NexusFi: Find Your Edge


Home Menu

 





Looking for how to get Interest Rates with API


Discussion in Currencies

Updated
      Top Posters
    1. looks_one gregid with 4 posts (0 thanks)
    2. looks_two Big Mike with 2 posts (1 thanks)
    3. looks_3 rleplae with 2 posts (0 thanks)
    4. looks_4 Quick Summary with 1 posts (0 thanks)
    1. trending_up 5,053 views
    2. thumb_up 2 thanks given
    3. group 5 followers
    1. forum 11 posts
    2. attach_file 0 attachments




 
Search this Thread

Looking for how to get Interest Rates with API

  #11 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863


sam028 View Post
I'm not sure it's very useful to have different databases, different tables are enough IMHO.
The good question is more: what would be the tables structure.
On my side I'm working on something similar with a single database and a table per bar type (tick/minute/day). I'm not sure it's the best option on performance point of view, as the tick table is going to be very very large, but on a "logical" point of view I don't like the idea of having a distinct table per symbol.

We are on the same page...
I have created a DB with 3 tables and I will run a test for a couple days / weeks to see what this gives
I can already see the first quotes rolling live into my DB

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
ZombieSqueeze
Platforms and Indicators
MC PL editor upgrade
MultiCharts
Exit Strategy
NinjaTrader
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Diary of a simple price action trader
20 thanks
My NQ Trading Journal
19 thanks
Just another trading journal: PA, Wyckoff & Trends
17 thanks
Tao te Trade: way of the WLD
13 thanks
HumbleTraders next chapter
9 thanks
  #12 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,439 since Jun 2009
Thanks Given: 33,203
Thanks Received: 101,598


sam028 View Post
I'm not sure it's very useful to have different databases, different tables are enough IMHO.
The good question is more: what would be the tables structure.
On my side I'm working on something similar with a single database and a table per bar type (tick/minute/day). I'm not sure it's the best option on performance point of view, as the tick table is going to be very very large, but on a "logical" point of view I don't like the idea of having a distinct table per symbol.

It made the most sense to have the table name be the ticker. In my case, I am capturing >5000 tickers, so some of them are reserved words like KEY and some contain special characters like TICK.Z. So be sure you are using proper backtick syntax.

Anyway, one database for daily, minute, ticks, and l2 made the most sense for me, so I could keep the table name uniform across all of it.

And I definitely think you should have one table per symbol.

My comments are based on large data collection. If you are only doing it for a handful of symbols, or only for a few million records, then anything would work. I am dealing with massive amounts of data --- my server holds many times more tick data than IQFeed's does, for example. And I have it for ALL tickers (US).

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote




Last Updated on November 10, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts