Nick:

In case you are considering building such a database, I'll offer the opinion 
that the one-table-per-time-series design is *not* the way to go. My database 
contains hundreds of time series. If I had one table for each, it would be a 
nightmare, and, yes, maintaining the database would be very, very 
time-consuming. Instead, there is one data table keyed by <timeseries, date>, 
and numerous supporting reference tables.

Before this discussion goes any father, I'll note that r-sig-finance is not the 
place for database design discussions. But, then, I don't know what place is.

 Paul Teetor, Elgin, IL  USA
http://quanttrader.info/public




________________________________
From: Nick Torenvliet <nick.torenvliet@gmail.com>
To: Paul Gilbert <pgilbert@bank-banque-canada.ca>
Cc: r-sig-finance@stat.math.ethz.ch
Sent: Mon, July 26, 2010 12:24:23 PM
Subject: Re: [R-SIG-Finance] FRED database schema

Hey Paul, thanks for the direction... what I'm looking for is table a dump
of a database that holds all the FRED series in it.

I'd imagine the tables would each be called by their series names, and the
tables would each have been defined with the appropriate field data-types to
hold the data for the specific series appropriately.

Its not hard to put all that together, just exceedingly time consuming.





On Mon, Jul 26, 2010 at 12:26 PM, Paul Gilbert <
pgilbert@bank-banque-canada.ca> wrote:

> 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@stat.math.ethz.ch [mailto:r-sig-finance-
> >bounces@stat.math.ethz.ch] On Behalf Of Nick Torenvliet
> >Sent: July 23, 2010 6:31 PM
> >To: r-sig-finance@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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