[R-SIG-Finance] get.hist.quote and mysql

Dale Smith dsmith at viciscapital.com
Thu Sep 20 20:16:00 CEST 2007

Try the RMySQL package. It works pretty well.


Dale Smith
Vicis Capital, LLC

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Dry Eraser
Sent: Thursday, September 20, 2007 2:12 PM
To: r-sig-finance at r-project.org
Subject: [R-SIG-Finance] get.hist.quote and mysql

I'm doing a small project to identity particular stock movements out of
the universe of stock quote histories from Yahoo.  Basically, I would be
iterating a screen over several thousand time series.

I could save and use several thousand CSV files saved by get.hist.quote,
but storing the data in a database like MySQL seems to be a better idea,
especially since more stock prices would be added in the future.

I googled r lists for this subject, read r manuals, and skimmed the TOC
of one or two Times Series using R books and didn't turn up much in the
way of concrete application of MySQL.  The best I found was a hint by
Bollinger on this list pointing to a number of packages (including

Any suggestions on where to look and ways of approaching my project?



, and more!

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