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looking for insight on database, data collection


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looking for insight on database, data collection

  #1 (permalink)
 
GridKing's Avatar
 GridKing 
San Diego, CA USA
 
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Do you all keep database of your own outside of platforms? Is the only way to easily access historical/intraday collected data through a stand alone feed and web data through third party software if you are not a great programmer? If so what do use to build and maintain the database ? I have office enterprise, visual studio pro, iq feed, and not sure which way to go to start from scratch and build something that will be convenient, not too complicated, worth the time and effort to learn and go through the process ...

I want to see a big picture both intraday and long term of many aspects of the markets and not spend twenty hours a day doing so manually but often become overwhelmed trying to figure out how to do it in an efficient cost effective, time effective manor... any hints are helpful... I already spend too much so not looking for third party software just something that will use what I have ... Thanks in advance

I know they have developer for iq feed but I think that is a ripoff for me, I am not selling anything or looking to distribute, just want the data I already pay for


edit: and I don't mind doing the work and learning, I just keep getting the feeling that I am going in the wrong direction and wasting time

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  #3 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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A MySQL database is my preferred method. I keep a separate table for each instrument. If you are keeping tick data and minute data separately, you might want to make them two separate tables for query speed.

Mike

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  #4 (permalink)
 
GridKing's Avatar
 GridKing 
San Diego, CA USA
 
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Thanks, did you need to use the developers stuff (iq feed)or can I figure it out through Visual Studio documentation

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  #5 (permalink)
 
Big Mike's Avatar
 Big Mike 
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GridKing View Post
Thanks, did you need to use the developers stuff (iq feed)or can I figure it out through Visual Studio documentation

Depends on what you are trying to accomplish.

I'm not using any API, just using my charting platform to write out data. You can do this with Ninja easily with C# and mysql library, then can dump data.

If you want 100% accuracy and correct timestamps (beyond what NT supports) then you would need to interface with IQFeed's API. I don't need that extra step so I am fine with what I have.

Mike

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  #6 (permalink)
 
GridKing's Avatar
 GridKing 
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Thanks a bunch , yeah that's all I want is to collect and arrange in way that I would like ... That helps a great deal

I guess yours runs 24/7 though or what do you do about missing data ? (cause it has to be running to collect right or is there access to request data...) Thanks for your time

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  #7 (permalink)
 
Big Mike's Avatar
 Big Mike 
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GridKing View Post
Thanks a bunch , yeah that's all I want is to collect and arrange in way that I would like ... That helps a great deal

I guess yours runs 24/7 though or what do you do about missing data ? Thanks for your time

I have two different databases with different purposes. One I don't care about missing data, just need the current price prints.

For other, I dump data once a month. You just need to pay attention to start/end dates. You can use management tools like phpmyadmin if you don't know SQL very well, and it can help you dump records if you want to dump everything past midnight for example, so the import of new data at end of month is not overlapping previous data, or etc.

You might talk to @josh, I know he was just setting up a mysql db as well.

Mike

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  #8 (permalink)
 
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 josh 
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Big Mike View Post
You might talk to josh, I know he was just setting up a mysql db as well.

Yes indeed, I have it set up (mysql + phpmyadmin), though in working on some other stuff it has taken a back seat the last couple of weeks. My last challenge that sidetracked me was that I had 65K lines of excel spreadsheet exported from NT that I was trying to import with phpmyadmin, but I could not for the life of me get the server timeout to be longer than 3 minutes and it would timeout on import, so I kind of put it on the back burner for the time being. I need to more clearly define my purpose in having a database other than simply having it in case I need it. I do see the value in statistics, but not enough to try to become Mr. DB Guru.

At any rate, I will help in any way I can, though beware I am quite newbie-ish when it comes to DBs; I'm still swimming in the kiddie pool at this point.

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  #9 (permalink)
 
GridKing's Avatar
 GridKing 
San Diego, CA USA
 
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Thanks, I hear ya... I have given up many times as I can do it with my brain and mouse faster , but with all the new languages and way web pages are now, I am not getting the stats I would like so figured it is worth the work at this point, just don't want to waste time down the wrong path, if I make any progress I will try to share if I understand it...

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  #10 (permalink)
 
Lornz's Avatar
 Lornz 
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
Trading: CL
Posts: 1,193 since Apr 2010


Personally, I think coloumn-oriented (I ended up with Infobright) is the way to go, but I have not used an in-memory one yet (due to costs). I'm currently taking this course: https://open.hpi.de/course/inmemorydatabases

Other sources for learning:

Introduction to Databases

Big Data University

Infobright Support


Since I program in LISP, I've been checking out Clojure lately. Datomic - Home is an interesting concept, but I haven't investigated it thoroughly yet.

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