4f5b-b8e4-5d4e26b06036

About kdb+/q

• 公司：http://www.kx.com
  • Wikipedia: http://en.wikipedia.org/wiki/Q_(programming_language_from_Kx_Systems)
  • 中文介绍：http://itfin.f3322.org/opt/cgi/wiki.pl/KdbPlus
• 开源：http://code.kx.com
• GitHub: https://kxsystems.github.io