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R - Download daily stock data, store in MySQL
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R - Download daily stock data, store in MySQL

  #11 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
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- ETFs implemented
- FRED implemented for economic data
- Metadata implemented

Will update metadata for all tickers with a MarketCap >0. Contains Symbol, Company Name, Date, Closing Price, MarketCap, IPO year, Sector, Industry, and Exchange.

To-do

- Earnings info

Mike

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Attached Files
Register to download File Type: r init.R (507 Bytes, 26 views)
Register to download File Type: r downloadData.R (3.2 KB, 22 views)
Register to download File Type: r mysqlData.R (2.2 KB, 18 views)
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The following 4 users say Thank You to Big Mike for this post:
 
  #12 (permalink)
Site Administrator
Manta, Ecuador
 
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Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
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Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,218 received

To-do

- Earnings info
- Replace IPOyear (Yahoo) with a more useful first trade date in meta table
- Add an average daily volume column in meta table

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #13 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
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Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,218 received


Huge progress today.

Now have ability to use IQFeed from R to get the data. There is a thread on futures.io (formerly BMT) that references the initial package I am using.

I will likely not post again on this thread (any R code).

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #14 (permalink)
Site Administrator
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Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
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Posts: 46,238 since Jun 2009
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Final version (likely) for this thread

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Attached Files
Register to download File Type: r init.R (593 Bytes, 69 views)
Register to download File Type: r downloadData.R (3.4 KB, 70 views)
Register to download File Type: r mysqlData.R (2.7 KB, 67 views)
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The following 8 users say Thank You to Big Mike for this post:
 
  #15 (permalink)
Trading Apprentice
Los Gatos, CA
 
Futures Experience: Advanced
Platform: TradeStation
Favorite Futures: ES
 
Posts: 2 since Sep 2010
Thanks: 1 given, 0 received


Big Mike View Post
Final version (likely) for this thread

Mike

Hi Mike,
Thanks for the work you did on this topic.

Question: If you can please point me toward how you set up the 'daily' database itself in MySQL. When I run the code it fails saying it cannot find the database. I suspect you've had that set up a while already but for those of us trying to catch up it's pretty key.

Thanks!

Cheers,
LG

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  #16 (permalink)
Site Administrator
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Posts: 46,238 since Jun 2009
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LGTraderCA View Post
Hi Mike,
Thanks for the work you did on this topic.

Question: If you can please point me toward how you set up the 'daily' database itself in MySQL. When I run the code it fails saying it cannot find the database. I suspect you've had that set up a while already but for those of us trying to catch up it's pretty key.

Thanks!

Cheers,
LG

The column names are in the R code. If you are asking for a SHOW CREATE TABLE, I can't help any longer, I am many iterations past what I posted here. I am using IQFeed for my data and not Yahoo, so my column names wouldn't help you anyway. Just look at a data frame and then duplicate the column names.

The main MySQL thread is here, lots of discussion about integration with R towards the end of the thread:
https://futures.io/elite-circle/21664-using-mysql-storing-tick-data.html

But the main thread for my work in this area is here now, I moved it to a single thread to keep it easier from being scattered all over:
https://futures.io/elite-automated-trading/29764-big-mike-s-custom-trading-platform.html

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #17 (permalink)
Trading Apprentice
Los Gatos, CA
 
Futures Experience: Advanced
Platform: TradeStation
Favorite Futures: ES
 
Posts: 2 since Sep 2010
Thanks: 1 given, 0 received

Thanks for the links Mike. I'll keep plugging away and maybe get it figured out.

Cheers

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  #18 (permalink)
Trading Apprentice
Ithaca, NY
 
Futures Experience: Advanced
Platform: Proprietary
Favorite Futures: Stocks
 
Posts: 11 since Jan 2014
Thanks: 0 given, 1 received

Very cool.

Do you need help extending it?

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  #19 (permalink)
Site Administrator
Manta, Ecuador
 
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Posts: 46,238 since Jun 2009
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baxline View Post
Very cool.

Do you need help extending it?

Post 16 contains the link to my main thread that shows what I am doing.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #20 (permalink)
Elite Member
Neubrandenburg, Germany
 
Futures Experience: Advanced
Platform: R
Favorite Futures: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 297 given, 480 received


hey mike,

i will join and help. i build in the few next weeks a stock screener and will share some knowledge.

the screener based on R (incl. shiny, quantmode and mongodb). will do some documention on this thread ...

nice scripts

best regards

Causality is the relationship between an event (the cause) and a second event (the effect), where the second event is a consequence of the first.
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