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.
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。
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）。
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。
- 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
WSESandWSEEfunctions
- 2018.01m
- Upgraded from MSVC 2013 to 2015
- Various bug fixes for
Wind_RD.qmodule
- 2017.05m
- Add support for the new
h2codefunction
- Add support for the new
- 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
WSTfunction - Fixed problem with
WSQsubscribers being not able to modify global data in q
- 2015.02.27
- Initial version to support most APIs in
WindQuantData.dll
- Initial version to support most APIs in