[R-SIG-Finance] FRED database schema

Paul Gilbert pgilbert at bank-banque-canada.ca
Mon Jul 26 18:26:36 CEST 2010


I'm not sure if I understand your question correctly, but there is a
schema for SQL time series data bases in TSdbi (used in TSMySQL,
TSPostgreSQL, TSSQLite).

Paul

>-----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 Nick Torenvliet
>Sent: July 23, 2010 6:31 PM
>To: r-sig-finance at stat.math.ethz.ch
>Subject: [R-SIG-Finance] FRED database schema
>
>I'm taking a look at FRED particularly the download "all data series"
>option
>for file "FRED2 csv 2.zip."
>
>I'm wondering if anyone has a database table structure/schema they'd
>like to
>donate.
>
>If so I'll write some Perl scripts and throw it up on
>http://code.google.com/p/quantkit/ for mass consumption.
>
>Thanks in advance,
>
>Nick
>
>	[[alternative HTML version deleted]]
>
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====================================================================================

La version française suit le texte anglais.

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