[R-SIG-Finance] get.hist.quotes and MySQL

paul sorenson sf at metrak.com
Fri Sep 21 11:16:43 CEST 2007

I am collecting hundreds of time series and storing them in sqlite.  I 
am downloading and storing with python then reading them out with R.

I don't know if the MySQL and PostgreSQL interfaces are smarter, but 
with SQLite the data all comes out as character, you need to perform 
some massaging after extracting data from SQLite.  On the other hand 
SQLite is zero administration.


Dry Eraser wrote:
> I want to screen the universe of stock price histories available from
> Yahoo for certain patterns.  That means iterating a screen over
> several thousand time series.  get.hist.quotes saves time series to
> CSV.  Putting everything into a database like MySQL seems to be a
> better idea than working with thousands of CSV files, especially when
> I might want to add new data points in the future.
> I scoured the R and R packages manuals, the TOC of the Times Series
> Analysis Using R book, and googled r lists for information on
> get.hist.quotes and MySQL and came up only almost nothing on the
> practical use of MySQL.  (I did find a tantalizing pointer by
> Bollinger to a bunch of python, r and gnuplot packages for his own
> projects.  I think I might need to leverage python or perl to load up
> the database and then R packages manipulate the data.)
> Any suggestions on where to learn more -- and find examples -- on
> using MySQL for ts and any comments on my type of project using R in
> general?
> Thanks, Ming
> ____________________________________________________________________________________
> eChase.
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